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The FRBNY DSGE Model Meets Julia

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Abstract

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 from the QuantEcon project, whose aim is to coordinate development of high performance open-source code for quantitative economic modeling.

Suggested Citation

  • Marco Del Negro & Marc Giannoni & Pearl Li & Erica Moszkowski & Micah Smith, 2015. "The FRBNY DSGE Model Meets Julia," Liberty Street Economics 20151203, Federal Reserve Bank of New York.
    • Handle: RePEc:fip:fednls:87084
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    More about this item

    Keywords

    Julia; open source; DSGE; high performance code;
    All these keywords.

    JEL classification:

    • E2 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment

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