Re: [R] FRB/US

From: Pfaff, Bernhard Dr. <Bernhard_Pfaff_at_fra.invesco.com>
Date: Thu, 19 Jun 2008 09:28:22 +0100

Hello Tony,

I am not aware of an out-of-the-box solution to your problem. However, in terms of macroeconometric simultaneous equation models, I have used the FP-program (see: http://fairmodel.econ.yale.edu/fp/fp.htm). Prof. Fair is so kind to provide the binaries and sources from his web-site. You could then cast the FRB-model in the FP-scripting language and access/run this file from R. At least this worked for me. Not very pleasing, but an option would be to port the FORTRAN code to an R package.

Hope this is a first helpful pointer for you.

Best,
Bernhard

>-----Ursprüngliche Nachricht-----
>Von: r-help-bounces_at_r-project.org
>[mailto:r-help-bounces_at_r-project.org] Im Auftrag von Tony Burns
>Gesendet: Mittwoch, 18. Juni 2008 20:07
>An: r-help_at_r-project.org
>Betreff: [R] FRB/US
>
>I would like to run the Federal Reserves econometric model on
>open source
>software - they sent me the specifications for the model and what is
>neccessary to run the model on TROLL (which is a commercially available
>econometric software)
>
>I am looking into the feasability of doing this and whether or
>not R is the
>right tool - I would like to discuss the idea with someone who
>is familiar
>with this sort of thing as I have limited experience running
>econometric
>models
>
>Thanks in advance to anyone who can help - if I can figure out
>how to do
>this I would like to make a ready to run version of the FRB/US
>model an open
>source project
>
>cheers,
>Tony
>
> [[alternative HTML version deleted]]
>
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