The FRBNY DSGE Model Meets Julia

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

No 20151203, Liberty Street Economics from Federal Reserve Bank of New York

Abstract: 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 the QuantEcon project, whose aim is to coordinate development of high performance open-source code for quantitative economic modeling.

Keywords: Julia; open source; DSGE; high performance code (search for similar items in EconPapers)
JEL-codes: E2 (search for similar items in EconPapers)
Date: 2015-12-03
New Economics Papers: this item is included in nep-mac
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