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@FRBNY-DSGE

New York Fed DSGE

Github org for the New York Fed DSGE Team. Current org managers are @pranay-gundam, @Brian-Pacula, and @abediagne.

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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 881 228

  2. StateSpaceRoutines.jl StateSpaceRoutines.jl Public

    Package implementing common state-space routines.

    Julia 86 33

  3. SMC.jl SMC.jl Public

    Sequential Monte Carlo algorithm for approximation of posterior distributions.

    Julia 72 20

  4. 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 32 28

  5. DSGE-2015-Apr DSGE-2015-Apr Public

    Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast--April 2015"

    MATLAB 31 25

  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 15

Repositories

Showing 10 of 14 repositories
  • DSGE.jl Public

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

    Julia 881 BSD-3-Clause 228 1 93 Updated Feb 15, 2025
  • ModelConstructors.jl Public

    Build custom model types for estimation.

    Julia 12 BSD-3-Clause 11 0 6 Updated Nov 25, 2024
  • SMC.jl Public

    Sequential Monte Carlo algorithm for approximation of posterior distributions.

    Julia 72 BSD-3-Clause 20 0 5 Updated Aug 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 32 BSD-3-Clause 28 1 0 Updated Jul 17, 2024
  • Estimating_HANK Public

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

    Julia 2 0 2 (1 issue needs help) 0 Updated Jun 25, 2024
  • StateSpaceRoutines.jl Public

    Package implementing common state-space routines.

    Julia 86 BSD-3-Clause 33 0 0 Updated Sep 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 23 15 0 1 Updated Sep 12, 2022
  • DynamicPooling Public
    MATLAB 3 BSD-3-Clause 3 0 0 Updated Dec 10, 2021
  • Replication-of-Online-Estimation-of-DSGE-Models Public
    Julia 16 19 0 0 Updated Oct 20, 2021
  • HANK_BusinessCycleAndInequality Public Forked from BASEforHANK/HANK_BusinessCycleAndInequality
    Julia 3 GPL-3.0 42 0 0 Updated Apr 29, 2021
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