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New York Fed DSGE's Projects

cef_2017_workshop icon 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

dsge-2014-sep icon dsge-2014-sep

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

dsge-2015-apr icon dsge-2015-apr

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

dsge.jl icon dsge.jl

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

iadb_2017_workshop icon 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

rstarbrookings2017 icon 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

smc.jl icon smc.jl

Sequential Monte Carlo algorithm for approximation of posterior distributions.

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