This is great, great stuff. It is awesome to see more Julia in the finance/econ world.
On Thursday, December 3, 2015 at 9:05:57 AM UTC-5, 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 > > >
