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| * FastDeterministicSimulation | * FastDeterministicSimulationAndSteadyStateComputation |
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| * A faster algorithm for steady state computation can be triggered by adding the {{{block_mfs}}} option to the {{{steady}}} command. This algorithm does the following: * performs a normalization of the static model * computes an ordered block decomposition of the static model * inside each block, eliminates the recursive variables by computing the minimum feedback set (MFS) of variables * performs the resolution block by block on the MFS, using the solver declared by option {{{solve_algo}}} |
* Dynare can now handle missing observations in estimation |
This page documents new or previously undocumented features.
New in Dynare 4.0
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)
ConditionalForecast (how to condition the future path of a subset of endogenous variables).
Octave support (free alternative to Matlab)
New in Dynare unstable (to be released as version 4.1)
- Dynare can now handle missing observations in estimation
The type of a symbol can now be changed after the symbol declaration. In the following example, alpha will be considered as a parameter, and beta as an endogenous.
var alpha; parameters beta; ... change_type(parameters) alpha; change_type(var) beta;
Note that the type change applies to the whole MOD file. This command is mainly useful when symbol declarations are taken from an included file, and you want to change the types of some variables (for example for "variable flipping").
The macro-language accepts a new operator in, which tests memberships of an element inside an array. In the following example, the body of the if statement will be evaluated:
@#define x = [ 1 3 5 ] @#if 3 in x ... @#endif
- The Dynare command line accepts three new options:
onlymacro: only do the macro-processing step and stop there
nolinemacro: do not include original line numbers in the macro-expanded MOD file
savemacro=filename: save the macro-expanded file in filename (if no filename is specified, a default value is computed: it is obtained by adding -macroexp to the name of the MOD file)