All Git Users → FRBNY-DSGE

5 open source projects by FRBNY-DSGE

1. Dsge.jl
Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)
2. SMC.jl
Sequential Monte Carlo algorithm for approximation of posterior distributions.
3. DSGE-2015-Apr
Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast--April 2015"
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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
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
1-5 of 5 user projects