Open Source Julia Financial Software

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    DSGE.jl

    DSGE.jl

    Solve and estimate Dynamic Stochastic General Equilibrium models

    DSGE.jl is a Julia package developed by the Federal Reserve Bank of New York for estimating and analyzing dynamic stochastic general equilibrium (DSGE) models. It provides tools for Bayesian estimation, filtering, forecasting, and model comparison, supporting both academic research and policy applications. DSGE.jl includes pre-configured models used by central banks and offers extensibility for custom macroeconomic modeling.
    Downloads: 4 This Week
    Last Update:
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