New York Fed DSGE

Repositories

• SMC.jl

  Sequential Monte Carlo algorithm for approximation of posterior distributions.

  time-series economics econometrics bayesian-inference mcmc online-algorithms sequential-monte-carlo
  Julia BSD-3-Clause 8 27 0 0 Updated Jul 10, 2020

• ModelConstructors.jl

  Build custom model types for estimation.

  modeling models economics econometrics economics-models
  Julia BSD-3-Clause 3 3 0 0 Updated Jul 9, 2020

• DSGE.jl

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

  economics dynamical-systems bayesian-inference statistical-models dsge macroeconomics
  Julia BSD-3-Clause 139 561 4 12 Updated Jun 29, 2020

• Replication-of-Online-Estimation-of-DSGE-Models
  Julia 7 6 0 0 Updated Jun 16, 2020

• 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
  MATLAB BSD-3-Clause 19 20 0 0 Updated May 28, 2020

• BrookingsPC2020
  Julia 5 1 0 0 Updated May 11, 2020

• StateSpaceRoutines.jl

  Package implementing common state-space routines.

  filters kalman-filter smoother state-space-models kalman-smoother tempered-particle-filtering
  Julia BSD-3-Clause 26 57 1 1 Updated Mar 27, 2020

• 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
  Jupyter Notebook 10 7 0 0 Updated Aug 14, 2019

• DSGE-2015-Apr

  Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast--April 2015"
  MATLAB 13 20 3 1 Updated Aug 14, 2019

• DSGE-2014-Sep

  Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast"
  MATLAB 8 15 0 0 Updated Aug 14, 2019

• 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
  Jupyter Notebook 12 15 0 0 Updated Jun 27, 2017