Following the lead of the Federal Reserve Bank of New York (FRBNY), an increasing number of central banks have expressed interest in converting their DSGE modeling implementations to Julia. To help meet this demand, QuantEcon, in collaboration with Marco Del Negro and his research team at the FRBNY, ran workshops at the Reserve Bank of Australia and the Reserve Bank of New Zealand on the 10th and 13th of March 2017.
Lectures were presented by John Stachurski (QuantEcon and ANU), Pablo Winant (Bank of England), Erica Moszkowski (FRBNY) and Pearl Li (FRBNY). The workshops introduced central bank employees to the Julia programming language and its uses in macroeconomic modeling. Slides from the workshop can be found in the QuantEcon GitHub repository.