Rebecca Sarfati
Rebecca is a Senior Research Analyst at the Federal Reserve Bank of New York, employing dynamic stochastic general equilibrium (DSGE) models for macroeconomic forecasting and policy analysis. She holds a dual degree in mathematics and computer science from Brown University.
Session
07-24
14:30
30min
Heterogeneous Agent Dynamic Stochastic General Equilibrium (DSGE) Models in Julia at the Federal Reserve Bank of New York
Rebecca Sarfati
This talk will provide an overview of the Federal Reserve Bank of New York's heterogeneous agent dynamic stochastic general equilibrium (DSGE) model development process in Julia, walking through our navigation of Julia-specific functionality in the process. Comparisons of performance relative to MATLAB and FORTRAN will be provided.
Room 349