3.1 Dynare invocation

Once the model file is written, Dynare is invoked using the dynare command at the MATLAB or Octave prompt (with the filename of the .mod given as argument).

In practice, the handling of the model file is done in two steps: in the first one, the model and the processing instructions written by the user in a model file are interpreted and the proper MATLAB or GNU Octave instructions are generated; in the second step, the program actually runs the computations. Both steps are triggered automatically by the dynare command.

MATLAB/Octave command: dynare FILENAME[.mod] [OPTIONS…]

Description

This command launches Dynare and executes the instructions included in FILENAME.mod. This user-supplied file contains the model and the processing instructions, as described in The Model file.

dynare begins by launching the preprocessor on the .mod file. By default (unless use_dll option has been given to model), the preprocessor creates three intermediary files:

FILENAME.m

Contains variable declarations, and computing tasks

FILENAME_dynamic.m

Contains the dynamic model equations. Note that Dynare might introduce auxiliary equations and variables (see Auxiliary variables). Outputs are the residuals of the dynamic model equations in the order the equations were declared and the Jacobian of the dynamic model equations. For higher order approximations also the Hessian and the third-order derivatives are provided. When computing the Jacobian of the dynamic model, the order of the endogenous variables in the columns is stored in M_.lead_lag_incidence. The rows of this matrix represent time periods: the first row denotes a lagged (time t-1) variable, the second row a contemporaneous (time t) variable, and the third row a leaded (time t+1) variable. The columns of the matrix represent the endogenous variables in their order of declaration. A zero in the matrix means that this endogenous does not appear in the model in this time period. The value in the M_.lead_lag_incidence matrix corresponds to the column of that variable in the Jacobian of the dynamic model. Example: Let the second declared variable be c and the (3,2) entry of M_.lead_lag_incidence be 15. Then the 15th column of the Jacobian is the derivative with respect to c(+1).

FILENAME_static.m

Contains the long run static model equations. Note that Dynare might introduce auxiliary equations and variables (see Auxiliary variables). Outputs are the residuals of the static model equations in the order the equations were declared and the Jacobian of the static equations. Entry (i,j) of the Jacobian represents the derivative of the ith static model equation with respect to the jth model variable in declaration order.

These files may be looked at to understand errors reported at the simulation stage.

dynare will then run the computing tasks by executing FILENAME.m.

A few words of warning is warranted here: the filename of the .mod file should be chosen in such a way that the generated .m files described above do not conflict with .m files provided by MATLAB/Octave or by Dynare. Not respecting this rule could cause crashes or unexpected behaviour. In particular, it means that the .mod file cannot be given the name of a MATLAB/Octave or Dynare command. Under Octave, it also means that the .mod file cannot be named test.mod.

Options

noclearall

By default, dynare will issue a clear all command to MATLAB (<R2015b) or Octave, thereby deleting all workspace variables and functions; this option instructs dynare not to clear the workspace. Note that starting with Matlab 2015b dynare only deletes the global variables and the functions using persistent variables, in order to benefit from the JIT (Just In Time) compilation. In this case the option instructs dynare not to clear the globals and functions.

onlyclearglobals

By default, dynare will issue a clear all command to MATLAB versions before 2015b and to Octave, thereby deleting all workspace variables; this option instructs dynare to clear only the global variables (i.e. M_, options_, oo_, estim_params_, bayestopt_, and dataset_), leaving the other variables in the workspace.

debug

Instructs the preprocessor to write some debugging information about the scanning and parsing of the .mod file

notmpterms

Instructs the preprocessor to omit temporary terms in the static and dynamic files; this generally decreases performance, but is used for debugging purposes since it makes the static and dynamic files more readable

savemacro[=FILENAME]

Instructs dynare to save the intermediary file which is obtained after macro-processing (see Macro-processing language); the saved output will go in the file specified, or if no file is specified in FILENAME-macroexp.mod

onlymacro

Instructs the preprocessor to only perform the macro-processing step, and stop just after. Mainly useful for debugging purposes or for using the macro-processor independently of the rest of Dynare toolbox.

nolinemacro

Instructs the macro-preprocessor to omit line numbering information in the intermediary .mod file created after the macro-processing step. Useful in conjunction with savemacro when one wants that to reuse the intermediary .mod file, without having it cluttered by line numbering directives.

nolog

Instructs Dynare to no create a logfile of this run in FILENAME.log. The default is to create the logfile.

params_derivs_order=0|1|2

When identification, dynare_sensitivity (with identification), or estimation_cmd are present, this option is used to limit the order of the derivatives with respect to the parameters that are calculated by the preprocessor. 0 means no derivatives, 1 means first derivatives, and 2 means second derivatives. Default: 2

nowarn

Suppresses all warnings.

warn_uninit

Display a warning for each variable or parameter which is not initialized. See Parameter initialization, or load_params_and_steady_state for initialization of parameters. See Initial and terminal conditions, or load_params_and_steady_state for initialization of endogenous and exogenous variables.

console

Activate console mode. In addition to the behavior of nodisplay, Dynare will not use graphical waitbars for long computations.

nograph

Activate the nograph option (see nograph), so that Dynare will not produce any graph

nointeractive

Instructs Dynare to not request user input.

nopathchange

By default Dynare will change Matlab/Octave’s path if dynare/matlab directory is not on top and if Dynare’s routines are overriden by routines provided in other toolboxes. If one wishes to override Dynare’s routines, the nopathchange options can be used. Alternatively, the path can be temporarly modified by the user at the top of the *.mod file (using Matlab/Octave’s addpath command).

mingw

Tells Dynare that your MATLAB is configured for compiling MEX files with the MinGW-compiler from TDM-GCC (see Compiler installation). This option is only available under Windows, and is used in conjunction with use_dll.

msvc

Tells Dynare that your MATLAB is configured for compiling MEX files with Microsoft Visual C++ (see Compiler installation). This option is only available under Windows, and is used in conjunction with use_dll.

cygwin

Tells Dynare that your MATLAB is configured for compiling MEX files with Cygwin (see Compiler installation). This option is only available under Windows, and is used in conjunction with use_dll.

parallel[=CLUSTER_NAME]

Tells Dynare to perform computations in parallel. If CLUSTER_NAME is passed, Dynare will use the specified cluster to perform parallel computations. Otherwise, Dynare will use the first cluster specified in the configuration file. See The Configuration File, for more information about the configuration file.

conffile=FILENAME

Specifies the location of the configuration file if it differs from the default. See The Configuration File, for more information about the configuration file and its default location.

parallel_slave_open_mode

Instructs Dynare to leave the connection to the slave node open after computation is complete, closing this connection only when Dynare finishes processing.

parallel_test

Tests the parallel setup specified in the configuration file without executing the .mod file. See The Configuration File, for more information about the configuration file.

-DMACRO_VARIABLE=MACRO_EXPRESSION

Defines a macro-variable from the command line (the same effect as using the Macro directive @#define in a model file, see Macro-processing language).

-I<<path>>

Defines a path to search for files to be included by the macroprocessor (using the @#include command). Multiple -I flags can be passed on the command line. The paths will be searched in the order that the -I flags are passed and the first matching file will be used. The flags passed here take priority over those passed to @#includepath.

nostrict

Allows Dynare to issue a warning and continue processing when

1. there are more endogenous variables than equations
2. an undeclared symbol is assigned in initval or endval
3. exogenous variables were declared but not used in the model block

fast

Only useful with model option use_dll. Don’t recompile the MEX files when running again the same model file and the lists of variables and the equations haven’t changed. We use a 32 bit checksum, stored in <model filename>/checksum. There is a very small probability that the preprocessor misses a change in the model. In case of doubt, re-run without the fast option.

minimal_workspace

Instructs Dynare not to write parameter assignments to parameter names in the .m file produced by the preprocessor. This is potentially useful when running dynare on a large .mod file that runs into workspace size limitations imposed by MATLAB.

compute_xrefs

Tells Dynare to compute the equation cross references, writing them to the output .m file.

Output

Depending on the computing tasks requested in the .mod file, executing the dynare command will leave variables containing results in the workspace available for further processing. More details are given under the relevant computing tasks.

The M_, oo_, and options_ structures are saved in a file called FILENAME_results.mat. If they exist, estim_params_, bayestopt_, dataset_, oo_recursive_ and estimation_info are saved in the same file.

Example

dynare ramst
dynare ramst.mod savemacro

The output of Dynare is left into three main variables in the MATLAB/Octave workspace:

MATLAB/Octave variable: M_

Structure containing various information about the model.

MATLAB/Octave variable: options_

Structure contains the values of the various options used by Dynare during the computation.

MATLAB/Octave variable: oo_

Structure containing the various results of the computations.

MATLAB/Octave variable: oo_recursive_

Cell array containing the oo_ structures obtained when estimating the model for the different samples when performing recursive estimation and forecasting. The oo_ structure obtained for the sample ranging to the th observation is saved in the th field. The fields for non-estimated endpoints are empty.