GitPlanet
Projects
Users
Categories
Languages
About
All Git Users
→ FRBNY-DSGE
5 open source projects by FRBNY-DSGE
[ Open user page on Github ]
1.
Dsge.jl
Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)
✭ 625
julia
bayesian-inference
economics
2.
SMC.jl
Sequential Monte Carlo algorithm for approximation of posterior distributions.
✭ 53
julia
time-series
economics
econometrics
bayesian-inference
mcmc
online-algorithms
sequential-monte-carlo
adaptive-algorithm
3.
DSGE-2015-Apr
Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast--April 2015"
✭ 26
matlab
4.
rstarBrookings2017
Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andrea Tambalotti, presented at Brookings in March 2017
✭ 22
matlab
julia
5.
CEF 2017 Workshop
Code and teaching material for "Modeling with Julia -- with an Application to the New York Fed DSGE", a workshop at CEF 2017
✭ 20
Jupyter Notebook
1-5
of
5
user projects