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1 posts on "dynamic stochastic general equilibrium"
August 21, 2019

Online Estimation of DSGE Models

Michael Cai, Marco Del Negro, Edward Herbst, Ethan Matlin, Reca Sarfati, and Frank Schorfheide

Our macroeconomists explain their approach for parallel and “online” estimation of DSGE models using sequential Monte Carlo techniques and share a GitHub link for obtaining their SMC Julia code.

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Posted at 7:00 am in DSGE, Macroeconomics | Permalink

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Liberty Street Economics features insight and analysis from New York Fed economists working at the intersection of research and policy. Launched in 2011, the blog takes its name from the Bank’s headquarters at 33 Liberty Street in Manhattan’s Financial District.

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