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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 848 217

  2. StateSpaceRoutines.jl StateSpaceRoutines.jl Public

    Package implementing common state-space routines.

    Julia 85 36

  3. SMC.jl SMC.jl Public

    Sequential Monte Carlo algorithm for approximation of posterior distributions.

    Julia 68 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 30 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

Repositories

Showing 10 of 14 repositories
  • Estimating_HANK Public

    Contains code used for production of results in the 2023 paper "Estimating HANK For Central Banks"

    FRBNY-DSGE/Estimating_HANK’s past year of commit activity
    Julia 0 0 0 0 Updated Jun 25, 2024
  • DSGE.jl Public

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

    FRBNY-DSGE/DSGE.jl’s past year of commit activity
    Julia 848 BSD-3-Clause 217 12 79 Updated May 17, 2024
  • 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

    FRBNY-DSGE/rstarBrookings2017’s past year of commit activity
    MATLAB 30 BSD-3-Clause 28 1 0 Updated Nov 13, 2023
  • StateSpaceRoutines.jl Public

    Package implementing common state-space routines.

    FRBNY-DSGE/StateSpaceRoutines.jl’s past year of commit activity
    Julia 85 BSD-3-Clause 36 0 0 Updated Sep 18, 2023
  • ModelConstructors.jl Public

    Build custom model types for estimation.

    FRBNY-DSGE/ModelConstructors.jl’s past year of commit activity
    Julia 11 BSD-3-Clause 10 0 7 Updated May 12, 2023
  • 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

    FRBNY-DSGE/CEF_2017_Workshop’s past year of commit activity
    Jupyter Notebook 23 14 0 1 Updated Sep 12, 2022
  • SMC.jl Public

    Sequential Monte Carlo algorithm for approximation of posterior distributions.

    FRBNY-DSGE/SMC.jl’s past year of commit activity
    Julia 68 BSD-3-Clause 20 0 5 Updated Jul 13, 2022
  • DynamicPooling Public
    FRBNY-DSGE/DynamicPooling’s past year of commit activity
    MATLAB 3 BSD-3-Clause 3 0 0 Updated Dec 10, 2021
  • Replication-of-Online-Estimation-of-DSGE-Models Public
    FRBNY-DSGE/Replication-of-Online-Estimation-of-DSGE-Models’s past year of commit activity
    Julia 15 17 0 0 Updated Oct 20, 2021
  • HANK_BusinessCycleAndInequality Public Forked from BASEforHANK/HANK_BusinessCycleAndInequality
    FRBNY-DSGE/HANK_BusinessCycleAndInequality’s past year of commit activity
    Julia 3 GPL-3.0 41 0 0 Updated Apr 29, 2021
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