Portfolio models
This page describes the changes and additions that are necessary to handle portfolio allocation problems in Dynare.
Preprocessor
- Add general labels to equations. Proposed syntax:
[key=value,key=value,...];
- Internal representation in the preprocessor: a vector of pairs of two lists (list of keys, list of value)
- Representation in Matlab: for each keyname, a cell array of values with as many entries as number of equations