Hello Tony, I am not aware of an out-of-the-box solution to your problem. However, in terms of macroeconometric simultaneous equation models, I have used the FP-program (see: http://fairmodel.econ.yale.edu/fp/fp.htm). Prof. Fair is so kind to provide the binaries and sources from his web-site. You could then cast the FRB-model in the FP-scripting language and access/run this file from R. At least this worked for me. Not very pleasing, but an option would be to port the FORTRAN code to an R package.
Hope this is a first helpful pointer for you. Best, Bernhard >-----Ursprüngliche Nachricht----- >Von: [EMAIL PROTECTED] >[mailto:[EMAIL PROTECTED] Im Auftrag von Tony Burns >Gesendet: Mittwoch, 18. Juni 2008 20:07 >An: r-help@r-project.org >Betreff: [R] FRB/US > >I would like to run the Federal Reserves econometric model on >open source >software - they sent me the specifications for the model and what is >neccessary to run the model on TROLL (which is a commercially available >econometric software) > >I am looking into the feasability of doing this and whether or >not R is the >right tool - I would like to discuss the idea with someone who >is familiar >with this sort of thing as I have limited experience running >econometric >models > >Thanks in advance to anyone who can help - if I can figure out >how to do >this I would like to make a ready to run version of the FRB/US >model an open >source project > >cheers, >Tony > > [[alternative HTML version deleted]] > >______________________________________________ >R-help@r-project.org mailing list >https://stat.ethz.ch/mailman/listinfo/r-help >PLEASE do read the posting guide >http://www.R-project.org/posting-guide.html >and provide commented, minimal, self-contained, reproducible code. > ***************************************************************** Confidentiality Note: The information contained in this ...{{dropped:10}} ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
