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Pinned

  1. FRBNY-DSGE/DSGE.jl Public

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

    Julia 757 203

  2. FRBNY-DSGE/StateSpaceRoutines.jl Public

    Package implementing common state-space routines.

    Julia 74 34

  3. FRBNY-DSGE/SMC.jl Public

    Sequential Monte Carlo algorithm for approximation of posterior distributions.

    Julia 53 16

  4. THANK Public

    Estimation of tractable heterogeneous-agent New-Keynesian model.

    MATLAB 11 11

  5. FRBNY-DSGE/ModelConstructors.jl Public

    Build custom model types for estimation.

    Julia 11 7

  6. ForwardDiff.jl Public

    Forked from JuliaDiff/ForwardDiff.jl

    Forward Mode Automatic Differentiation for Julia, with sparse data structure capabilities.

    Julia

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July 1, 2022

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