ModelConstructors.jl

Build custom model types for estimation.
Author FRBNY-DSGE
Popularity
6 Stars
Updated Last
1 Year Ago
Started In
August 2019

ModelConstructors.jl

Build Status codecov

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

Precompilation

The ModelConstructors.jl package is not precompiled by default because when running code in parallel, we want to re-compile the copy of ModelConstructors.jl on each processor to guarantee the right version of the code is being used. If users do not anticipate using parallelism, then users ought to change the first line of src/ModelConstructors.jl from

isdefined(Base, :__precompile__) && __precompile__(false)

to

isdefined(Base, :__precompile__) && __precompile__(true)

Disclaimer

Copyright Federal Reserve Bank of New York. You may reproduce, use, modify, make derivative works of, and distribute and this code in whole or in part so long as you keep this notice in the documentation associated with any distributed works. Neither the name of the Federal Reserve Bank of New York (FRBNY) nor the names of any of the authors may be used to endorse or promote works derived from this code without prior written permission. Portions of the code attributed to third parties are subject to applicable third party licenses and rights. By your use of this code you accept this license and any applicable third party license.

THIS CODE IS PROVIDED ON AN "AS IS" BASIS, WITHOUT ANY WARRANTIES OR CONDITIONS OF ANY KIND, EITHER EXPRESS OR IMPLIED, INCLUDING WITHOUT LIMITATION ANY WARRANTIES OR CONDITIONS OF TITLE, NON-INFRINGEMENT, MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE, EXCEPT TO THE EXTENT THAT THESE DISCLAIMERS ARE HELD TO BE LEGALLY INVALID. FRBNY IS NOT, UNDER ANY CIRCUMSTANCES, LIABLE TO YOU FOR DAMAGES OF ANY KIND ARISING OUT OF OR IN CONNECTION WITH USE OF OR INABILITY TO USE THE CODE, INCLUDING, BUT NOT LIMITED TO DIRECT, INDIRECT, INCIDENTAL, CONSEQUENTIAL, PUNITIVE, SPECIAL OR EXEMPLARY DAMAGES, WHETHER BASED ON BREACH OF CONTRACT, BREACH OF WARRANTY, TORT OR OTHER LEGAL OR EQUITABLE THEORY, EVEN IF FRBNY HAS BEEN ADVISED OF THE POSSIBILITY OF SUCH DAMAGES OR LOSS AND REGARDLESS OF WHETHER SUCH DAMAGES OR LOSS IS FORESEEABLE.

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