What is in Dr.

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What is in Dr.

Postby bigbigben » Wed Mar 28, 2007 5:23 pm

I can tell ys is for steady state, an ghx, ghu are for transition matrixs for state variable and shocks. Then what are the other for?
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Postby MichelJuillard » Sun Apr 01, 2007 8:57 am

In Dynare version 4, oo_.dr

ys: steady state
fbiais: useless
order_var: order of variables in the row of ghx
inv_order_var: reversed order from above
nstatic: number of static variables
npred: number of predetermined backward
looking variables
kstate: matrix describing the construction of
structural state representation
(D and E matrices)
kad: column index in D matrix for auxiliary
variables
kae: column index in E matrix for auxiliary
variables
nboth: number of variables both forward looking
and backward looking
nfwrd: number of forward looking variables
nsfwrd: number of forward looking variables in
structural state space representation
nspred: number of state variables in
structural state space representation
transition_auxiliary_variables: indices of auxiliary variables in
transition matrix
eigval: generalized eigenvalues of structural
state representation
ghx: matrix of effects of predetermined
variables in linear solution
ghu: matrix of effects of shocks in linear
solution

Transition variables appear in model with lags on more than one period.

Best

Michel
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