Dynare

This is Dynare Reference Manual, version 4.2.1.

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. Dynare invocation
4. The Model file
5. The Configuration File
6. Examples
7. 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
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 Displaying and saving results
4.19 Macro-processing language
4.20 Misc commands
Expressions
4.3.1 Parameters and variables
4.3.2 Operators
4.3.3 Functions
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
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
Macro-processing language
4.19.1 Macro expressions
4.19.2 Macro directives
4.19.3 Typical usages
4.19.4 MATLAB/Octave loops versus macro-processor loops
Typical usages
4.19.3.1 Modularization
4.19.3.2 Indexed sums or products
4.19.3.3 Multi-country models
4.19.3.4 Endogeneizing parameters
The Configuration File
5.1 Parallel Configuration

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