Sunday, June 19, 2016

Reverse Engineering the Eview code in FRB/US model

Proud Economy 0014: FRBUSinR

Reverse Engineering the Eview code in FRB/US model

I've started looking at the eview programs in the models packages by indexing the subroutine calls in the frbuseview.nw file. You can see the current results in the generated frbuseview.pdf file.
I'm doing this work on the ReverseEngineer branch in the github project.
Looking at the code brings back memories. This was originally written in Fortran! Look at the ii, jj, kk variable names. I had forgotten about that from when I briefly helped the programmer debug the original model some 45 years ago. Who would have expected nostalgia from something so prosaic. I actually never saw the original source code because I was working with only a hex dump.
Gary Young

Saturday, June 11, 2016

FRB/US model packages from the Federal Reserve

Proud Economy 0013: FRBUSinR

Study of FRB/US model packages from the Federal Reserve

(and perhaps port to R language)

FRB/US model packages:

"The main FRB/US model package is a self-contained set of equations, data, programs and documentation that enables various types of simulations and provides information about the model's structure."

"NOTE: The programs for simulating the FRB/US model are written for use with the software EViews, available at www.EViews.com"

Github: proudindiv/FRBUSinR:

Unfortunately, EViews is propritary software and hence not readily accessible. My thought is to explore the information provided by the Federal Reserve using the open source R-language and other freely available tools for truly reproducible results.

My project is at proudindiv/FRBUSinR on github. I hope to produce something that attracts others to participate.

Gary Young