New York Fed DSGE

icon indicating a website link https://www.newyorkfed.org/research/policy/dsge#/overview

icon location Github org for the New York Fed DSGE Team. Current org managers are @pranay-gundam, @Brian-Pacula, and @abediagne.

Results 8 repositories owned by New York Fed DSGE

DSGE.jl

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

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SMC.jl

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Sequential Monte Carlo algorithm for approximation of posterior distributions.

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StateSpaceRoutines.jl

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Package implementing common state-space routines.

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CEF_2017_Workshop

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Code and teaching material for "Modeling with Julia -- with an Application to the New York Fed DSGE", a workshop at CEF 2017

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DSGE-2014-Sep

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

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DSGE-2015-Apr

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

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

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rstarBrookings2017

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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

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