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DSGE

Solve and estimate Dynamic Stochastic General Equilibrium models (including the FRBNY DSGE)

First Commit

11/25/2015

Last Touched

2 days ago

Commit Count

1042 commits

Readme

FRBNY DSGE Model (Version 1002)

Build Status

The DSGE.jl package implements the FRBNY DSGE model and provides general code to estimate many user-specified DSGE models. The package is introduced in the Liberty Street Economics blog post The FRBNY DSGE Model Meets Julia.

This Julia-language implementation mirrors the MATLAB code included in the Liberty Street Economics blog post The FRBNY DSGE Model Forecast.

For the latest documentation on the code, click on the docs|latest button above. For the latest stable version of the code, click on the docs|stable button. Documentation for the most recent model version is available here.

FRBNY is currently working on extending the code to include forecasts and other features. Ongoing work on implementing Sequential Monte Carlo (SMC) sampling can be found on the smc branch. Further extensions of the DSGE model code may be released in the future at the discretion of FRBNY.

Installation

DSGE.jl is a registered Julia package. To install it, open your Julia REPL and run

julia> Pkg.add("DSGE")