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Dóra Kocsis
dynare
Commits
49b28695
Commit
49b28695
authored
Aug 30, 2011
by
Stéphane Adjemian
Browse files
Removed trailing whitespaces.
parent
893d2ca2
Changes
1
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doc/dynare.texi
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49b28695
...
...
@@ -91,123 +91,123 @@ This is Dynare Reference Manual, version @value{VERSION}.
@
end
ifnottex
@
menu
*
Introduction
::
*
Installation
and
configuration
::
*
Dynare
invocation
::
*
The
Model
file
::
*
The
Configuration
File
::
*
Examples
::
*
Bibliography
::
*
Command
and
Function
Index
::
*
Variable
Index
::
*
Introduction
::
*
Installation
and
configuration
::
*
Dynare
invocation
::
*
The
Model
file
::
*
The
Configuration
File
::
*
Examples
::
*
Bibliography
::
*
Command
and
Function
Index
::
*
Variable
Index
::
@
detailmenu
---
The
Detailed
Node
Listing
---
Introduction
*
What
is
Dynare
?::
*
Documentation
sources
::
*
Citing
Dynare
in
your
research
::
*
What
is
Dynare
?::
*
Documentation
sources
::
*
Citing
Dynare
in
your
research
::
Installation
and
configuration
*
Software
requirements
::
*
Installation
of
Dynare
::
*
Configuration
::
*
Software
requirements
::
*
Installation
of
Dynare
::
*
Configuration
::
Installation
of
Dynare
*
On
Windows
::
*
On
Debian
GNU
/
Linux
and
Ubuntu
::
*
On
Mac
OS
X
::
*
For
other
systems
::
*
On
Windows
::
*
On
Debian
GNU
/
Linux
and
Ubuntu
::
*
On
Mac
OS
X
::
*
For
other
systems
::
Configuration
*
For
MATLAB
::
*
For
GNU
Octave
::
*
Some
words
of
warning
::
*
For
MATLAB
::
*
For
GNU
Octave
::
*
Some
words
of
warning
::
The
Model
file
*
Conventions
::
*
Variable
declarations
::
*
Expressions
::
*
Parameter
initialization
::
*
Model
declaration
::
*
Auxiliary
variables
::
*
Initial
and
terminal
conditions
::
*
Shocks
on
exogenous
variables
::
*
Other
general
declarations
::
*
Steady
state
::
*
Getting
information
about
the
model
::
*
Deterministic
simulation
::
*
Stochastic
solution
and
simulation
::
*
Estimation
::
*
Forecasting
::
*
Optimal
policy
::
*
Sensitivity
and
identification
analysis
::
*
Displaying
and
saving
results
::
*
Macro
-
processing
language
::
*
Misc
commands
::
*
Conventions
::
*
Variable
declarations
::
*
Expressions
::
*
Parameter
initialization
::
*
Model
declaration
::
*
Auxiliary
variables
::
*
Initial
and
terminal
conditions
::
*
Shocks
on
exogenous
variables
::
*
Other
general
declarations
::
*
Steady
state
::
*
Getting
information
about
the
model
::
*
Deterministic
simulation
::
*
Stochastic
solution
and
simulation
::
*
Estimation
::
*
Forecasting
::
*
Optimal
policy
::
*
Sensitivity
and
identification
analysis
::
*
Displaying
and
saving
results
::
*
Macro
-
processing
language
::
*
Misc
commands
::
Expressions
*
Parameters
and
variables
::
*
Operators
::
*
Functions
::
*
Parameters
and
variables
::
*
Operators
::
*
Functions
::
Parameters
and
variables
*
Inside
the
model
::
*
Outside
the
model
::
*
Inside
the
model
::
*
Outside
the
model
::
Functions
*
Built
-
in
Functions
::
*
External
Functions
::
*
Built
-
in
Functions
::
*
External
Functions
::
Steady
state
*
Finding
the
steady
state
with
Dynare
nonlinear
solver
::
*
Using
a
steady
state
file
::
*
Finding
the
steady
state
with
Dynare
nonlinear
solver
::
*
Using
a
steady
state
file
::
Stochastic
solution
and
simulation
*
Computing
the
stochastic
solution
::
*
Typology
and
ordering
of
variables
::
*
First
order
approximation
::
*
Second
order
approximation
::
*
Third
order
approximation
::
*
Computing
the
stochastic
solution
::
*
Typology
and
ordering
of
variables
::
*
First
order
approximation
::
*
Second
order
approximation
::
*
Third
order
approximation
::
Sensitivity
and
identification
analysis
*
Sampling
::
*
Stability
Mapping
::
*
Reduced
Form
Mapping
::
*
RMSE
::
*
Screening
Analysis
::
*
Identification
Analysis
::
*
Performing
Sensitivity
and
Identification
Analysis
::
*
Sampling
::
*
Stability
Mapping
::
*
Reduced
Form
Mapping
::
*
RMSE
::
*
Screening
Analysis
::
*
Identification
Analysis
::
*
Performing
Sensitivity
and
Identification
Analysis
::
Macro
-
processing
language
*
Macro
expressions
::
*
Macro
directives
::
*
Typical
usages
::
*
MATLAB
/
Octave
loops
versus
macro
-
processor
loops
::
*
Macro
expressions
::
*
Macro
directives
::
*
Typical
usages
::
*
MATLAB
/
Octave
loops
versus
macro
-
processor
loops
::
Typical
usages
*
Modularization
::
*
Indexed
sums
or
products
::
*
Multi
-
country
models
::
*
Endogeneizing
parameters
::
*
Modularization
::
*
Indexed
sums
or
products
::
*
Multi
-
country
models
::
*
Endogeneizing
parameters
::
The
Configuration
File
*
Parallel
Configuration
::
*
Parallel
Configuration
::
@
end
detailmenu
@
end
menu
...
...
@@ -216,9 +216,9 @@ The Configuration File
@
chapter
Introduction
@
menu
*
What
is
Dynare
?::
*
Documentation
sources
::
*
Citing
Dynare
in
your
research
::
*
What
is
Dynare
?::
*
Documentation
sources
::
*
Citing
Dynare
in
your
research
::
@
end
menu
@
node
What
is
Dynare
?
...
...
@@ -339,9 +339,9 @@ If you want to give a URL, use the address of the Dynare website:
@
chapter
Installation
and
configuration
@
menu
*
Software
requirements
::
*
Installation
of
Dynare
::
*
Configuration
::
*
Software
requirements
::
*
Installation
of
Dynare
::
*
Configuration
::
@
end
menu
@
node
Software
requirements
...
...
@@ -355,7 +355,7 @@ steps are necessary in that case.
In
order
to
run
Dynare
,
you
need
at
least
one
of
the
following
:
@
itemize
@
itemize
@
item
MATLAB
version
7.0
(
R14
)
or
above
;
note
that
no
toolbox
is
needed
by
...
...
@@ -396,10 +396,10 @@ upgrade Dynare and discard the previous version without having to worry
about
your
own
files
.
@
menu
*
On
Windows
::
*
On
Debian
GNU
/
Linux
and
Ubuntu
::
*
On
Mac
OS
X
::
*
For
other
systems
::
*
On
Windows
::
*
On
Debian
GNU
/
Linux
and
Ubuntu
::
*
On
Mac
OS
X
::
*
For
other
systems
::
@
end
menu
@
node
On
Windows
...
...
@@ -465,9 +465,9 @@ Wiki}.
@
section
Configuration
@
menu
*
For
MATLAB
::
*
For
GNU
Octave
::
*
Some
words
of
warning
::
*
For
MATLAB
::
*
For
GNU
Octave
::
*
Some
words
of
warning
::
@
end
menu
@
node
For
MATLAB
...
...
@@ -476,7 +476,7 @@ Wiki}.
You
need
to
add
the
@
file
{
matlab
}
subdirectory
of
your
Dynare
installation
to
MATLAB
path
.
You
have
two
options
for
doing
that
:
@
itemize
@
itemize
@
item
Using
the
@
code
{
addpath
}
command
in
the
MATLAB
command
window
:
...
...
@@ -724,7 +724,7 @@ in a file called @file{@var{FILENAME}_results.mat}.
@example
dynare ramst
dynare ramst.mod savemacro
dynare ramst.mod savemacro
@end example
@end deffn
...
...
@@ -749,26 +749,26 @@ Structure containing the various results of the computations.
@chapter The Model file
@menu
* Conventions::
* Variable declarations::
* Expressions::
* Parameter initialization::
* Model declaration::
* Auxiliary variables::
* Initial and terminal conditions::
* Shocks on exogenous variables::
* Other general declarations::
* Steady state::
* Getting information about the model::
* Deterministic simulation::
* Stochastic solution and simulation::
* Estimation::
* Forecasting::
* Optimal policy::
* Sensitivity and identification analysis::
* Displaying and saving results::
* Macro-processing language::
* Misc commands::
* Conventions::
* Variable declarations::
* Expressions::
* Parameter initialization::
* Model declaration::
* Auxiliary variables::
* Initial and terminal conditions::
* Shocks on exogenous variables::
* Other general declarations::
* Steady state::
* Getting information about the model::
* Deterministic simulation::
* Stochastic solution and simulation::
* Estimation::
* Forecasting::
* Optimal policy::
* Sensitivity and identification analysis::
* Displaying and saving results::
* Macro-processing language::
* Misc commands::
@end menu
@node Conventions
...
...
@@ -785,7 +785,7 @@ are separated by commas.
In the description of Dynare commands, the following conventions are
observed:
@itemize
@itemize
@item
optional arguments or options are indicated between square brackets:
...
...
@@ -933,7 +933,7 @@ Dynare will concatenate them.
varexo m gov;
varexo_det tau;
@end example
@end deffn
...
...
@@ -1020,7 +1020,7 @@ the beginning of the period'' convention.
The following two program snippets are strictly equivalent.
@emph{Using default Dynare timing convention:}
@emph{Using default Dynare timing convention:}
@example
var y, k, i;
...
...
@@ -1032,7 +1032,7 @@ k = i + (1-delta)*k(-1);
end;
@end example
@emph{Using the alternative timing convention:}
@emph{Using the alternative timing convention:}
@example
var y, k, i;
...
...
@@ -1114,9 +1114,9 @@ Represents infinity.
@end deffn
@menu
* Parameters and variables::
* Operators::
* Functions::
* Parameters and variables::
* Operators::
* Functions::
@end menu
@node Parameters and variables
...
...
@@ -1127,8 +1127,8 @@ typing their names. The semantics of parameters and variables is quite
different whether they are used inside or outside the model block.
@menu
* Inside the model::
* Outside the model::
* Inside the model::
* Outside the model::
@end menu
@node Inside the model
...
...
@@ -1177,7 +1177,7 @@ the value given in the most recent @code{initval} or @code{endval} block.
The following operators are allowed in both @var{MODEL_EXPRESSION} and
@var{EXPRESSION}:
@itemize
@itemize
@item
binary arithmetic operators: @code{+}, @code{-}, @code{*}, @code{/}, @code{^}
...
...
@@ -1215,8 +1215,8 @@ internally and how this affects the output.
@subsection Functions
@menu
* Built-in Functions::
* External Functions::
* Built-in Functions::
* External Functions::
@end menu
@node Built-in Functions
...
...
@@ -1566,7 +1566,7 @@ appended to the variable names, as LaTeX subscripts.
Note that the model written in the TeX file will differ from the model
declared by the user in the following dimensions:
@itemize
@itemize
@item
the timing convention of predetermined variables
...
...
@@ -1762,7 +1762,7 @@ This steady state will be used as the initial condition at all the
periods preceeding the first simulation period for the two possible
types of simulations in stochastic mode:
@itemize
@itemize
@item
in @code{stoch_simul}, if the @code{periods} options is specified
...
...
@@ -1922,7 +1922,7 @@ and the number of lags of the model (for example, with 50 simulation
periods, in a model with 2 lags and 1 lead, the paths must have a
length of 53). Note that these paths cover two different things:
@itemize
@itemize
@item
the constraints of the problem, which are given by the path for
...
...
@@ -1936,7 +1936,7 @@ initial and terminal conditions)
The command accepts three file formats:
@itemize
@itemize
@item
M-file (extension @file{.m}): for each endogenous and exogenous
...
...
@@ -1998,7 +1998,7 @@ The block should contain one or more occurrences of the following
group
of
three
lines
:
@
example
var
@
var
{
VARIABLE_NAME
};
var
@
var
{
VARIABLE_NAME
};
periods
@
var
{
INTEGER
}[:@
var
{
INTEGER
}]
[[,]
@
var
{
INTEGER
}[:@
var
{
INTEGER
}]]@
dots
{};
values
@
var
{
DOUBLE
}
|
(@
var
{
EXPRESSION
})
[[,]
@
var
{
DOUBLE
}
|
(@
var
{
EXPRESSION
})
]@
dots
{};
@
end
example
...
...
@@ -2120,7 +2120,7 @@ The syntax is the same than @code{shocks} in a deterministic context.
This
command
is
only
meaningful
in
two
situations
:
@
itemize
@
itemize
@
item
on
exogenous
variables
with
a
non
-
zero
steady
state
,
in
a
deterministic
setup
,
...
...
@@ -2207,8 +2207,8 @@ give more guidance to Dynare, using your knowledge of the model, by
providing
it
with
a
``
steady
state
file
''
.
@
menu
*
Finding
the
steady
state
with
Dynare
nonlinear
solver
::
*
Using
a
steady
state
file
::
*
Finding
the
steady
state
with
Dynare
nonlinear
solver
::
*
Using
a
steady
state
file
::
@
end
menu
@
node
Finding
the
steady
state
with
Dynare
nonlinear
solver
...
...
@@ -2332,7 +2332,7 @@ variable:
Contains
the
computed
steady
state
.
Endogenous
variables
are
ordered
in
order
of
declaration
used
in
@
code
{
var
}
command
(
which
is
also
the
order
used
in
@
code
{
M_
.
endo_names
}).
@
code
{
var
}
command
(
which
is
also
the
order
used
in
@
code
{
M_
.
endo_names
}).
@
end
defvr
...
...
@@ -2490,7 +2490,7 @@ steady_state_model;
dA
=
exp
(
gam
);
gst
=
1
/
dA
;
//
A
temporary
variable
m
=
mst
;
//
Three
other
temporary
variables
khst
=
(
(
1
-
gst
*
bet
*(
1
-
del
))
/
(
alp
*
gst
^
alp
*
bet
)
)^(
1
/(
alp
-
1
));
xist
=
(
((
khst
*
gst
)^
alp
-
(
1
-
gst
*(
1
-
del
))*
khst
)/
mst
)^(-
1
);
...
...
@@ -2508,7 +2508,7 @@ steady_state_model;
//
You
can
use
MATLAB
functions
which
return
several
arguments
[
W
,
e
]
=
my_function
(
l
,
n
);
gp_obs
=
m
/
dA
;
gy_obs
=
dA
;
end
;
...
...
@@ -2567,7 +2567,7 @@ command.
This
command
provides
information
about
:
@
itemize
@
itemize
@
item
the
normalization
of
the
model
:
an
endogenous
variable
is
attributed
...
...
@@ -2758,11 +2758,11 @@ details of the Dynare implementation of the first order solution are
given
in
@
cite
{
Villemot
(
2011
)}.
@
menu
*
Computing
the
stochastic
solution
::
*
Typology
and
ordering
of
variables
::
*
First
order
approximation
::
*
Second
order
approximation
::
*
Third
order
approximation
::
*
Computing
the
stochastic
solution
::
*
Typology
and
ordering
of
variables
::
*
First
order
approximation
::
*
Second
order
approximation
::
*
Third
order
approximation
::
@
end
menu
@
node
Computing
the
stochastic
solution
...
...
@@ -2838,7 +2838,7 @@ Transform used in the HP filter computation. It may be necessary to
increase
it
for
highly
autocorrelated
processes
.
Default
:
@
code
{
512
}.
@
item
irf
=
@
var
{
INTEGER
}
@
anchor
{
irf
}
@
anchor
{
irf
}
Number
of
periods
on
which
to
compute
the
IRFs
.
Setting
@
code
{
irf
=
0
},
suppresses
the
plotting
of
IRF
's. Default: @code{40}.
...
...
@@ -3120,7 +3120,7 @@ where @math{y^s} is the steady state value of @math{y} and
The coefficients of the decision rules are stored as follows:
@itemize
@itemize
@item
@vindex oo_.dr.ys
...
...
@@ -3158,7 +3158,7 @@ variance of future shocks.
The coefficients of the decision rules are stored in the variables
described for first order approximation, plus the following variables:
@itemize
@itemize
@item
@vindex oo_.dr.ghs2
...
...
@@ -3204,7 +3204,7 @@ M_.exo_nbr}.
The coefficients of the decision rules are stored as follows:
@itemize
@itemize
@item
@vindex oo_.dr.ys
...
...
@@ -3530,7 +3530,7 @@ stderr VARIABLE_NAME | corr VARIABLE_NAME_1, VARIABLE_NAME_2 | PARAMETER_NAME
This command runs Bayesian or maximum likelihood estimation.
The following information will be displayed by the command:
@itemize
@itemize
@item
results from posterior optimization (also for maximum likelihood)
...
...
@@ -3941,7 +3941,7 @@ Lower bound of a 90% HPD interval@footnote{See option @ref{conf_sig}
to change the size of the HPD interval}
@item HPDsup
Upper bound of a 90% HPD interval
Upper bound of a 90% HPD interval
@item Mean
Mean of the posterior distribution
...
...
@@ -4280,7 +4280,7 @@ end;
stoch_simul(irf=0);
forecast;
forecast;
@end example
@end deffn
...
...
@@ -4618,13 +4618,13 @@ Sensitivity analysis results are saved locally in @code{<mod_file>/GSA},
where
@
code
{<
mod_file
>.
mod
}
is
the
name
of
the
DYNARE
model
file
.
@
menu
*
Sampling
::
*
Stability
Mapping
::
*
Reduced
Form
Mapping
::
*
RMSE
::
*
Screening
Analysis
::
*
Identification
Analysis
::
*
Performing
Sensitivity
and
Identification
Analysis
::
*
Sampling
::
*
Stability
Mapping
::
*
Reduced
Form
Mapping
::
*
RMSE
::
*
Screening
Analysis
::
*
Identification
Analysis
::
*
Performing
Sensitivity
and
Identification
Analysis
::
@
end
menu
@
node
Sampling
...
...
@@ -5302,10 +5302,10 @@ types: integer, character string, array of integers, array of
strings.
@menu
* Macro expressions::
* Macro directives::
* Typical usages::
* MATLAB/Octave loops versus macro-processor loops::
* Macro expressions::
* Macro directives::
* Typical usages::
* MATLAB/Octave loops versus macro-processor loops::
@end menu
@node Macro expressions
...
...
@@ -5434,7 +5434,7 @@ end;
@deffn {Macro directive} @@#if @var{MACRO_EXPRESSION}
@deffnx {Macro directive} @@#else
@deffnx {Macro directive} @@#endif
Conditional inclusion of some part of the @file{.mod} file.
Conditional inclusion of some part of the @file{.mod} file.
The lines between @code{@@#if} and the next @code{@@#else} or
@code{@@#end} is executed only if the condition evaluates to a
non-null integer. The @code{@@#else} branch is optional and, if
...
...
@@ -5496,10 +5496,10 @@ and to abort. The argument must evaluate to a string.
@subsection Typical usages
@menu
* Modularization::
* Indexed sums or products::
* Multi-country models::
* Endogeneizing parameters::
* Modularization::
* Indexed sums or products::
* Multi-country models::
* Endogeneizing parameters::
@end menu
@node Modularization
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@@ -5613,7 +5613,7 @@ In the model, @math{\alpha} is a (share) parameter, and
@code{lab_rat} is an endogenous variable.
It is clear that calibrating @math{\alpha} is not straigthforward; but
on the contrary, we have real world data for @code{lab_rat}, and
on the contrary, we have real world data for @code{lab_rat}, and
it is clear that these two variables are economically linked.
The solution is to use a method called @emph{variable flipping}, which
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@@ -5727,7 +5727,7 @@ Sets the seed used for random number generation.
For all parameters, endogenous and exogenous variables, stores
their value in a text file, using a simple name/value associative table.
@itemize
@itemize
@item
for parameters, the value is taken from the last parameter
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@@ -5778,7 +5778,7 @@ directive to share the model equations between the two files
For all parameters, endogenous and exogenous variables, loads
their value from a file created with @code{save_params_and_steady_state}.
@itemize
@itemize