DSGE is a very common name in economics, but Dynamic Stochastic General Equilibrium Models don’t mean much elsewhere. I would love to see some of those components underneath such as the Kalman filter come from other packages eventually.
-viral > On 04-Dec-2015, at 7:47 AM, Tony Kelman <[email protected]> wrote: > > DSGE is against the usual naming guidelines of trying to avoid acronyms, but > at least this one is unambiguously googlable with one dominant result. I'd > never heard of it as a non-economist, but given this is a big project from a > major institution we can perhaps make an exception to the usual guidelines. > > > On Thursday, December 3, 2015 at 1:20:51 PM UTC-8, Patrick Kofod Mogensen > wrote: > Fellow economist here, great stuff! I'm curious to see what choices were > made, and how it compares to other DSGE toolboxes and tools out there. > > Is it going to be registered in METADATA? If so, would a name like DSGE be > "allowed"? > > On Thursday, December 3, 2015 at 3:05:57 PM UTC+1, Spencer Lyon wrote: > The Federal Reserve bank of New York has finished moving their fairly large > DSGE model from Matlab to Julia. This model is used inside the Fed for > forecasting and policy analysis. > > As part of the move to Julia, the code base has been open sourced. > > A blog post announcing the release is here: > http://libertystreeteconomics.newyorkfed.org/2015/12/the-frbny-dsge-model-meets-julia.html > > And the repository can be found here: https://github.com/FRBNY-DSGE/DSGE.jl > >
