There is a "SolveDSGE.jl" package by @RJDennis and other related packages are here: https://github.com/svaksha/Julia.jl/blob/master/Statistics.md#stochastics It would be nicer if some of the overlap between packages was reduced via collaboration for METADATA packages. Wishful thinking, perhaps, as people will keep writing new packages depending on their requirements. SVAKSHA ॥ http://about.me/svaksha ॥
On Fri, Dec 4, 2015 at 6:08 AM, David Anthoff <[email protected]> wrote: > I don’t think that the package should be registered as DSGE, though. DSGE is > a type of model, and there are lots and lots of those around. The repo from > the NY Fed is their specific DSGE model, it is one example of a DSGE model. > I think a package that in general provided methods to solve DSGE models, or > define them etc. might be registered as DSGE, but not this specific model. > But even for such a general package, I’m not sure it should be named DSGE: > there are lots of different solution methods for DSGE models, and I think > different packages might try different implementations (the situation might > be a little bit like the various MCMC packages floating around). In those > cases it is not clear to me that one of these packages should be allowed to > “own” the official name… > > > > From: [email protected] [mailto:[email protected]] On > Behalf Of Tony Kelman > Sent: Thursday, December 3, 2015 6:17 PM > To: julia-users <[email protected]> > Subject: [julia-users] Re: ANN: DSGE.jl > > > > 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 > > > >
