FRBNY-DSGE / DSGE.jl

Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)
https://frbny-dsge.github.io/DSGE.jl/latest/
BSD 3-Clause "New" or "Revised" License
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Is it possible to update Performance Comparison? #154

Closed Moelf closed 2 years ago

Moelf commented 3 years ago

https://frbny-dsge.github.io/DSGE.jl/stable/julia_forecasting/#Performance-Improvements-1

it shouldn't be too hard to compare the same DSGE code with Julia 0.4.5 and 1.7? (without digging up MATLAB again, well, the assumption being MATLAB didn't get visibly faster)

ShlokG commented 3 years ago

Hi Jerry,

Thanks for your question! We can certainly do so. Is there a particular reason you have in mind for this comparison? It was useful to us last time around because we were deciding whether to switch our code from MATLAB to Julia but we are not currently contemplating a switch back.

Regards, Shlok

Moelf commented 3 years ago

oh, nothing really, just want to see if there's visible free speedup from Julia 0.4.5 -> 1.7