Variable Index

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	Index Entry	Section

F
	`forecasts.cond`	4.15 Forecasting
	`forecasts.controlled_variables`	4.15 Forecasting
	`forecasts.graphs`	4.15 Forecasting
	`forecasts.instruments`	4.15 Forecasting
	`forecasts.uncond`	4.15 Forecasting

M
	`M_`	3.1 Dynare invocation
	`M_.endo_nbr`	4.6 Auxiliary variables
	`M_.lead_lag_incidence`	3.1 Dynare invocation
	`M_.nboth`	4.13.2 Typology and ordering of variables
	`M_.ndynamic`	4.13.2 Typology and ordering of variables
	`M_.nfwrd`	4.13.2 Typology and ordering of variables
	`M_.npred`	4.13.2 Typology and ordering of variables
	`M_.nsfwrd`	4.13.2 Typology and ordering of variables
	`M_.nspred`	4.13.2 Typology and ordering of variables
	`M_.nstatic`	4.13.2 Typology and ordering of variables
	`M_.orig_endo_nbr`	4.6 Auxiliary variables
	`M_.params`	4.4 Parameter initialization
	`M_.params`	4.14 Estimation
	`M_.Sigma_e`	4.14 Estimation

O
	`oo_`	3.1 Dynare invocation
	`oo_.autocorr`	4.13.1 Computing the stochastic solution
	`oo_.conditional_variance_decomposition`	4.13.1 Computing the stochastic solution
	`oo_.convergence.geweke`	4.14 Estimation
	`oo_.dr.eigval`	4.11 Getting information about the model
	`oo_.dr.ghs2`	4.13.4 Second order approximation
	`oo_.dr.ghu`	4.13.3 First order approximation
	`oo_.dr.ghuu`	4.13.4 Second order approximation
	`oo_.dr.ghx`	4.13.3 First order approximation
	`oo_.dr.ghxu`	4.13.4 Second order approximation
	`oo_.dr.ghxx`	4.13.4 Second order approximation
	`oo_.dr.g_0`	4.13.5 Third order approximation
	`oo_.dr.g_1`	4.13.5 Third order approximation
	`oo_.dr.g_2`	4.13.5 Third order approximation
	`oo_.dr.g_3`	4.13.5 Third order approximation
	`oo_.dr.inv_order_var`	4.13.2 Typology and ordering of variables
	`oo_.dr.order_var`	4.13.2 Typology and ordering of variables
	`oo_.dr.ys`	4.13.3 First order approximation
	`oo_.dr.ys`	4.13.5 Third order approximation
	`oo_.endo_simul`	4.12 Deterministic simulation
	`oo_.endo_simul`	4.13.1 Computing the stochastic solution
	`oo_.exo_simul`	4.12 Deterministic simulation
	`oo_.FilteredVariables`	4.14 Estimation
	`oo_.FilteredVariablesKStepAhead`	4.14 Estimation
	`oo_.FilteredVariablesKStepAheadVariances`	4.14 Estimation
	`oo_.Filtered_Variables_X_step_ahead`	4.14 Estimation
	`oo_.forecast`	4.15 Forecasting
	`oo_.gamma_y`	4.13.1 Computing the stochastic solution
	`oo_.irfs`	4.13.1 Computing the stochastic solution
	`oo_.MarginalDensity.LaplaceApproximation`	4.14 Estimation
	`oo_.MarginalDensity.ModifiedHarmonicMean`	4.14 Estimation
	`oo_.mean`	4.13.1 Computing the stochastic solution
	`oo_.MeanForecast`	4.15 Forecasting
	`oo_.osr.objective_function`	4.16 Optimal policy
	`oo_.planner_objective_value`	4.16 Optimal policy
	`oo_.PointForecast`	4.15 Forecasting
	`oo_.PosteriorIRF.dsge`	4.14 Estimation
	`oo_.PosteriorTheoreticalMoments`	4.14 Estimation
	`oo_.posterior_density`	4.14 Estimation
	`oo_.posterior_hpdinf`	4.14 Estimation
	`oo_.posterior_hpdsup`	4.14 Estimation
	`oo_.posterior_mean`	4.14 Estimation
	`oo_.posterior_mode`	4.14 Estimation
	`oo_.posterior_std`	4.14 Estimation
	`oo_.RecursiveForecast`	4.14 Estimation
	`oo_.shock_decomposition`	4.14 Estimation
	`oo_.SmoothedMeasurementErrors`	4.14 Estimation
	`oo_.SmoothedShocks`	4.14 Estimation
	`oo_.SmoothedVariables`	4.14 Estimation
	`oo_.steady_state`	4.10.1 Finding the steady state with Dynare nonlinear solver
	`oo_.UpdatedVariables`	4.14 Estimation
	`oo_.var`	4.13.1 Computing the stochastic solution
	`oo_.variance_decomposition`	4.13.1 Computing the stochastic solution
	`options_`	3.1 Dynare invocation

S
	`Sigma_e`	4.8 Shocks on exogenous variables

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