Has anyone used one of the MCMC libraries for sampling in macroeconomics?
I see that @Tamas_Papp has developed a library that only depends on the likelihood. However, it looks like Mamba.jl more closely maps onto the somewhat standard block-gibbs used in macro models. For an example, see http://personal.lse.ac.uk/reisr/papers/99-CurdiaReis.pdf .