Solomon / DSGE.jl

Solve and estimate Dynamic Stochastic General Equilibrium models (including the FRBNY DSGE)

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FRBNY DSGE Model (Version 990.2)

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The DSGE.jl package implements the FRBNY DSGE model and provides general code to estimate many user-specified DSGE models. The package is introduced in the Liberty Street Economics blog post The FRBNY DSGE Model Meets Julia.

This Julia-language implementation mirrors the MATLAB code included in the Liberty Street Economics blog post The FRBNY DSGE Model Forecast.

FRBNY is currently working on extending the code to include forecasts and other features. Extensions of the DSGE model code may be released in the future at the discretion of FRBNY.

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Solve and estimate Dynamic Stochastic General Equilibrium models (including the FRBNY DSGE)

License:BSD 3-Clause "New" or "Revised" License


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Language:Julia 100.0%