Since The seminal contribution of Kydland and Prescott(1982), the DSGE(Dynamic Stochastic General Equlibrium) models serves as the foundation upon which modern macroeconomic empirical research may be conducted. The methodologies to implement DSGE models have evolved over time and varied considerably over recent years. This study is an introduction to the use of DSGE models for policy analysis. Part I overviews the chronological evolution of the empirical macroeconomics since the work of Kydland and Prescott. Part II outlines two preliminary steps used in converting a given DSGE model into an empirically implementable system the linear approximation of the model and the solution of the resulting linearized system. Part III presents a simple real business framework and shows the procedure to transform a structural model into empirically implementable system. A new Keynesian DSGE model is introduced in Part IV, demonstrating how the model is used for monetary policy analysis.