Quick search
Navigation
1. Introduction
1.1. What is Dynare?
1.2. Documentation sources
1.3. Citing Dynare in your research
2. Installation and configuration
2.1. Software requirements
2.2. Installation of Dynare
2.2.1. On Windows
2.2.2. On GNU/Linux
2.2.3. On macOS
2.2.3.1. With MATLAB
2.2.3.2. With Octave
2.2.4. On FreeBSD
2.2.5. For other systems
2.3. Compiler installation
2.3.1. Prerequisites on Windows
2.3.2. Prerequisites on GNU/Linux
2.3.3. Prerequisites on macOS
2.3.3.1. With MATLAB
2.3.3.2. With Octave
2.4. Configuration
2.4.1. For MATLAB
2.4.2. For Octave
2.4.3. Some words of warning
3. Running Dynare
3.1. Dynare invocation
3.2. Dynare hooks
3.3. Understanding Preprocessor Error Messages
4. The model file
4.1. Conventions
4.2. Variable declarations
4.2.1. On-the-fly Model Variable Declaration
4.3. Expressions
4.3.1. Parameters and variables
4.3.1.1. Inside the model
4.3.1.2. Outside the model
4.3.2. Operators
4.3.3. Functions
4.3.3.1. Built-in functions
4.3.3.2. External functions
4.3.4. A few words of warning in stochastic context
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
4.10.1. Finding the steady state with Dynare nonlinear solver
4.10.2. Providing the steady state to Dynare
4.10.3. Replace some equations during steady state computations
4.11. Getting information about the model
4.12. Deterministic simulation
4.13. 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
4.13.6. Higher-order approximation
4.14. Occasionally binding constraints (OCCBIN)
4.15. Estimation based on likelihood
4.16. Estimation based on moments
4.17. Model Comparison
4.18. Shock Decomposition
4.19. Calibrated Smoother
4.20. Forecasting
4.21. Optimal policy
4.21.1. Optimal policy under commitment (Ramsey)
4.21.2. Optimal policy under discretion
4.21.3. Optimal Simple Rules (OSR)
4.22. Sensitivity and identification analysis
4.22.1. Performing sensitivity analysis
4.22.2. IRF/Moment calibration
4.22.3. Performing identification analysis
4.22.4. Types of analysis and output files
4.22.4.1. Sampling
4.22.4.2. Stability Mapping
4.22.4.3. IRF/Moment restrictions
4.22.4.4. Reduced Form Mapping
4.22.4.5. RMSE
4.22.4.6. Screening Analysis
4.22.4.7. Identification Analysis
4.23. Markov-switching SBVAR
4.24. Epilogue Variables
4.25. Semi-structural models
4.25.1. Auxiliary models
4.25.2. VAR expectations
4.25.3. PAC equation
4.25.4. Estimation of a PAC equation
4.26. Displaying and saving results
4.27. Macro processing language
4.27.1. Macro expressions
4.27.2. Macro directives
4.27.3. Typical usages
4.27.3.1. Modularization
4.27.3.2. Indexed sums of products
4.27.3.3. Multi-country models
4.27.3.4. Endogeneizing parameters
4.27.4. MATLAB/Octave loops versus macro processor loops
4.28. Verbatim inclusion
4.29. Misc commands
5. The configuration file
5.1. Dynare Configuration
5.2. Parallel Configuration
5.3. Windows Step-by-Step Guide
6. Time Series
6.1. Dates
6.1.1. Dates in a mod file
6.1.2. The dates class
6.2. The dseries class
6.3. X-13 ARIMA-SEATS interface
6.4. Miscellaneous
6.4.1. Time aggregation
6.4.2. Create time series with a univariate model
7. Reporting
8. Examples
9. Dynare misc commands
10. Bibliography
Index
Index
A
|
B
|
C
|
D
|
E
|
F
|
G
|
H
|
I
|
L
|
M
|
N
|
O
|
P
|
Q
|
R
|
S
|
T
|
U
|
V
|
W
|
X
|
Y
A
abs (dseries method)
(function)
abs_ (dseries method)
acos (function)
addGraph (reporting method)
addPage (reporting method)
addParagraph (reporting method)
addSection (reporting method)
addSeries (reporting method)
addTable (reporting method)
addVspace (reporting method)
align (dseries method)
align_ (dseries method)
append (dates method)
append_ (dates method)
arima (x13 method)
asin (function)
atan (function)
automdl (x13 method)
B
backcast (dseries method)
backcast_ (dseries method)
basic_plan (MATLAB command)
baxter_king_filter (dseries method)
baxter_king_filter_ (dseries method)
bvar_density (command)
bvar_forecast (command)
C
calib_smoother (command)
cbrt (function)
center (dseries method)
center_ (dseries method)
chain (dseries method)
chain_ (dseries method)
change_type (command)
char (dates method)
check (command)
(dseries method)
(x13 method)
cluster (config block)
collect_latex_files (MATLAB command)
colon (dates method)
compilation_setup (command)
compile (reporting method)
conditional_forecast (command)
conditional_forecast_paths (block)
copy (dates method)
(dseries method)
cos (function)
cumprod (dseries method)
cumprod_ (dseries method)
cumsum (dseries method)
,
[1]
D
dataset_ (MATLAB variable)
dates (class)
define (macro directive)
det_cond_forecast (MATLAB command)
detrend (dseries method)
detrend_ (dseries method)
dgrowth (dseries method)
dgrowth_ (dseries method)
diff (dseries method)
diff_ (dseries method)
discretionary_policy (command)
disp (dates method)
,
[1]
display (dates method)
,
[1]
double (dates method)
dsample (command)
dseries (class)
dynare (MATLAB command)
dynare_sensitivity (command)
dynare_version (MATLAB command)
dynasave (command)
dynatype (command)
E
echo (macro directive)
echomacrovars (macro directive)
else (macro directive)
elseif (macro directive)
endfor (macro directive)
endif (macro directive)
endval (block)
epilogue (block)
eq (dates method)
(dseries method)
erf (function)
error (macro directive)
estimate (x13 method)
estimated_params (block)
,
[1]
estimated_params_bounds (block)
,
[1]
estimated_params_init (block)
,
[1]
estimation (command)
evaluate_planner_objective (command)
exist (dseries method)
exp (dseries method)
(function)
exp_ (dseries method)
EXPECTATION (operator)
extended_path (command)
external_function (command)
extract (dseries method)
F
filter_initial_state (block)
firstdate (dseries method)
firstobservedperiod (dseries method)
flip (dseries method)
flip_ (dseries method)
flip_plan (MATLAB command)
for (macro directive)
force (x13 method)
forecast (command)
(x13 method)
forecasts.instruments (MATLAB variable)
frequency (dseries method)
G
ge (dates method)
generate_trace_plots (command)
get_irf (MATLAB command)
get_mean (MATLAB command)
get_param_by_name (MATLAB command)
get_shock_stderr_by_name (MATLAB command)
get_smooth (MATLAB command)
get_update (MATLAB command)
gt (dates method)
H
heteroskedastic_shocks (block)
history (x13 method)
histval (block)
histval_file (command)
homotopy_setup (block)
hooks (config block)
horzcat (dates method)
(dseries method)
hpcycle (dseries method)
hpcycle_ (dseries method)
hptrend (dseries method)
hptrend_ (dseries method)
I
identification (command)
identify (x13 method)
if (macro directive)
ifdef (macro directive)
ifndef (macro directive)
include (macro directive)
includepath (macro directive)
inf (constant)
init2shocks (block)
init_plan (MATLAB command)
initial_condition_decomposition (command)
initval (block)
initval_file (command)
insert (dseries method)
internals (MATLAB command)
intersect (dates method)
irf_calibration (block)
isempty (dates method)
(dseries method)
isequal (dates method)
(dseries method)
isinf (dseries method)
isnan (dseries method)
isreal (dseries method)
L
lag (dseries method)
lag_ (dseries method)
lastdate (dseries method)
lastobservedperiod (dseries method)
le (dates method)
lead (dseries method)
lead_ (dseries method)
length (dates method)
lineartrend (dseries method)
ln (function)
load_params_and_steady_state (command)
log (dseries method)
(function)
log10 (function)
log_ (dseries method)
log_trend_var (command)
lt (dates method)
M
M_ (MATLAB variable)
M_.maximum_lag (MATLAB variable)
M_.maximum_lead (MATLAB variable)
M_.osr.param_bounds (MATLAB variable)
M_.osr.param_indices (MATLAB variable)
M_.osr.param_names (MATLAB variable)
M_.osr.variable_indices (MATLAB variable)
M_.osr.variable_weights (MATLAB variable)
M_.param_names (MATLAB variable)
M_.params (MATLAB variable)
M_.state_var (MATLAB variable)
markov_switching (command)
matched_moments (block)
max (dates method)
(function)
mdiff (dseries method)
mdiff_ (dseries method)
mean (dseries method)
merge (dseries method)
metadata (x13 method)
method_of_moments (command)
mgrowth (dseries method)
mgrowth_ (dseries method)
min (dates method)
(function)
minus (dates method)
(dseries method)
model (block)
model_comparison (command)
model_diagnostics (command)
model_info (command)
model_local_variable (command)
moment_calibration (block)
mpower (dseries method)
mrdivide (dseries method)
ms_compute_mdd (command)
ms_compute_probabilities (command)
ms_estimation (command)
ms_forecast (command)
ms_irf (command)
ms_simulation (command)
ms_variance_decomposition (command)
mshocks (block)
mtimes (dates method)
(dseries method)
N
nan (constant)
nanmean (dseries method)
nanstd (dseries method)
ne (dates method)
(dseries method)
nobs (dseries method)
node (config block)
normcdf (function)
normpdf (function)
O
observation_trends (block)
occbin_constraints (block)
occbin_graph (command)
occbin_setup (command)
occbin_solver (command)
occbin_write_regimes (command)
onesidedhpcycle (dseries method)
onesidedhpcycle_ (dseries method)
onesidedhptrend (dseries method)
onesidedhptrend_ (dseries method)
oo.dr.state_var (MATLAB variable)
oo_ (MATLAB variable)
oo_.autocorr (MATLAB variable)
oo_.conditional_forecast.cond (MATLAB variable)
oo_.conditional_forecast.controlled_exo_variables (MATLAB variable)
oo_.conditional_forecast.controlled_variables (MATLAB variable)
oo_.conditional_forecast.graphs (MATLAB variable)
oo_.conditional_forecast.uncond (MATLAB variable)
oo_.conditional_variance_decomposition (MATLAB variable)
oo_.conditional_variance_decomposition_ME (MATLAB variable)
oo_.contemporaneous_correlation (MATLAB variable)
oo_.convergence.geweke (MATLAB variable)
oo_.dr (MATLAB variable)
oo_.dr.eigval (MATLAB variable)
oo_.dr.inv_order_var (MATLAB variable)
oo_.dr.order_var (MATLAB variable)
oo_.dsge_var.posterior_mode (MATLAB variable)
oo_.endo_simul (MATLAB variable)
oo_.exo_simul (MATLAB variable)
oo_.FilterCovariance (MATLAB variable)
oo_.Filtered_Variables_X_step_ahead (MATLAB variable)
oo_.FilteredVariables (MATLAB variable)
oo_.FilteredVariablesKStepAhead (MATLAB variable)
oo_.FilteredVariablesKStepAheadVariances (MATLAB variable)
oo_.FilteredVariablesShockDecomposition (MATLAB variable)
oo_.forecast (MATLAB variable)
oo_.gamma_y (MATLAB variable)
oo_.irfs (MATLAB variable)
oo_.kurtosis (MATLAB variable)
oo_.MarginalDensity.LaplaceApproximation (MATLAB variable)
oo_.MarginalDensity.ModifiedHarmonicMean (MATLAB variable)
oo_.mean (MATLAB variable)
oo_.MeanForecast (MATLAB variable)
oo_.Model_Comparison (MATLAB variable)
oo_.mom.data_moments (MATLAB variable)
oo_.mom.gmm_stage_*_mode (MATLAB variable)
oo_.mom.gmm_stage_*_std_at_mode (MATLAB variable)
oo_.mom.J_test (MATLAB variable)
oo_.mom.m_data (MATLAB variable)
oo_.mom.model_moments (MATLAB variable)
oo_.mom.model_moments_params_derivs (MATLAB variable)
oo_.mom.Q (MATLAB variable)
oo_.mom.smm_stage_*_mode (MATLAB variable)
oo_.mom.smm_stage_*_std_at_mode (MATLAB variable)
oo_.mom.Sw (MATLAB variable)
oo_.mom.verbose_gmm_stage_*_mode (MATLAB variable)
oo_.mom.verbose_gmm_stage_*_std_at_mode (MATLAB variable)
oo_.mom.verbose_smm_stage_*_mode (MATLAB variable)
oo_.mom.verbose_smm_stage_*_std_at_mode (MATLAB variable)
oo_.occbin.simul.linear (MATLAB variable)
oo_.occbin.simul.piecewise (MATLAB variable)
oo_.occbin.simul.regime_history (MATLAB variable)
oo_.occbin.simul.shocks_sequence (MATLAB variable)
oo_.occbin.simul.ys (MATLAB variable)
oo_.osr.objective_function (MATLAB variable)
oo_.osr.optim_params (MATLAB variable)
oo_.planner_objective_value.conditional (MATLAB variable)
oo_.planner_objective_value.conditional.steady_initial_multiplier (MATLAB variable)
oo_.planner_objective_value.conditional.zero_initial_multiplier (MATLAB variable)
oo_.planner_objective_value.unconditional (MATLAB variable)
oo_.PointForecast (MATLAB variable)
oo_.posterior.metropolis (MATLAB variable)
oo_.posterior.optimization (MATLAB variable)
oo_.posterior_density (MATLAB variable)
oo_.posterior_hpdinf (MATLAB variable)
oo_.posterior_hpdsup (MATLAB variable)
oo_.posterior_mean (MATLAB variable)
oo_.posterior_median (MATLAB variable)
oo_.posterior_mode (MATLAB variable)
oo_.posterior_std (MATLAB variable)
oo_.posterior_std_at_mode (MATLAB variable)
oo_.posterior_var (MATLAB variable)
oo_.PosteriorIRF.dsge (MATLAB variable)
oo_.PosteriorTheoreticalMoments (MATLAB variable)
oo_.realtime_conditional_shock_decomposition (MATLAB variable)
oo_.realtime_forecast_shock_decomposition (MATLAB variable)
oo_.realtime_shock_decomposition (MATLAB variable)
oo_.RecursiveForecast (MATLAB variable)
oo_.shock_decomposition (MATLAB variable)
oo_.skewness (MATLAB variable)
oo_.SmoothedMeasurementErrors (MATLAB variable)
oo_.SmoothedShocks (MATLAB variable)
oo_.SmoothedVariables (MATLAB variable)
oo_.Smoother.Constant (MATLAB variable)
oo_.Smoother.loglinear (MATLAB variable)
oo_.Smoother.State_uncertainty (MATLAB variable)
oo_.Smoother.SteadyState (MATLAB variable)
oo_.Smoother.Trend (MATLAB variable)
oo_.Smoother.TrendCoeffs (MATLAB variable)
oo_.Smoother.Variance (MATLAB variable)
oo_.SpectralDensity (MATLAB variable)
oo_.steady_state (MATLAB variable)
oo_.time (MATLAB variable)
oo_.trend_component.MODEL_NAME.CompanionMatrix (MATLAB variable)
oo_.UpdatedVariables (MATLAB variable)
oo_.var (MATLAB variable)
oo_.var.MODEL_NAME.CompanionMatrix (MATLAB variable)
oo_.var_list (MATLAB variable)
oo_.variance_decomposition (MATLAB variable)
oo_.variance_decomposition_ME (MATLAB variable)
oo_recursive_ (MATLAB variable)
optim_weights (block)
options_ (MATLAB variable)
osr (command)
osr_params (command)
osr_params_bounds (block)
outlier (x13 method)
P
pac.estimate.iterative_ols (MATLAB command)
pac.estimate.nls (MATLAB command)
pac.initialize (MATLAB command)
pac.update (MATLAB command)
pac_expectation (operator)
pac_model (command)
parameters (command)
paths (config block)
perfect_foresight_setup (command)
perfect_foresight_solver (command)
periods (command)
pickmdl (x13 method)
planner_objective (command)
plot (dseries method)
plot_conditional_forecast (command)
plot_shock_decomposition (command)
plus (dates method)
(dseries method)
pop (dates method)
(dseries method)
pop_ (dates method)
(dseries method)
posterior_function (command)
predetermined_variables (command)
print (x13 method)
print_bytecode_dynamic_model (command)
print_bytecode_static_model (command)
prior (MATLAB command)
prior_function (command)
projection (dseries method)
Q
qdiff (dseries method)
qdiff_ (dseries method)
qgrowth (dseries method)
qgrowth_ (dseries method)
R
ramsey_constraints (block)
ramsey_model (command)
ramsey_policy (command)
realtime_shock_decomposition (command)
regression (x13 method)
remove (dates method)
(dseries method)
remove_ (dates method)
(dseries method)
rename (dseries method)
,
[1]
rename_ (dseries method)
,
[1]
resetags (dseries method)
resetops (dseries method)
resid (command)
round (dseries method)
round_ (dseries method)
rplot (command)
run (x13 method)
S
save (dseries method)
save_params_and_steady_state (command)
sbvar (command)
seats (x13 method)
set_dynare_seed (command)
set_names (dseries method)
set_param_value (MATLAB command)
set_shock_stderr_value (MATLAB command)
setdiff (dates method)
shock_decomposition (command)
shock_groups (block)
shocks (block)
,
[1]
Sigma_e (special variable)
sign (function)
simul (command)
sin (function)
size (dseries method)
slidingspans (x13 method)
smoother2histval (command)
sort (dates method)
sort_ (dates method)
spectrum (x13 method)
sqrt (function)
squeeze_shock_decomposition (command)
std (dseries method)
steady (command)
STEADY_STATE (operator)
steady_state_model (block)
stoch_simul (command)
strings (dates method)
subperiod (dates method)
subsample (dseries method)
svar (command)
svar_identification (block)
T
tag (dseries method)
tan (function)
tex_rename (dseries method)
tex_rename_ (dseries method)
transform (x13 method)
trend_component_model (command)
trend_var (command)
U
uminus (dates method)
(dseries method)
union (dates method)
unique (dates method)
unique_ (dates method)
unit_root_vars (command)
uplus (dates method)
V
var (command)
var_expectation (operator)
var_expectation.initialize (MATLAB command)
var_expectation.update (MATLAB command)
var_expectation_model (command)
var_model (command)
varexo (command)
varexo_det (command)
varobs (command)
,
[1]
verbatim (block)
vertcat (dates method)
(dseries method)
vobs (dseries method)
W
write (reporting method)
write_latex_definitions (MATLAB command)
write_latex_dynamic_model (command)
write_latex_original_model (command)
write_latex_parameter_table (MATLAB command)
write_latex_prior_table (MATLAB command)
write_latex_static_model (command)
write_latex_steady_state_model (command)
X
x11 (x13 method)
x11regression (x13 method)
x13 (class)
Y
ydiff (dseries method)
ydiff_ (dseries method)
year (dates method)
ygrowth (dseries method)
ygrowth_ (dseries method)