Liberty Street Economics

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Federal Reserve Bank of NY converts major economic model to Julia

2015173 points88 comments Databases & Data details

Marco Del Negro, Marc Giannoni, Pearl Li, Erica Moszkowski, and Micah Smith We have implemented the FRBNY DSGE model in a free and open-source language called Julia. The code is posted here on GitHub, a public repository hosting service. This effort is the result of a collaboration between New York Fed staff and folks…