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@FRBNY-DSGE

New York Fed DSGE

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  1. DSGE.jl DSGE.jl Public

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

    Julia 845 217

  2. StateSpaceRoutines.jl StateSpaceRoutines.jl Public

    Package implementing common state-space routines.

    Julia 84 36

  3. SMC.jl SMC.jl Public

    Sequential Monte Carlo algorithm for approximation of posterior distributions.

    Julia 67 20

  4. DSGE-2015-Apr DSGE-2015-Apr Public

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

    MATLAB 30 22

  5. rstarBrookings2017 rstarBrookings2017 Public

    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 28 28

  6. CEF_2017_Workshop CEF_2017_Workshop Public

    Code and teaching material for "Modeling with Julia -- with an Application to the New York Fed DSGE", a workshop at CEF 2017

    Jupyter Notebook 23 14

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