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FRBNY-DSGE/DSGE.jl

View on GitHub ↗ ★ 965 Julia

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

13 mentions on Hacker News by 13 people: 0 stories, 13 comments · first 2015-12-03 · latest 2022-06-18

Mentions per year 13 mentions · busiest year 2015 (5)
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  1. …posts with Matlab code. A macroeconomic model in Julia used by the New York Federal Reserve is at https://github.com/FRBNY-DSGE/DSGE.jl .
    comment by Bostonian · 2022-06-18 · in Is the Fed New-Keynesian?
  2. FYI, the New York Fed's model is written in Julia and also open source. https://github.com/FRBNY-DSGE/DSGE.jl
    comment by k2enemy · 2022-01-21 · in Danish government makes its new economic model open source
  3. Indeed : https://github.com/FRBNY-DSGE/DSGE.jl
    comment by daxat_staglatz · 2018-10-09 · in Economics Nobel laureate Paul Romer is a Python programming convert
  4. They may have additional projects, but I believe you’re talking about https://github.com/FRBNY-DSGE/DSGE.jl .
    comment by maxlybbert · 2018-08-29 · in An introduction to the Julia language, part 1
  5. …model by the NY Fed [1]. Try to predict the next large crash with it and report back [1] https://github.com/FRBNY-DSGE/DSGE.jl
    comment by VHRanger · 2017-07-20 · in Anomaly Detection of Time Series Data Using Machine Learning and Deep Learning
  6. That's for workshop materials. Here is the model itself https://github.com/FRBNY-DSGE/DSGE.jl
    comment by matthjensen · 2017-05-09 · in Forecasting with Julia
  7. …to scientific programming in the social sciences has a few notebooks in python and Julia [2] [1] https://github.com/FRBNY-DSGE/DSGE.jl [2] http://quantecon.org/notebooks.html
    comment by VodkaHaze · 2016-11-08 · in A Look at How Traders and Economists Are Using the Julia Programming Language
  8. Repository: https://github.com/FRBNY-DSGE/DSGE.jl DSGE, of course, is Dynamic Stochastic General Equilibrium: https://en.wikipedia.org/wiki/Dynamic_stochastic_general_equ...
    comment by brudgers · 2016-05-16 · in New York Fed: Building a Fast, Flexible and Free DSGE Model in Julia
  9. …"adding another variable." [1] http://libertystreeteconomics.newyorkfed.org/2014/09/forecas... [2] https://github.com/FRBNY-DSGE/DSGE.jl
    comment by AngrySkillzz · 2015-12-16 · in The Mystery of Missing Inflation Weighs on Fed Rate Move
  10. …the Federal Reserve Bank of New York recently open sourced one of its models (coded in Julia) https://github.com/FRBNY-DSGE/DSGE.jl/blob/master/doc/Data.m... Discussion: https://news.ycombinator.com/item?id=10670138
    comment by jweir · 2015-12-16 · in The Mystery of Missing Inflation Weighs on Fed Rate Move
  11. I like the use of the Greek alphabet in the code base. Examples https://github.com/FRBNY-DSGE/DSGE.jl/blob/master/src/solve/... https://github.com/FRBNY-DSGE/DSGE.jl/blob/master/src/solve/...
    comment by has2k1 · 2015-12-03 · in Federal Reserve Bank of NY converts major economic model to Julia
  12. …to line 48 looks like some comments, but also a bunch of sentences without the comment characters. https://github.com/FRBNY-DSGE/DSGE.jl/blob/master/src/solve/...
    comment by kolbe · 2015-12-03 · in Federal Reserve Bank of NY converts major economic model to Julia
  13. Even more interesting is the document on Github with technical details about the port: https://github.com/FRBNY-DSGE/DSGE.jl/blob/master/doc/Matlab...
    comment by rlander · 2015-12-03 · in Federal Reserve Bank of NY converts major economic model to Julia