Pfaff, Bernhard Dr. Bernhard_Pfaff at fra.invesco.com
Thu Jun 19 10:28:22 CEST 2008

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.


>-----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 
>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
>	[[alternative HTML version deleted]]
>R-help at r-project.org mailing list
>PLEASE do read the posting guide 
>and provide commented, minimal, self-contained, reproducible code.
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