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1 posts on "open source"
December 3, 2015

The FRBNY DSGE Model Meets Julia

Marco Del Negro, Marc Giannoni, Pearl Li, Erica Moszkowski, and Micah Smith

Marco Del Negro, Marc Giannoni, Pearl Li, Erica Moszkowski, and Micah Smith We have implemented the FRBNY DSGE model in a free and open-source language called Julia. The code is posted here on GitHub, a public repository hosting service. This effort is the result of a collaboration between New York Fed staff and folks from […]

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Posted at 7:00 am in DSGE, Macroeconomics | Permalink | Comments (3)

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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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