New York Fed DSGE

All

14 repositories

DSGE.jl
Public
Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)
economics dynamical-systems bayesian-inference statistical-models macroeconomics dsge
Julia
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BSD 3-Clause "New" or "Revised" License
•227•877•1•90•Updated Jan 30, 2025Jan 30, 2025
ModelConstructors.jl
Public
Build custom model types for estimation.
modeling models economics econometrics economics-models
Julia
•
BSD 3-Clause "New" or "Revised" License
•11•12•0•6•Updated Nov 25, 2024Nov 25, 2024
SMC.jl
Public
Sequential Monte Carlo algorithm for approximation of posterior distributions.
time-series economics econometrics bayesian-inference mcmc online-algorithms sequential-monte-carlo adaptive-algorithm
Julia
•
BSD 3-Clause "New" or "Revised" License
•20•72•0•5•Updated Aug 28, 2024Aug 28, 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
MATLAB
•
BSD 3-Clause "New" or "Revised" License
•28•32•1•0•Updated Jul 17, 2024Jul 17, 2024
Estimating_HANK
Public
Contains code used for production of results in the 2023 paper "Estimating HANK For Central Banks"
Julia
•0•2•2•0•Updated Jun 25, 2024Jun 25, 2024
StateSpaceRoutines.jl
Public
Package implementing common state-space routines.
filters kalman-filter smoother state-space-models kalman-smoother tempered-particle-filtering
Julia
•
BSD 3-Clause "New" or "Revised" License
•33•86•0•0•Updated Sep 18, 2023Sep 18, 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
Jupyter Notebook
•15•23•0•1•Updated Sep 12, 2022Sep 12, 2022
DynamicPooling
Public
MATLAB
•
BSD 3-Clause "New" or "Revised" License
•3•3•0•0•Updated Dec 10, 2021Dec 10, 2021
Replication-of-Online-Estimation-of-DSGE-Models
Public
Julia
•19•16•0•0•Updated Oct 20, 2021Oct 20, 2021
HANK_BusinessCycleAndInequality
Public
Julia
•
GNU General Public License v3.0
•42•3•0•0•Updated Apr 29, 2021Apr 29, 2021
BrookingsPC2020
Public
Julia
•13•12•0•0•Updated Apr 16, 2021Apr 16, 2021
IADB_2017_Workshop
Public
Code and teaching material for "Macroeconomic Modeling with Julia", a workshop given for the IADB at the Central Bank of Argentina in 2017
Jupyter Notebook
•12•11•0•0•Updated Aug 14, 2019Aug 14, 2019
DSGE-2015-Apr
Public
Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast--April 2015"
MATLAB
•25•31•3•1•Updated Aug 14, 2019Aug 14, 2019
DSGE-2014-Sep
Public
Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast"
MATLAB
•10•19•0•0•Updated Aug 14, 2019Aug 14, 2019