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@FRBNY-DSGE

New York Fed DSGE

Github org for the New York Fed DSGE Team. Current org managers are Elena Elbarmi (@e1ena02), Michael Pham (@mpham8), and Ibrahima Diagne (@abediagne).

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  1. DSGE.jl DSGE.jl Public

    Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)

    Julia 907 237

  2. StateSpaceRoutines.jl StateSpaceRoutines.jl Public

    Package implementing common state-space routines.

    Julia 85 33

  3. SMC.jl SMC.jl Public

    Sequential Monte Carlo algorithm for approximation of posterior distributions.

    Julia 75 20

  4. rstarBrookings2017 rstarBrookings2017 Public

    Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andrea Tambalotti, presented at Brookings in March 2017

    MATLAB 35 29

  5. DSGE-2015-Apr DSGE-2015-Apr Public

    Replication files for Liberty Street Economics blog post "The FRBNY DSGE Model Forecast--April 2015"

    MATLAB 30 24

  6. CEF_2017_Workshop CEF_2017_Workshop Public

    Code and teaching material for "Modeling with Julia -- with an Application to the New York Fed DSGE", a workshop at CEF 2017

    Jupyter Notebook 23 15

Repositories

Showing 10 of 16 repositories
  • StateSpaceRoutines.jl Public

    Package implementing common state-space routines.

    FRBNY-DSGE/StateSpaceRoutines.jl’s past year of commit activity
    Julia 85 BSD-3-Clause 33 0 0 Updated Oct 8, 2025
  • DSGE.jl Public

    Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)

    FRBNY-DSGE/DSGE.jl’s past year of commit activity
    Julia 907 BSD-3-Clause 237 2 101 Updated Sep 9, 2025
  • HANK_Tradeoffs_Paper Public

    This repository contains code used for production of results in the 2025 paper "Tradeoffs for the Poor, Divine Coincidence for the Rich."

    FRBNY-DSGE/HANK_Tradeoffs_Paper’s past year of commit activity
    MATLAB 0 0 0 0 Updated Sep 4, 2025
  • SSJ.jl Public

    The SSJ.jl package is based on the toolkit from the paper "Using the Sequence-Space Jacobian to Solve and Estimate Heterogeneous-Agent Models" by Auclert et al. (2021). This Julia implementation replicates the Python package found on the shade-econ/sequence-jacobian GitHub.

    FRBNY-DSGE/SSJ.jl’s past year of commit activity
    Julia 4 BSD-3-Clause 0 0 0 Updated Aug 1, 2025
  • ModelConstructors.jl Public

    Build custom model types for estimation.

    FRBNY-DSGE/ModelConstructors.jl’s past year of commit activity
    Julia 13 BSD-3-Clause 12 1 6 Updated Apr 17, 2025
  • SMC.jl Public

    Sequential Monte Carlo algorithm for approximation of posterior distributions.

    FRBNY-DSGE/SMC.jl’s past year of commit activity
    Julia 75 BSD-3-Clause 20 0 5 Updated Apr 17, 2025
  • rstarBrookings2017 Public

    Replication files for Safety, Liquidity, and the Natural Rate of Interest by Marco del Negro, Domenico Giannone, Marc Giannoni, and Andrea Tambalotti, presented at Brookings in March 2017

    FRBNY-DSGE/rstarBrookings2017’s past year of commit activity
    MATLAB 35 BSD-3-Clause 29 1 0 Updated Jul 17, 2024
  • Estimating_HANK Public

    Contains code used for production of results in the 2023 paper "Estimating HANK For Central Banks"

    FRBNY-DSGE/Estimating_HANK’s past year of commit activity
    Julia 3 0 2 (1 issue needs help) 0 Updated Jun 25, 2024
  • CEF_2017_Workshop Public

    Code and teaching material for "Modeling with Julia -- with an Application to the New York Fed DSGE", a workshop at CEF 2017

    FRBNY-DSGE/CEF_2017_Workshop’s past year of commit activity
    Jupyter Notebook 23 15 0 1 Updated Sep 12, 2022
  • DynamicPooling Public
    FRBNY-DSGE/DynamicPooling’s past year of commit activity
    MATLAB 3 BSD-3-Clause 3 0 0 Updated Dec 10, 2021
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