FRBNY DSGE Model (Version 1002)
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.
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
smc branch. Further extensions of the DSGE model code may be released in the
future at the discretion of FRBNY.
DSGE.jl is a registered Julia package. To install it, open your Julia REPL and run