ModelConstructors.jl

Last updated on May 10, 2021
GitHub Repository

This package contains the building blocks of model objects, such as Parameter, Observable, Setting, and State types. You may define any custom model, so long as it has parameters. The model object is used in both DSGE.jl and SMC.jl.

See /docs/examples for examples of how to construct your custom model, then use SMC.jl to estimate it (available for any type of model) and DSGE.jl to construct forecasts, shock decompositions, impulse responses, etc. (available for DSGE models).

Installation

ModelConstructors.jl is a registered Julia package in the General registry. To install, open your Julia REPL, type ] (enter package manager), and run

pkg> add ModelConstructors

Versioning

ModelConstructors.jl is currently compatible with Julia v1.x. To use ModelConstructors.jl with Julia 0.7, please use tag v0.1.12 or lower.

Bayesian Econometrics State Space Models Time-Series Models
William Chen
William Chen
Ph.D. Student in Economics

I am a Ph.D. student in Economics at MIT. I am also a former Senior Research Analyst of the DSGE Team at the Federal Reserve Bank of New York. My research interests include macroeconomics, finance, and computational macroeconomics. Within these fields, I am particularly interested in business cycle theory, financial crises, and macro-labor. My pronouns are he/him.

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