New York Fed DSGE

New York Fed DSGE's repositories

DSGE.jl

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

Language:JuliaBSD-3-Clause842 60 48

StateSpaceRoutines.jl

Package implementing common state-space routines.

Language:JuliaBSD-3-Clause84 13 2

SMC.jl

Sequential Monte Carlo algorithm for approximation of posterior distributions.

Language:JuliaBSD-3-Clause66 13 4

DSGE-2015-Apr

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

Language:MATLAB30 18 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

Language:MATLABBSD-3-Clause27 13 1

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

Language:Jupyter Notebook22 130

DSGE-2014-Sep

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

Language:MATLAB18 130

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

Language:Julia15 7 2

BrookingsPC2020

Language:Julia12 50

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

Language:Jupyter Notebook11 100

ModelConstructors.jl

Build custom model types for estimation.

Language:JuliaBSD-3-Clause11 7 3

DynamicPooling

Language:MATLABBSD-3-Clause3 30

HANK_BusinessCycleAndInequality

Language:JuliaGPL-3.03 20