Economics PhD Student @mit, former Research Analyst @FRBNY-DSGE
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Massachusetts Institute of Technology
- Cambridge, MA
- recasarfati.com
- @r_sarfati
Pinned Loading
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FRBNY-DSGE/DSGE.jl
FRBNY-DSGE/DSGE.jl PublicSolve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)
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FRBNY-DSGE/StateSpaceRoutines.jl
FRBNY-DSGE/StateSpaceRoutines.jl PublicPackage implementing common state-space routines.
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FRBNY-DSGE/SMC.jl
FRBNY-DSGE/SMC.jl PublicSequential Monte Carlo algorithm for approximation of posterior distributions.
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FRBNY-DSGE/ModelConstructors.jl
FRBNY-DSGE/ModelConstructors.jl PublicBuild custom model types for estimation.
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ForwardDiff.jl
ForwardDiff.jl PublicForked from JuliaDiff/ForwardDiff.jl
Forward Mode Automatic Differentiation for Julia, with sparse data structure capabilities.
Julia
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