The Dynare Reference Manual, version 4.6.0¶
Currently the development team of Dynare is composed of:
- Stéphane Adjemian (Université du Maine, Gains)
- Houtan Bastani (CEPREMAP)
- Michel Juillard (Banque de France)
- Sumudu Kankanamge (Toulouse School of Economics)
- Frédéric Karamé (Université du Maine, Gains and CEPREMAP)
- Dóra Kocsis (CEPREMAP)
- Junior Maih (Norges Bank)
- Ferhat Mihoubi (Université Paris-Est Créteil, Érudite and CEPREMAP)
- Willi Mutschler (University of Münster)
- Johannes Pfeifer (University of Cologne)
- Marco Ratto (European Commission, Joint Research Centre - JRC)
- Sébastien Villemot (CEPREMAP)
The following people used to be members of the team:
- Abdeljabar Benzougar
- Alejandro Buesa
- Fabrice Collard
- Assia Ezzeroug
- Stéphane Lhuissier
- George Perendia
Copyright © 1996-2020, Dynare Team.
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.
- 1. Introduction
- 2. Installation and configuration
- 3. Running Dynare
- 4. 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. Model Comparison
- 4.16. Shock Decomposition
- 4.17. Calibrated Smoother
- 4.18. Forecasting
- 4.19. Optimal policy
- 4.20. Sensitivity and identification analysis
- 4.21. Markov-switching SBVAR
- 4.22. Epilogue Variables
- 4.23. Displaying and saving results
- 4.24. Macro processing language
- 4.25. Verbatim inclusion
- 4.26. Misc commands
- 5. The configuration file
- 6. Time Series
- 7. Reporting
- 8. Examples
- 9. Dynare misc commands
- 10. Bibliography