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  1. FRBNY-DSGE/StateSpaceRoutines.jl FRBNY-DSGE/StateSpaceRoutines.jl Public

    Package implementing common state-space routines.

    Julia 87 33

  2. FRBNY-DSGE/DSGE.jl FRBNY-DSGE/DSGE.jl Public

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

    Julia 872 228

  3. FRBNY-DSGE/rstarBrookings2017 FRBNY-DSGE/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 32 28

  4. FRBNY-DSGE/SMC.jl FRBNY-DSGE/SMC.jl Public

    Sequential Monte Carlo algorithm for approximation of posterior distributions.

    Julia 71 20

  5. FRBNY-DSGE/ModelConstructors.jl FRBNY-DSGE/ModelConstructors.jl Public

    Build custom model types for estimation.

    Julia 12 11