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Table of Contents
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 Debian GNU/Linux and Ubuntu
2.2.3 On Mac OS X
2.2.4 For other systems
2.3 Configuration
2.3.1 For MATLAB
2.3.2 For GNU Octave
2.3.3 Some words of warning
3. Dynare invocation
4. The Model file
4.1 Conventions
4.2 Variable declarations
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
4.4 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 Using a steady state file
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
4.14 Estimation
4.15 Forecasting
4.16 Optimal policy
4.17 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
4.18 Markov-switching SBVAR
4.19 Displaying and saving results
4.20 Macro-processing language
4.20.1 Macro expressions
4.20.2 Macro directives
4.20.3 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
4.20.4 MATLAB/Octave loops versus macro-processor loops
4.21 Misc commands
5. The Configuration File
5.1 Dynare Configuration
5.2 Parallel Configuration
6. Examples
7. Dynare internal documentation and unitary tests
8. Bibliography
Command and Function Index
Variable Index
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This document was generated by
Sébastien Villemot
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October 22, 2013
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