Data file management in Dynare program

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Data file management in Dynare program

Postby DJINKPO » Thu Dec 22, 2011 9:20 am

Hello!
I am doing a study wherein I need to estimate a DSGE model using Dynare code with Matlab. Reading the user's guide designed by Tommaso MANCINI, I don't see anywhere in the document the process of dealing with the data base I have to use in my estimation. I mean, the way to manage data file containing variables (exogenous and endogenous variables) . How to declare the range or period.
Your assistance is wellcome.
Thanks in advance
Best regards
DJINKPO
 
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Re: Data file management in Dynare program

Postby SébastienVillemot » Wed Jan 04, 2012 2:12 pm

See section 5.7 of the userguide, in the description of the "datafile", "first_obs" and "nobs" options.
Sébastien Villemot
Economist at OFCE – Sciences Po
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