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.
- Model Design
- Creating Models
- Implementation Details
- Model Settings
- Type Interfaces
- Contributing to ModelConstructors.jl
Developers of this package at the New York Fed include