DYNARE MANUAL

Version 3.0

Michel Juillard

CEPREMAP and University Paris 8

Permission is granted to make and distribute verbatim copies of this manual provided the copyright notice and this permission notice are preserved on all copies.

Permission is granted to copy and distribute modified versions of this manual under the conditions for verbatim copying, provided that the entire resulting derived work is distributed under the terms of a permission notice identical to this one.

Permission is granted to copy and distribute translations of this manual into another language, under the above conditions for modified versions.


Table of Contents

Preface
1. Changes
1. Introduction
1. Software requirements
2. Installation
2.1. Installing the Matlab version
2.2. Installing the Scilab version
2.3. Installing the Gauss version
2. Commands
1. Executing Dynare
2. General declarations
3. Model declaration
4. Initial and terminal conditions
5. Shocks on exogenous variables
6. Solving and simulating
7. Estimation
8. Optimal policy
9. Displaying and saving results
10. Conditional compilation
3. Examples
Bibliography
Index

List of Tables

2.1. Content of oo_
2.2. Moments of forecasts
2.3. Moments Names
2.4. Theoretical Moments
2.5. Estimated objects