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New York Fed DSGE (@FRBNY-DSGE)

FRBNY-DSGE

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1,175
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Registered almost 9 years ago
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Julia
53.8 %

MATLAB
30.8 %

Jupyter Notebook
15.4 %

DSGE.jl

Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)

StateSpaceRoutines.jl

Package implementing common state-space routines.

SMC.jl

Sequential Monte Carlo algorithm for approximation of posterior distributions.

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

DSGE-2015-Apr

Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast--April 2015"

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

Jupyter Notebook

DSGE-2014-Sep

Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast"

Replication-of-Online-Estimation-of-DSGE-Models

BrookingsPC2020

ModelConstructors.jl

Build custom model types for estimation.

IADB_2017_Workshop

Code and teaching material for "Macroeconomic Modeling with Julia", a workshop given for the IADB at the Central Bank of Argentina in 2017

Jupyter Notebook

DynamicPooling

Estimating_HANK

Contains code used for production of results in the 2023 paper "Estimating HANK For Central Banks"