DSGE Programming Benchmarks

In this project I solved 3 simple macroeconomic models in 6 (relatively) common programming languages: Python, R, Matlab, Julia, C++ and Fortran. The purpose was to practice these languages and to serve as a template for future work. The models are a basic growth model, a stochastic growth model, and a model with idiosyncratic endowments. I show some basic performance benchmarking and document my subjective experience across the languages.

Raymond Chiasson
Raymond Chiasson
PhD Economics, Pharmaceutical Investing

PhD in Economics (expected 2026) at the University of Toronto. Previously investor at DRI Capital.

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