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Implementation of basic macro models in various programming languages

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DSGE-models

In this project I solved 3 simple macroeconomic models in 6 (relatively) common programming languages: Python, R, Matlab, Julia, C++ and Fortran. The purpose was to practice these languages and to serve as a template for future work. The models are a basic growth model, a stochastic growth model, and a model with idiosyncratic endowments. I show some basic performance benchmarking and document my subjective experience across the languages.

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Implementation of basic macro models in various programming languages

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  • C++ 28.9%
  • Julia 19.5%
  • Fortran 18.1%
  • Python 15.0%
  • R 9.6%
  • MATLAB 8.1%
  • Makefile 0.8%