New York Fed DSGE
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)
SMC.jl
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Sequential Monte Carlo algorithm for approximation of posterior distributions.
StateSpaceRoutines.jl
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Package implementing common state-space routines.
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
DSGE-2014-Sep
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Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast"
DSGE-2015-Apr
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Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast--April 2015"
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