New York Fed DSGE

Pinned Repositories

BrookingsPC2020
Language:Julia12 5 013
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 Notebook23 13 014
DSGE-2014-Sep
Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast"
Language:MATLAB18 13 09
DSGE-2015-Apr
Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast--April 2015"
Language:MATLAB30 18 422
DSGE.jl
Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)
Language:Julia845 60 48217
ModelConstructors.jl
Build custom model types for estimation.
Language:Julia11 7 310
Replication-of-Online-Estimation-of-DSGE-Models
Language:Julia15 7 217
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:MATLAB28 13 128
SMC.jl
Sequential Monte Carlo algorithm for approximation of posterior distributions.
Language:Julia67 13 420
StateSpaceRoutines.jl
Package implementing common state-space routines.
Language:Julia84 13 236

New York Fed DSGE's Repositories

FRBNY-DSGE/DSGE.jl
Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)
Language:Julia845 60 48217
FRBNY-DSGE/StateSpaceRoutines.jl
Package implementing common state-space routines.
Language:Julia84 13 236
FRBNY-DSGE/SMC.jl
Sequential Monte Carlo algorithm for approximation of posterior distributions.
Language:Julia67 13 420
FRBNY-DSGE/DSGE-2015-Apr
Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast--April 2015"
Language:MATLAB30 18 422
FRBNY-DSGE/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:MATLAB28 13 128
FRBNY-DSGE/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 Notebook23 13 014
FRBNY-DSGE/DSGE-2014-Sep
Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast"
Language:MATLAB18 13 09
FRBNY-DSGE/Replication-of-Online-Estimation-of-DSGE-Models
Language:Julia15 7 217
FRBNY-DSGE/BrookingsPC2020
Language:Julia12 5 013
FRBNY-DSGE/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 10 012
FRBNY-DSGE/ModelConstructors.jl
Build custom model types for estimation.
Language:Julia11 7 310
FRBNY-DSGE/DynamicPooling
Language:MATLAB3 3 03
FRBNY-DSGE/HANK_BusinessCycleAndInequality
Language:Julia3 2 06