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 student in Economics

PhD student in economics at the University of Toronto.