Dynare

This is Dynare Reference Manual, version 4.4.3.

Permission is granted to copy, distribute and/or modify this document under the terms of the GNU Free Documentation License, Version 1.3 or any later version published by the Free Software Foundation; with no Invariant Sections, no Front-Cover Texts, and no Back-Cover Texts.

A copy of the license can be found at http://www.gnu.org/licenses/fdl.txt.

— The Detailed Node Listing — Introduction
1. Introduction
2. Installation and configuration
3. Running Dynare
4. The Model file
5. The Configuration File
6. Time Series
7. Reporting
8. Examples
9. Dynare misc commands
10. Bibliography
Command and Function Index
Variable Index
1.1 What is Dynare ?
1.2 Documentation sources
1.3 Citing Dynare in your research
Installation and configuration
2.1 Software requirements
2.2 Installation of Dynare
2.3 Configuration
Installation of Dynare
2.2.1 On Windows
2.2.2 On Debian GNU/Linux and Ubuntu
2.2.3 On Mac OS X
2.2.4 For other systems
Configuration
2.3.1 For MATLAB
2.3.2 For GNU Octave
2.3.3 Some words of warning
Running Dynare
3.1 Dynare invocation
3.2 Dynare hooks
3.3 Understanding Preprocessor Error Messages
The Model file
4.1 Conventions
4.2 Variable declarations
4.3 Expressions
4.4 Parameter initialization
4.5 Model declaration
4.6 Auxiliary variables
4.7 Initial and terminal conditions
4.8 Shocks on exogenous variables
4.9 Other general declarations
4.10 Steady state
4.11 Getting information about the model
4.12 Deterministic simulation
4.13 Stochastic solution and simulation
4.14 Estimation
4.15 Forecasting
4.16 Optimal policy
4.17 Sensitivity and identification analysis
4.18 Markov-switching SBVAR
4.19 Displaying and saving results
4.20 Macro-processing language
4.21 Verbatim inclusion
4.22 Misc commands
Expressions
4.3.1 Parameters and variables
4.3.2 Operators
4.3.3 Functions
4.3.4 A few words of warning in stochastic context
Parameters and variables
4.3.1.1 Inside the model
4.3.1.2 Outside the model
Functions
4.3.3.1 Built-in Functions
4.3.3.2 External Functions
Steady state
4.10.1 Finding the steady state with Dynare nonlinear solver
4.10.2 Using a steady state file
4.10.3 Replace some equations during steady state computations
Stochastic solution and simulation
4.13.1 Computing the stochastic solution
4.13.2 Typology and ordering of variables
4.13.3 First order approximation
4.13.4 Second order approximation
4.13.5 Third order approximation
Sensitivity and identification analysis
4.17.1 Sampling
4.17.2 Stability Mapping
4.17.3 Reduced Form Mapping
4.17.4 RMSE
4.17.5 Screening Analysis
4.17.6 Identification Analysis
4.17.7 Performing Sensitivity and Identification Analysis
Macro-processing language
4.20.1 Macro expressions
4.20.2 Macro directives
4.20.3 Typical usages
4.20.4 MATLAB/Octave loops versus macro-processor loops
Typical usages
4.20.3.1 Modularization
4.20.3.2 Indexed sums or products
4.20.3.3 Multi-country models
4.20.3.4 Endogeneizing parameters
The Configuration File
5.1 Dynare Configuration
5.2 Parallel Configuration
Time Series
6.1 Dates
6.2 dseries class
Dates
6.1.1 dates in a mod file
6.1.2 dates class

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