Heterogeneous Agent DSGE Models in Julia at the FRBNY
Abstract
This talk provides an overview of the Federal Reserve Bank of New York’s heterogeneous agent dynamic stochastic general equilibrium (DSGE) model development process in open-source computing language, Julia.
Date
Jul 24, 2019 2:30 PM — 3:00 PM
Event
Location
University of Maryland, Baltimore
621 Lombard St, Baltimore, MD 21201
William Chen
Ph.D. Student in Economics
I am a Ph.D. student in Economics at MIT. I am also a former Senior Research Analyst of the DSGE Team at the Federal Reserve Bank of New York. My research interests include macroeconomics, finance, and computational macroeconomics. Within these fields, I am particularly interested in business cycle theory, financial crises, and macro-labor. My pronouns are he/him.