William Chen
William Chen is a senior Research Analyst at the Federal Reserve Bank of New York (FRBNY) and works on the DSGE team of the Macroeconomics and Monetary Studies Function in the Research and Statistics Group. His research interest are in macroeconomics and financial theory. Chen is a graduate of Williams College with a B.A. in Economics and a B.A. in Mathematics.
Sessions
Macroeconomic models require efficient estimation methods when used in policy analysis. Recent additions to DSGE.jl expand its toolkit with state-of-the-art routines for constructing and analyzing Dynamic Stochastic General Equilibrium (DSGE) models. Additions include DSGE-Vector Autoregressions (DSGEVAR), Hamiltonian Monte Carlo (HMC), and potentially a “double-parallel” Bayesian algorithm.