frb-us · US · hosted · 36 pages

An open Python implementation of frb-us

Baseline reproduces LONGBASE to 5.6e-17 (machine precision); an identical 100bp funds-rate shock matches the Fed's pyfrbus to 1.4e-8 against current pyfrbus 1.1.1 (6.0e-9 vs 1.0.0) across all 284 variables and 20 quarters.

36 pages · pdf

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Source, figures, and reproduction scripts: papers/frb-us/

the frb-us model page · how this model is validated

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