Aidan Gleich

Sr. Research Analyst at NYFRB

Talks:

15:10 UTC

Bayesian Estimation of Macroeconomic Models in Julia

07/27/2022, 3:10 PM3:40 PM UTC
Red

Computational efficiency is vital when estimating macroeconomic models for use in policy analysis. We introduce the models contained within DSGE.jl and overview how to estimate them. We provide details on two estimation methods, adaptive Metropolis-Hastings and sequential Monte Carlo, and discuss how they can provide more efficiency during the estimation process.

Platinum sponsors

Julia ComputingRelational AIJulius Technology

Gold sponsors

IntelAWS

Silver sponsors

Invenia LabsBeacon BiosignalsMetalenzASMLG-ResearchConningPumas AIQuEra Computing Inc.Jeffrey Sarnoff

Media partners

Packt PublicationGather TownVercel

Community partners

Data UmbrellaWiMLDS

Fiscal Sponsor

NumFOCUS