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

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