# MCMC in Economics?

**URL:** <https://discourse.julialang.org/t/mcmc-in-economics/34050>\
**Category:** General Usage\
**Tags:** economics\
**Created:** [January 31, 2020, 10:39pm UTC](https://discourse.julialang.org/t/mcmc-in-economics/34050 "2020-01-31T22:39:42Z")\
**Posts on this page:** 2\
**Page:** 1

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**Author:** ![fratrik](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/fratrik/32/678_2.png) [@fratrik](https://discourse.julialang.org/u/fratrik)\
**Post date:** [January 31, 2020, 10:39pm UTC](https://discourse.julialang.org/t/mcmc-in-economics/34050/1 "2020-01-31T22:39:42Z")

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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](http://personal.lse.ac.uk/reisr/papers/99-CurdiaReis.pdf) .

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**Author:** ![aaowens](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/aaowens/32/12101_2.png) [@aaowens](https://discourse.julialang.org/u/aaowens)\
**Post date:** [January 31, 2020, 11:35pm UTC](https://discourse.julialang.org/t/mcmc-in-economics/34050/2 "2020-01-31T23:35:04Z")

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You might be interested in the NY Fed’s [https://github.com/FRBNY-DSGE/SMC.jl](https://github.com/FRBNY-DSGE/SMC.jl)