The FRBNY DSGE Model Meets Julia

Del Negro, Marco; Giannoni, Marc; Li, Pearl; Moszkowski, Erica; Smith, Micah

Discussion Paper

The FRBNY DSGE Model Meets Julia

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.

Keywords: Julia; open source; DSGE; high performance code;

JEL Classification: E2;