Since I am coding some small linear New Keynesian models in python and solving them under rational expectations (using the method of undetermined coefficients and linear time iteration), I was wondering whether anyone codes non-linear rational expectations models (e.g. with the ZLB) in python or matlab themselves? I heard these are much more complex to solve and it is recommended to just solve them using dynare + OBC / occbin.

Does it make sense to solve non-linear (RE) models in python/matlab by coding the solution algorithm yourself? Or is this too complex/time-consuming and you would recommend using dynare + OBC / occbin? Thanks in advance!