Shlok Goyal

Shlok is a Senior Research Analyst at the Federal Reserve Bank of New York working on the DSGE team in the Research group. He holds a B.S. in Economics and a B.S. in Statistics and Machine Learning from Carnegie Mellon University. He is interested in using Julia to develop scalable models for macroeconomic forecasting and spatial economics research.


19:00 UTC

Modeling the Economy During the Pandemic

07/29/2021, 7:00 PM7:30 PM UTC

Macroeconomic modeling during the COVID-19 pandemic, and the switch to a new monetary policy framework, has required rapid adjustments to the DSGE.jl package, made possible by Julia’s flexible typing and efficient matrix computations. We review the new features in DSGE.jl that allow users to model periods of large economic shifts and uncertainty. As an illustration, we also explain how the Federal Reserve Bank of New York solved and estimated a model with these features during the recession.

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