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| = New features for Dynare and improvements to Matlab code = | = New or previously undocumented features = == Preprocessor == * MacroLanguage == Dynare functions == |
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| * StructuralChange (estimating models with change in the value of structural parameters) * GlobalVariables (removing global variables in Dynare code) |
* MonteCarloOptimization (using a Metropolis Hastings to get an estimate of the posterior mode and a good covariance matrix for the jumping distribution) * [:PosteriorVariance:Matrix of variance-covariance of estimated parameters] * ConditionalForecast (how to condition the future path of a subset of endogenous variables). * OptimalPolicy * DsgeVar * ["BVAR a la Sims"] == Octave support (free alternative to Matlab) == * DynareOctave |
New or previously undocumented features
Preprocessor
Dynare functions
HomoTopy (using homotopy type methods to compute the steady state)
MonteCarloOptimization (using a Metropolis Hastings to get an estimate of the posterior mode and a good covariance matrix for the jumping distribution)
[:PosteriorVariance:Matrix of variance-covariance of estimated parameters]
ConditionalForecast (how to condition the future path of a subset of endogenous variables).
- ["BVAR a la Sims"]