Macroeconomic Modeling with Julia

Code and teaching material for "Macroeconomic Modeling with Julia", a workshop given for the IADB at the Central Bank of Argentina in December 2017.

Tentative Outline

• December 18, 2:00 - 2:30 pm: Introduction to Julia
• December 18, 2:45 - 3:45 pm: Syntax
• December 18, 4:00 - 5:30 pm: Types and multiple dispatch
• December 19, 9:00 - 9:30 am: Package ecosystem
• December 19, 9:45 - 11:00 am: State-space models and DSGE.jl

Software

We assume that participants will have access to

• Julia v0.6.1
• IJulia and Jupyter notebooks: type Pkg.add("IJulia") in the Julia REPL
  • Optional: RISE, a Jupyter extension which lets you convert notebooks (which are already in slide format) to slides within the browser and run code blocks in the slides. After installing IJulia, run in the Julia REPL:

    using Conda
    Conda.add_channel("damianavila82")
    Conda.add("rise")

• DSGE: type Pkg.add("DSGE") in the Julia REPL

Resources

• Cheat sheets for MATLAB and Python users
• Lectures for learning Julia, or for economics concepts
• Discourse forum for Julia questions

Contact

• Abhi Gupta: [email protected]
• Pearl Li: [email protected]