# \#economics

**URL:** https://discourse.julialang.org/tag/economics/46.md

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## [\[ANN\] Armington.jl Constant Elasticity of Substitution aggregators in Julia](https://discourse.julialang.org/t/ann-armington-jl-constant-elasticity-of-substitution-aggregators-in-julia/137824)

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**Author:** [@molivov](https://discourse.julialang.org/u/molivov)\
**Replies:** 11\
**Last updated:** [July 3, 2026, 11:52pm UTC](https://discourse.julialang.org/t/ann-armington-jl-constant-elasticity-of-substitution-aggregators-in-julia/137824 "2026-07-03T23:52:35Z")

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Hi all, Announcing Armington.jl, a small package for building and evaluating arbitrarily-nested CES aggregators, trees where each internal node combines its children with a constant elasticity of substitution. See Const…

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## [Simulating Continuous Time Models in Julia](https://discourse.julialang.org/t/simulating-continuous-time-models-in-julia/131846)

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**Author:** [@GregCamp](https://discourse.julialang.org/u/GregCamp)\
**Replies:** 5\
**Last updated:** [August 26, 2025, 6:40pm UTC](https://discourse.julialang.org/t/simulating-continuous-time-models-in-julia/131846 "2025-08-26T18:40:40Z")

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I’m interested in simulating a relatively simple continuous-time model in Julia. The model is a variation of the Diamond-Mortensen-Pissarides (DMP) framework with the following elements: Agents are either employed at …

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## [BeforeIT.jl - High-Performance Agent-Based Macroeconomics in Julia](https://discourse.julialang.org/t/beforeit-jl-high-performance-agent-based-macroeconomics-in-julia/126984)

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**Author:** [@Tortar](https://discourse.julialang.org/u/Tortar)\
**Replies:** 9\
**Last updated:** [March 27, 2025, 9:33am UTC](https://discourse.julialang.org/t/beforeit-jl-high-performance-agent-based-macroeconomics-in-julia/126984 "2025-03-27T09:33:02Z")

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Hi all, I’d like to announce BeforeIT.jl, a Julia package for macroeconomic agent based modelling based on a recent and very well known model. The package is particularly performant in respect to other implementations w…

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## [Announcing PortfolioAnalytics.jl: Tool for Quantitative Portfolio Analytics](https://discourse.julialang.org/t/announcing-portfolioanalytics-jl-tool-for-quantitative-portfolio-analytics/95236)

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**Author:** [@mdogan](https://discourse.julialang.org/u/mdogan)\
**Replies:** 16\
**Last updated:** [February 20, 2025, 2:36am UTC](https://discourse.julialang.org/t/announcing-portfolioanalytics-jl-tool-for-quantitative-portfolio-analytics/95236 "2025-02-20T02:36:04Z")

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Tool for Quantitative Portfolio Analytics I’m happy to announce PortfolioAnalytics.jl, which aims to provide users with functionality for performing quantitative portfolio analytics. Introduction · PortfolioAnalytics.jl…

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## [Policy function algorithm becomes much slower when I increase the upper bound of the grid](https://discourse.julialang.org/t/policy-function-algorithm-becomes-much-slower-when-i-increase-the-upper-bound-of-the-grid/124536)

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**Author:** [@SGHoekstra](https://discourse.julialang.org/u/SGHoekstra)\
**Replies:** 4\
**Last updated:** [January 10, 2025, 5:03pm UTC](https://discourse.julialang.org/t/policy-function-algorithm-becomes-much-slower-when-i-increase-the-upper-bound-of-the-grid/124536 "2025-01-10T17:03:58Z")

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Dear all, I am facing a performance issue that I find hard to understand so I am hoping I can gain some insights here. I have written code to solve an economic problem using fixed point iteration or also known as policy…

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## [\[ANN\] FredMDQD](https://discourse.julialang.org/t/ann-fredmdqd/113265)

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**Author:** [@enweg](https://discourse.julialang.org/u/enweg)\
**Replies:** 0\
**Last updated:** [April 20, 2024, 7:31am UTC](https://discourse.julialang.org/t/ann-fredmdqd/113265 "2024-04-20T07:31:17Z")

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Happy to announce that FredMDQD is officially released. FredMDQD makes working with Fred MD and Fred QD datasets easy. Fred MD and Fred QD are popular pre-compiled datasets often used in macroeconometrics. Let me know i…

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## [Is this a good GPU use case?](https://discourse.julialang.org/t/is-this-a-good-gpu-use-case/93787)

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**Author:** [@philip](https://discourse.julialang.org/u/philip)\
**Replies:** 2\
**Last updated:** [January 28, 2024, 8:08pm UTC](https://discourse.julialang.org/t/is-this-a-good-gpu-use-case/93787 "2024-01-28T20:08:34Z")

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I would like to perform millions of parallel discrete optimization computations loosely like the following: later = \[9, 8, 4, 1, 0\] today = \[1, 2, 3, 4, 5\] best\_value = -Inf best\_index = -Inf for index in 1:5…

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## [\[ANN\] MacroModelling.jl: developing and solving DSGE models](https://discourse.julialang.org/t/ann-macromodelling-jl-developing-and-solving-dsge-models/106859)

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**Author:** [@thorek1](https://discourse.julialang.org/u/thorek1)\
**Replies:** 2\
**Last updated:** [November 28, 2023, 7:05pm UTC](https://discourse.julialang.org/t/ann-macromodelling-jl-developing-and-solving-dsge-models/106859 "2023-11-28T19:05:26Z")

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I am happy to announce MacroModelling.jl - a package for developing and solving dynamic stochastic general equilibrium (DSGE) models. The goal of this package is to reduce coding time and speed up model development by p…

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## [Blog Post: Tight link between code and math, while keeping speed](https://discourse.julialang.org/t/blog-post-tight-link-between-code-and-math-while-keeping-speed/103548)

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**Author:** [@alfaromartino](https://discourse.julialang.org/u/alfaromartino)\
**Replies:** 0\
**Last updated:** [September 5, 2023, 4:43pm UTC](https://discourse.julialang.org/t/blog-post-tight-link-between-code-and-math-while-keeping-speed/103548 "2023-09-05T16:43:24Z")

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I wrote a blog post about how Julia makes it possible to maintain a tight connection between the code and the written equations of a model, without sacrificing speed. The goal was to demonstrate an approach I use to str…

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## [Does Jevons Paradox Apply to Julia for Health Informatics Research?](https://discourse.julialang.org/t/does-jevons-paradox-apply-to-julia-for-health-informatics-research/102722)

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**Author:** [@TheCedarPrince](https://discourse.julialang.org/u/TheCedarPrince)\
**Replies:** 2\
**Last updated:** [August 11, 2023, 5:59pm UTC](https://discourse.julialang.org/t/does-jevons-paradox-apply-to-julia-for-health-informatics-research/102722 "2023-08-11T17:59:14Z")

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Hi all, :wave: Over the past few years, I have been developing tools for health informatics research (specifically observational health research) within Julia. My personal reasons for this has been personal productivity…

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## [New Blog on Julia](https://discourse.julialang.org/t/new-blog-on-julia/100855)

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**Author:** [@alfaromartino](https://discourse.julialang.org/u/alfaromartino)\
**Replies:** 2\
**Last updated:** [June 27, 2023, 4:05pm UTC](https://discourse.julialang.org/t/new-blog-on-julia/100855 "2023-06-27T16:05:06Z")

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Hi! I’ve started writing a blog on Julia at T.E.C.H. - Martin Alfaro. I’m a relatively new user of Julia, and my goal is to share various approaches that have worked for me. The posts about Julia are written for anyone,…

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## [WIOD database in Julia](https://discourse.julialang.org/t/wiod-database-in-julia/100759)

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**Author:** [@Guido](https://discourse.julialang.org/u/Guido)\
**Replies:** 3\
**Last updated:** [June 25, 2023, 4:08pm UTC](https://discourse.julialang.org/t/wiod-database-in-julia/100759 "2023-06-25T16:08:35Z")

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I’m working on World Input-Output Database (WIOD) from Groningen. Usually, I work this data using STATA. What I have so far is my usual do file template translated in Julia language, but I want to do it in Julia from sc…

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## [Solving Ax = b s.t. x contains all positive values](https://discourse.julialang.org/t/solving-ax-b-s-t-x-contains-all-positive-values/99138)

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**Author:** [@dleather](https://discourse.julialang.org/u/dleather)\
**Replies:** 4\
**Last updated:** [May 20, 2023, 8:00am UTC](https://discourse.julialang.org/t/solving-ax-b-s-t-x-contains-all-positive-values/99138 "2023-05-20T08:00:11Z")

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I am solving an asset pricing equations via discretizing an underlying Markov process, X \\in R^d, resulting in \\tilde{X} \\sim \\Pi, where \\Pi is a transition matrix whose rows sum to unity, and all entries in \[0,1\]. Let \\…

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## [AbidesMarkets.jl](https://discourse.julialang.org/t/abidesmarkets-jl/98269)

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**Author:** [@fipelle](https://discourse.julialang.org/u/fipelle)\
**Replies:** 0\
**Last updated:** [May 3, 2023, 6:33pm UTC](https://discourse.julialang.org/t/abidesmarkets-jl/98269 "2023-05-03T18:33:27Z")

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Hi, I am pleased to announce that I have released a wrapper for ABIDES-Markets: a J.P. Morgan Chase’s multi-agent discrete event simulator specialised for financial markets. This is part of a project I am working on wit…

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## [Currency type with basic algebra and pretty printing](https://discourse.julialang.org/t/currency-type-with-basic-algebra-and-pretty-printing/95700)

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**Author:** [@juliohm](https://discourse.julialang.org/u/juliohm)\
**Replies:** 3\
**Last updated:** [March 8, 2023, 4:54pm UTC](https://discourse.julialang.org/t/currency-type-with-basic-algebra-and-pretty-printing/95700 "2023-03-08T16:54:02Z")

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What is the go-to package for converting floating point numbers into currencies that can be added and subtracted and pretty printed on tables? Found Currencies.jl, CurrencyAmounts.jl and Assets.jl but none of them seem …

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## [A hacky guide to using automatic differentiation in nested optimization problems](https://discourse.julialang.org/t/a-hacky-guide-to-using-automatic-differentiation-in-nested-optimization-problems/39123)

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**Author:** [@jeffreyesun](https://discourse.julialang.org/u/jeffreyesun)\
**Replies:** 25\
**Last updated:** [February 17, 2023, 3:32pm UTC](https://discourse.julialang.org/t/a-hacky-guide-to-using-automatic-differentiation-in-nested-optimization-problems/39123 "2023-02-17T15:32:11Z")

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Unconstrained Optimization Automatic differentiation is amazing. But models in my field, economics, often include nested optimization problems. A simple example might look like this, where x is a vector or scalar. y = …

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## [\[ANN\] PanelShift.jl: Time-aware lags and leads in panel data](https://discourse.julialang.org/t/ann-panelshift-jl-time-aware-lags-and-leads-in-panel-data/93344)

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**Author:** [@RangeFu](https://discourse.julialang.org/u/RangeFu)\
**Replies:** 0\
**Last updated:** [January 21, 2023, 11:24pm UTC](https://discourse.julialang.org/t/ann-panelshift-jl-time-aware-lags-and-leads-in-panel-data/93344 "2023-01-21T23:24:50Z")

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This is a little package that performs lags and leads with respect to a time vector. Gaps in the time vector are respected. This is a particularly common operation when dealing with unbalanced panel data with irregular…

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## [Solving Boundary Value Differential Equation Problems for Economics](https://discourse.julialang.org/t/solving-boundary-value-differential-equation-problems-for-economics/72871)

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**Author:** [@MainBatDealer](https://discourse.julialang.org/u/MainBatDealer)\
**Replies:** 18\
**Last updated:** [July 15, 2022, 10:44pm UTC](https://discourse.julialang.org/t/solving-boundary-value-differential-equation-problems-for-economics/72871 "2022-07-15T22:44:59Z")

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Hi all, I am interested in using the BoundaryValueDiffEq part of DifferentialEquations to solve economic growth problems in continuous time. The problem is, I can’t get a relatively simple example to work! The example …

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## [CeMicrodata.jl - Pulling data from the Consumer Expenditure (CE) Public Use Microdata (PUMD) into Julia](https://discourse.julialang.org/t/cemicrodata-jl-pulling-data-from-the-consumer-expenditure-ce-public-use-microdata-pumd-into-julia/81394)

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**Author:** [@fipelle](https://discourse.julialang.org/u/fipelle)\
**Replies:** 0\
**Last updated:** [May 20, 2022, 8:20pm UTC](https://discourse.julialang.org/t/cemicrodata-jl-pulling-data-from-the-consumer-expenditure-ce-public-use-microdata-pumd-into-julia/81394 "2022-05-20T20:20:47Z")

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Hi there! @thasenzagl and I have just released a Julia package to pull data from the Consumer Expenditure (CE) Public Use Microdata (PUMD). The package is available on GitHub and it is currently allowing low-level opera…

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## [\[ANN\] Inequality.jl](https://discourse.julialang.org/t/ann-inequality-jl/81059)

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**Author:** [@JosepER](https://discourse.julialang.org/u/JosepER)\
**Replies:** 8\
**Last updated:** [May 19, 2022, 2:45pm UTC](https://discourse.julialang.org/t/ann-inequality-jl/81059 "2022-05-19T14:45:17Z")

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Inequality.jl has functions for the analysis of inequality and poverty indicators. It currently supports the estimation of the following (both weighted and unweighted): Gini Coefficient Atkinson Coefficient Lorenz Curv…

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## [Problems using SolveDSGE.jl](https://discourse.julialang.org/t/problems-using-solvedsge-jl/75787)

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**Author:** [@rgouveiamendes](https://discourse.julialang.org/u/rgouveiamendes)\
**Replies:** 0\
**Last updated:** [February 4, 2022, 11:07am UTC](https://discourse.julialang.org/t/problems-using-solvedsge-jl/75787 "2022-02-04T11:07:41Z")

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Hello everyone, I am trying to estimate the following model with SolveDSGE: states: a, k end jumps: c, muc, n end shocks: ε end parameters: α = 0.4 β = 0.99 δ = 0.1 γ = 0.1 ρ = 0.9 θ = 5.0 sd = 0.01 end equat…

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## [Solving HJB PDE using deep learning](https://discourse.julialang.org/t/solving-hjb-pde-using-deep-learning/60639)

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**Author:** [@Honza9723](https://discourse.julialang.org/u/Honza9723)\
**Replies:** 16\
**Last updated:** [January 19, 2022, 4:44am UTC](https://discourse.julialang.org/t/solving-hjb-pde-using-deep-learning/60639 "2022-01-19T04:44:50Z")

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Dear All, sorry for bothering with a possibly stupid question. I would like to ask for some advice about solving the Hamilton-Jacobi-Bellman equation using deep learning. I am trying to solve an HJB equation of a simpl…

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## [Block RW Metropolis Hastings](https://discourse.julialang.org/t/block-rw-metropolis-hastings/71640)

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**Author:** [@donk\_fish](https://discourse.julialang.org/u/donk_fish)\
**Replies:** 1\
**Last updated:** [November 17, 2021, 4:29pm UTC](https://discourse.julialang.org/t/block-rw-metropolis-hastings/71640 "2021-11-17T16:29:42Z")

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Hi Is there a package implementing a block RWMH algorithm? With block, I mean partitioning the parameter vector. Preferably one where I can choose the partition ex ante, but one with random blocks every draw works as w…

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## [Solve a routine economics PDE from an HJB w/ ModelingToolkit](https://discourse.julialang.org/t/solve-a-routine-economics-pde-from-an-hjb-w-modelingtoolkit/49718)

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**Author:** [@Albert\_Zevelev](https://discourse.julialang.org/u/Albert_Zevelev)\
**Replies:** 33\
**Last updated:** [April 21, 2021, 5:29am UTC](https://discourse.julialang.org/t/solve-a-routine-economics-pde-from-an-hjb-w-modelingtoolkit/49718 "2021-04-21T05:29:10Z")

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Consider a routine continuous time optimization problem from economics: V(t,a\_{t}) := \\max \\int\_{\\tau=t}^{\\tau = T} e^{-\\rho (\\tau -t)} u(c\_{\\tau})d\\tau \\text{ s.t. } \\dot{a}\_{t} = y + ra\_{t} - c\_{t}, a\_{0} \\text…

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## [Softmax applied to arrays?](https://discourse.julialang.org/t/softmax-applied-to-arrays/59299)

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**Author:** [@dadada\_dadada](https://discourse.julialang.org/u/dadada_dadada)\
**Replies:** 2\
**Last updated:** [April 14, 2021, 9:56pm UTC](https://discourse.julialang.org/t/softmax-applied-to-arrays/59299 "2021-04-14T21:56:01Z")

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Hi everybody, I would like to repeatedly apply (a variation of) the softmax function to parts of an array. I would like to know if there are ways to leverage packages like Tullio, Yeppp, and other Julianic features as …

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## [Modeling Toolkit crash](https://discourse.julialang.org/t/modeling-toolkit-crash/58056)

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**Author:** [@Albert\_Zevelev](https://discourse.julialang.org/u/Albert_Zevelev)\
**Replies:** 4\
**Last updated:** [March 27, 2021, 10:19am UTC](https://discourse.julialang.org/t/modeling-toolkit-crash/58056 "2021-03-27T10:19:17Z")

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The following causes a crash in Julia v 1.6 using ModelingToolkit, NonlinearSolve, Plots @variables c, ℓ, L, K, Y, Π, v, r, w @parameters αK, αL, γ, EH, EK F(K,L,αK, αL) = (K^αK)\*(L^αL) FK(K,L,αK,αL) = αK\*(K^(αK-1…

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## [Julia slower than Matlab & Python? No](https://discourse.julialang.org/t/julia-slower-than-matlab-python-no/33128)

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**Author:** [@Albert\_Zevelev](https://discourse.julialang.org/u/Albert_Zevelev)\
**Replies:** 119\
**Last updated:** [March 16, 2021, 1:00am UTC](https://discourse.julialang.org/t/julia-slower-than-matlab-python-no/33128 "2021-03-16T01:00:51Z")

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A recent paper ML Software & Hardware for Econ finds Julia is often slower than Matlab & Numpy. Code for Option Pricing is here. Code for Dynamic Programming is here. Usually, writing Julia code similarly leads to eno…

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## [Simultanious system equation evaluation](https://discourse.julialang.org/t/simultanious-system-equation-evaluation/46065)

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**Author:** [@gpetrini](https://discourse.julialang.org/u/gpetrini)\
**Replies:** 12\
**Last updated:** [September 21, 2020, 5:17pm UTC](https://discourse.julialang.org/t/simultanious-system-equation-evaluation/46065 "2020-09-21T17:17:20Z")

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Hi every one, I am really new to Julia and I would like to evaluate a dynamic system like this one: Y(t) = C(t) + I(t) + Z C(t) = c\*Y(t) I(t) = h\*Y(t) Z = 100; c=0.7; h = 0.2; T = 100 There is a simple way (without for…

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## [Solve large number of linear inequalities with dynamic arrays](https://discourse.julialang.org/t/solve-large-number-of-linear-inequalities-with-dynamic-arrays/41821)

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**Author:** [@LHR](https://discourse.julialang.org/u/LHR)\
**Replies:** 3\
**Last updated:** [July 1, 2020, 1:15am UTC](https://discourse.julialang.org/t/solve-large-number-of-linear-inequalities-with-dynamic-arrays/41821 "2020-07-01T01:15:59Z")

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Hi, I am trying to make a script to remove dominated strategies from a pay-off matrix G for a game-theoretical problem that I have (2-player game, finite discrete strategy sets). The goal is to automate the iterative e…

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## [Speeding up repeated optimizations within a large loop](https://discourse.julialang.org/t/speeding-up-repeated-optimizations-within-a-large-loop/41901)

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**Author:** [@asyadav](https://discourse.julialang.org/u/asyadav)\
**Replies:** 7\
**Last updated:** [June 25, 2020, 7:22am UTC](https://discourse.julialang.org/t/speeding-up-repeated-optimizations-within-a-large-loop/41901 "2020-06-25T07:22:59Z")

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Hi there! I’m trying to solve an economic model with many discrete and continuous choices and a fairly large state space. My approach essentially boils down to solving several constrained optimization problems, using Opt…

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