Boyan Bejanov
Principal Data Scientist at Bank of Canada working in scientific computing for macroeconomics.
Session
07-28
11:40
10min
What we learned building a modelling language for macroeconomics
Nicholas L. St-Pierre, Boyan Bejanov, Jason Jensen
When we set out to build the modelling language for StateSpaceEcon.jl, our package for macroeconomic models, we did not yet know that Julia was the perfect language for the task. When faced with hundreds of variables, shocks, equations, parameters, lags and expectation terms, what the economist needs most is an intuitive and expressive domain-specific language to help keep all that complexity under control. Join us as we share our experience – it might help you enhance your own packages.
Finance and Economics
32-124