obtaining the matrices of the linearized model

[pliu18]

hi,

just wondering if someone could point out to me which part of the dynare m-files are responsible for making the matrices for the structural model. that is the matrices A and B in:

AY(+1) = BY + eps;

if there a way to get dynare to produce the structural matrices of the model from the "algebraic" form we put in in the .mod file.

thanks heaps.

[MichelJuillard]

There is no interface for obtaining them (maybe we can add it in the future)

These matrices are d and e around line 205 in dr1.m

There is also a matrice b that multiplies eps in your formulation.

Unfortunately the way the state vector is organized is complicated and undocumented so this should be of little help. Note also the model is transformed so as to eliminate static variables (variables that don't appear in the model with a lead or a lag)

Best

Michel