How to indicate dates in Dynare

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How to indicate dates in Dynare

Postby sinclair » Mon Mar 02, 2015 2:17 am

Hi Everybody

I would like to know how to tell Dynare to take dates into account please. I mean is there a way to indicate the date in Dynare so that when we do Shock Decomposition or One Step Ahead Forecast, the dates are automatically indicated in the x-axis instead of numbers? See for instance, Figure 12, page 51 of Adjemian, Darracq Pariès and Moyen 2007 paper “OPTIMAL MONETARY POLICY IN AN ESTIMATED DSGE FOR THE EURO AREA”, ECB WP NO 803, AUGUST 2007.

Thanks for your help and time.
sinclair
 
Posts: 6
Joined: Wed Jul 28, 2010 6:46 pm

Re: How to indicate dates in Dynare

Postby HoutanBastani » Mon Mar 02, 2015 2:01 pm

Dynare currently supports dates and time series (called dseries in dynare) however they have not yet been incorporated into the rest of the code.

You can see the dates and time series syntax in the manual.

Currently, to do what you want to do, you'll need to extract the data from the plot, declare it as a dseries with the correct dates, then plot it using the dseries plot command or the reporting package.
Best,
Houtan
HoutanBastani
 
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Location: Paris, France

Re: How to indicate dates in Dynare

Postby sinclair » Mon Mar 02, 2015 5:22 pm

Dear Houtan

Thank you very much for your quick response. I will do what you suggest. Thank you very much.

Kind Regards
sinclair
 
Posts: 6
Joined: Wed Jul 28, 2010 6:46 pm


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