Dynare Reference Manual

Table of Contents

Next: , Up: (dir)   [Contents][Index]

Dynare

This is Dynare Reference Manual, version 4.5.5.

Copyright © 1996-2017, Dynare Team.

Permission is granted to copy, distribute and/or modify this document under the terms of the GNU Free Documentation License, Version 1.3 or any later version published by the Free Software Foundation; with no Invariant Sections, no Front-Cover Texts, and no Back-Cover Texts.

A copy of the license can be found at http://www.gnu.org/licenses/fdl.txt.

• Introduction:  
• Installation and configuration:  
• Running Dynare:  
• The Model file:  
• The Configuration File:  
• Time Series:  
• Reporting:  
• Examples:  
• Dynare misc commands:  
• Bibliography:  
• Command and Function Index:  
• Variable Index:   


 — The Detailed Node Listing —

Introduction
• What is Dynare ?:  
• Documentation sources:  
• Citing Dynare in your research:   

Installation and configuration
• Software requirements:  
• Installation of Dynare:  
• Compiler installation:  
• Configuration:   

Installation of Dynare
• On Windows:  
• On Debian GNU/Linux and Ubuntu:  
• On macOS:  
• For other systems:   

Compiler installation
• Prerequisites on Windows:  
• Prerequisites on Debian GNU/Linux and Ubuntu:  
• Prerequisites on macOS:   

Configuration
• For MATLAB:  
• For GNU Octave:  
• Some words of warning:   

Running Dynare
• Dynare invocation:  
• Dynare hooks:  
• Understanding Preprocessor Error Messages:   

The Model file
• Conventions:  
• Variable declarations:  
• Expressions:  
• Parameter initialization:  
• Model declaration:  
• Auxiliary variables:  
• Initial and terminal conditions:  
• Shocks on exogenous variables:  
• Other general declarations:  
• Steady state:  
• Getting information about the model:  
• Deterministic simulation:  
• Stochastic solution and simulation:  
• Estimation:  
• Model Comparison:  
• Shock Decomposition:  
• Calibrated Smoother:  
• Forecasting:  
• Optimal policy:  
• Sensitivity and identification analysis:  
• Markov-switching SBVAR:  
• Displaying and saving results:  
• Macro-processing language:  
• Verbatim inclusion:  
• Misc commands:   

Expressions
• Parameters and variables:  
• Operators:  
• Functions:  
• A few words of warning in stochastic context:   

Parameters and variables
• Inside the model:  
• Outside the model:   

Functions
• Built-in Functions:  
• External Functions:   

Steady state
• Finding the steady state with Dynare nonlinear solver:  
• Using a steady state file:  
• Replace some equations during steady state computations:   

Stochastic solution and simulation
• Computing the stochastic solution:  
• Typology and ordering of variables:  
• First order approximation:  
• Second order approximation:  
• Third order approximation:   

Sensitivity and identification analysis
• Performing sensitivity analysis:  
• IRF/Moment calibration:  
• Performing identification analysis:  
• Types of analysis and output files:   

Types of analysis and output files
• Sampling:  
• Stability Mapping:  
• IRF/Moment restrictions:  
• Reduced Form Mapping:  
• RMSE:  
• Screening Analysis:  
• Identification Analysis:   

Macro-processing language
• Macro expressions:  
• Macro directives:  
• Typical usages:  
• MATLAB/Octave loops versus macro-processor loops:   

Typical usages
• Modularization:  
• Indexed sums or products:  
• Multi-country models:  
• Endogeneizing parameters:   

The Configuration File
• Dynare Configuration:  
• Parallel Configuration:  
• Windows Step-by-Step Guide:   

Time Series
• Dates:  
• dseries class:   

Dates
• dates in a mod file:  
• dates class:  

Next: , Up: (dir)   [Contents][Index]