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Federal Reserve Bank of NY converts major economic model to Julia

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…
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Databases & DataMath & Algorithms2015

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Dec 3, 2015Federal Reserve Bank of NY converts major economic model to Julia by idunning17388

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