Linearized Model

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Linearized Model

Postby Dubs » Mon Jul 27, 2009 3:02 pm

Hi,
I wonder if there is any way to get the linearized version of the model from the files generated by Dynare.
Thank you in advance for your answer.
Dubs
 
Posts: 3
Joined: Mon Jul 27, 2009 2:54 pm

Re: Linearized Model

Postby gbel » Thu Jul 30, 2009 2:18 pm

[A,B,ys,info] = dynare_resolve();
will give you the linear AND solved model (i.e. in the form y_t = A y_{t-1} + B e_t and Y_t = y_t +ys where ys is the steady state.)

As for the linear version, check the docs on the 'ghx' and 'ghu' variables found inside 'oo_.dr'

Gilles
gbel
 
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Location: Québec

Re: Linearized Model

Postby Dubs » Sat Aug 01, 2009 12:39 pm

Thank you it works fine.
Regards,

David
Dubs
 
Posts: 3
Joined: Mon Jul 27, 2009 2:54 pm


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