ModelConstructors

The ModelConstructors.jl package implements a generic mathematical model object. A model of any type can be defined as long as it has parameters. Moreover, this package contains the building blocks of model objects used for both Dynamic Stochastic General Equilibrium models (DSGE.jl) and Sequential Monte Carlo (SMC.jl). The Parameter, Observable, Setting, State, etc. types are included.

Table of Contents

• Model Design
• Creating Models
• GenericModel
• LinearRegression
• Implementation Details
• The AbstractModel Type
• The AbstractParameter Type
• The Observable and PseudoObservable Types
• Model Settings
• Type Interfaces
• Regime-Switching Parameters
• Regime-Switching Interface
• Tutorial
• Contributing to ModelConstructors.jl
• Notes for ModelConstructors.jl Contributors
• ModelConstructors Julia Style Guide
• License

Acknowledgements

Developers of this package at the New York Fed include

• William Chen
• Shlok Goyal
• Alissa Johnson
• Ethan Matlin
• Reca Sarfati