.clang-format

@@ -8,6 +8,12 @@
 #  https://clang.llvm.org/docs/ClangFormatStyleOptions.html
 # Effective configuration can be obtained with:
 #  clang-format --dump-config
+
+# The RemoveParentheses and RemoveSemicolon option are not permanently set,
+# because the clang-format manual (as of version 19) states that these
+# options can lead to incorrect formatting and thus their result should be
+# carefully reviewed.
+
 Language: Cpp
 Standard: c++20
 ColumnLimit: 100
@@ -19,9 +25,12 @@ BreakInheritanceList: AfterColon
 Cpp11BracedListStyle: true
 DeriveLineEnding: false
 IndentPPDirectives: AfterHash
+InsertNewlineAtEOF: true
 PackConstructorInitializers: NextLine
 PPIndentWidth: 1
 PointerAlignment: Left
+# RemoveParentheses: ReturnStatement
+# RemoveSemicolon: true
 SpaceAfterTemplateKeyword: false
 SpaceBeforeParens: ControlStatements
 SpaceBeforeCpp11BracedList: true

.gitlab-ci.yml

 variables:
   GIT_SUBMODULE_STRATEGY: recursive
   TERM: linux
-  MATLAB_VERSION: R2024a
-  OLD_MATLAB_VERSION: R2018b
+  MATLAB_VERSION: R2024b
+  OLD_MATLAB_VERSION: R2020a
   # To ensure that "false && true" fails, see https://gitlab.com/gitlab-org/gitlab-runner/-/issues/25394#note_412609647
   FF_ENABLE_BASH_EXIT_CODE_CHECK: 'true'
 
@@ -107,7 +107,7 @@ pkg_macOS_x86_64:
   script:
     # Enforce the arm64 meson for rewrite, as a workaround to https://github.com/mesonbuild/meson/issues/12282
     - env PATH="/opt/homebrew/bin:$PATH" meson rewrite kwargs set project / version "$VERSION"
-    - ln -s ~/tarballs macOS/deps/x86_64
+    - ln -s ~/tarballs macOS/deps/
     - make -C macOS build-x86_64
   cache:
     key: "$CI_JOB_NAME-$CI_COMMIT_REF_SLUG"
@@ -127,7 +127,7 @@ pkg_macOS_arm64:
   script:
     # Enforce the arm64 meson for rewrite, as a workaround to https://github.com/mesonbuild/meson/issues/12282
     - env PATH="/opt/homebrew/bin:$PATH" meson rewrite kwargs set project / version "$VERSION"
-    - ln -s ~/tarballs macOS/deps/arm64
+    - ln -s ~/tarballs macOS/deps/
     - make -C macOS build-arm64
   cache:
     key: "$CI_JOB_NAME-$CI_COMMIT_REF_SLUG"
@@ -142,11 +142,27 @@ pkg_macOS_arm64:
     expire_in: 3 days
   needs: [ "build_doc" ]
 
+pkg_matlab_online:
+  stage: pkg
+  rules:
+    - if: '$CI_PROJECT_NAMESPACE == "Dynare" && $CI_COMMIT_REF_NAME == "master"'
+      when: on_success
+    - when: manual
+      allow_failure: true
+  script:
+    - meson rewrite kwargs set project / version "$VERSION"
+    - cd scripts/matlab-online && ./packageDynare.sh
+  tags:
+    - matlab-online
+  artifacts:
+    paths:
+      - scripts/matlab-online/*.mltbx
+    expire_in: 3 days
+  needs: []
+
 test_matlab:
   stage: test
   script:
-    # Workaround for R2024a, that prevents lockups apparently linked to the ServiceHost daemon
-    - rm -rf ~/.MathWorks && ln -s /dev/null ~/.MathWorks
     - meson test -C build-matlab --no-rebuild --num-processes $(($(nproc) * 3 / 4))
   artifacts:
     paths:
@@ -164,6 +180,7 @@ test_old_matlab:
     paths:
       - build-old-matlab/meson-logs/testlog.txt
     when: always
+  needs: []
   when: manual
 
 test_octave:
@@ -186,6 +203,14 @@ test_clang_format:
     - ninja -C build-clang-format clang-format-check
   needs: []
 
+test_clang_tidy:
+  stage: test
+  script:
+    - meson setup -Dbuild_for=octave build-clang-tidy
+    - ninja -C build-clang-tidy clang-tidy
+  needs: []
+  when: manual
+
 # For the sign and deploy jobs, we don’t use the “needs” keyword, since we
 # don’t want those jobs to start before the “test” and “pkg” stages have
 # succeeded. Hence we stick to the “dependencies” keyword.
@@ -234,6 +259,7 @@ deploy_snapshot_unstable:
     - sign_windows
     - pkg_macOS_arm64
     - pkg_macOS_x86_64
+    - pkg_matlab_online
   script:
     - cp build-src/meson-dist/*.tar.xz /srv/www.dynare.org/snapshot/source/ && ln -sf *.tar.xz /srv/www.dynare.org/snapshot/source/dynare-latest-src.tar.xz
     - f=(windows/exe-signed/*) && cp ${f[0]} /srv/www.dynare.org/snapshot/windows/ && ln -sf ${f[0]##*/} /srv/www.dynare.org/snapshot/windows/dynare-latest-win.exe
@@ -241,5 +267,6 @@ deploy_snapshot_unstable:
     - f=(windows/zip/*) && cp ${f[0]} /srv/www.dynare.org/snapshot/windows-zip/ && ln -sf ${f[0]##*/} /srv/www.dynare.org/snapshot/windows-zip/dynare-latest-win.zip
     - f=(macOS/pkg/*-arm64.pkg) && cp ${f[0]} /srv/www.dynare.org/snapshot/macos-arm64/ && ln -sf ${f[0]##*/} /srv/www.dynare.org/snapshot/macos-arm64/dynare-latest-macos-arm64.pkg
     - f=(macOS/pkg/*-x86_64.pkg) && cp ${f[0]} /srv/www.dynare.org/snapshot/macos-x86_64/ && ln -sf ${f[0]##*/} /srv/www.dynare.org/snapshot/macos-x86_64/dynare-latest-macos-x86_64.pkg
+    - f=(scripts/matlab-online/*.mltbx) && cp ${f[0]} /srv/www.dynare.org/snapshot/matlab-online/ && ln -sf ${f[0]##*/} /srv/www.dynare.org/snapshot/matlab-online/dynare-latest.mltbx
     - ~/update-snapshot-list.sh
     - curl -X POST -F token="$WEBSITE_PIPELINE_TRIGGER_TOKEN" -F ref=master https://git.dynare.org/api/v4/projects/40/trigger/pipeline

NEWS.md

+Announcement for Dynare 6.4 (on 2025-06-26)
+===========================================
+
+We are pleased to announce the release of Dynare 6.4.
+
+This maintenance release fixes various bugs.
+
+The Windows, macOS, MATLAB online and source packages are available for
+download at [the Dynare website](https://www.dynare.org/download/).
+
+This release is compatible with MATLAB versions ranging from 9.5 (R2018b) to
+25.1 (R2025a), and with GNU Octave versions ranging from 7.1.0 to 10.2.0 (NB:
+the Windows package requires version 10.2.0 specifically).
+
+Here is a list of the problems identified in version 6.3 and that have been
+fixed in version 6.4:
+
+* Several issues with the `perfect_foresight_with_expectation_errors` command:
+  + when used with no `endval`/`endval(learnt_in=1)` block but an
+    `endval(learnt_in=`t`)` block with t>1, convergence could fail if homotopy
+    was needed
+  + combined with `homotopy_marginal_linearization_fallback`, it would return
+    incorrect results
+  + it would crash with `homotopy_marginal_linearization_fallback` option if
+    there were several distinct `shocks` or `endval` blocks with the
+    `learnt_in` option
+* Using the `model_diagnostics` command with the `bytecode` option of the
+  `model` block or the `model_options` command would crash if the static
+  Jacobian was singular
+* The `discretionary_policy` command with the `noprint` option would crash when
+  encountering a problem instead of continuing
+* Using the `ramsey_model` command with models declared as `linear` would crash
+  during preprocessing when there is a lead/lag greater than 1 on endogenous
+  variables or any lead/lag on exogenous variables
+* Using the `identification` command with the slice sampler would crash if the
+  `slice_initialize_with_mode` option was used
+* The particle filter option `resampling_method` of the `estimation` command
+  was broken
+* The `output=third` preprocessor option would not work if no computational
+  commands were present in the `.mod` file
+
+
+Announcement for Dynare 6.3 (on 2025-02-19)
+===========================================
+
+We are pleased to announce the release of Dynare 6.3.
+
+This maintenance release fixes various bugs.
+
+The Windows, macOS, MATLAB online and source packages are available for
+download at [the Dynare website](https://www.dynare.org/download/).
+
+This release is compatible with MATLAB versions ranging from 9.5 (R2018b) to
+24.2 (R2024b), and with GNU Octave versions ranging from 7.1.0 to 9.4.0 (NB:
+the Windows package requires version 9.4.0 specifically).
+
+Here is a list of the problems identified in version 6.2 and that have been
+fixed in version 6.3:
+
+* OccBin with option `smoother_inversion_filter` would crash the MCMC
+  estimation if the `filtered_variables` or `filter_step_ahead` options were
+  used
+* OccBin with option `smoother_inversion_filter` would use the PKF if
+  `mh_replic>0`
+* OccBin with option `smoothed_state_uncertainty` would crash Dynare if the
+  MCMC smoother was run after the classical one
+* OccBin's smoother would crash when encountering an internal error due to the
+  output of the linear smoother not having been computed
+* Calling `model_info` with `differentiate_forward_vars` would crash
+* The `identification` command would compute the asymptotic Hessian via
+  simulation instead of via moments as intended
+* The `identification` command would crash during prior sampling if the initial
+  draw did not solve the model
+* The `gsa_sample_file` was broken
+* Optimization algorithm `mode_compute=5` (`newrat`) would crash with
+  `analytic_derivation`
+* The `discretionary_policy` command would crash if the model was purely
+  forward-looking
+* The `dsample` command would crash
+* The `conditional_forecast_paths` block did not accept vector inputs
+* For MCMC chains with fewer than 6000 draws, the default number of `sub_draws`
+  used to compute posterior moments was incorrect
+* Bi-annual dates (e.g. `2024S1` or `2024H1`) were not accepted within Dynare
+  statements
+* Plotting `dseries` did not correctly show dates on the x-axis
+
+
+Announcement for Dynare 6.2 (on 2024-09-25)
+===========================================
+
+We are pleased to announce the release of Dynare 6.2.
+
+This maintenance release fixes various bugs.
+
+The Windows, macOS, MATLAB online and source packages are available for
+download at [the Dynare website](https://www.dynare.org/download/).
+
+This release is compatible with MATLAB versions ranging from 9.5 (R2018b) to
+24.2 (R2024b), and with GNU Octave versions ranging from 7.1.0 to 9.2.0 (NB:
+the Windows package requires version 9.2.0 specifically).
+
+Here is a list of the problems identified in version 6.1 and that have been
+fixed in version 6.2:
+
+* The mixed complementarity problem (MCP) solver could fail or give wrong
+  results in some cases where there were multiple complementarity conditions
+* The `qmc_sequence` MEX file from the macOS package would fail to load
+* OccBin forecasts would crash in case of shocks with zero variance
+* OccBin smoother would crash if simulation did not converge
+* Computation of posterior moments could crash in large models
+* The auxiliary particle filter and the Liu & West online filter
+  (`mode_compute=11`) required the Statistics Toolbox
+* The auxiliary particle filter and the Liu & West online filter
+  (`mode_compute=11`) would not work with the `discretionary_policy` command
+* The `discretionary_policy` command would crash if there were fewer than two
+  exogenous variables
+* Using the `forecast` command with a model solved at `order>1` without
+  `varexo_det` would return forecasts based on a first order approximation
+  instead of providing an error message
+* Using the `forecast` command with a model solved at `order=2` with
+  `varexo_det` and `pruning` would return forecasts without `pruning` instead
+  of providing an error message
+* Using the `forecast` command with a model solved at `order=3` would crash
+* SMC methods could return wrong posterior results if the Parallel Toolbox was
+  installed
+* The Herbst-Schorfheide SMC sampler would crash at `order>1`
+* Annualized shock decomposition would not output results if desired vintage
+  date did not coincide to an end-of-the-year Q4 period
+* Using `rand_multivariate_student` as the proposal density in the
+  `tailored_random_block_metropolis_hastings` posterior sampler would return
+  wrong results
+* The `onlyclearglobals` of the `dynare` command was not working as intended
+* The `det_cond_forecast` command would crash with plans including only
+  expected shocks
+* Estimation could crash in some rare cases when computing the 2nd order
+  moments of prior or posterior distribution
+* Successive calls of the Herbst-Schorfheide SMC sampler could crash due to
+  some stale files being left on disk
+* The shock decomposition plot could be wrong in the presence of leads/lags on
+  exogenous variables, or when the steady state is squeezed
+
+
 Announcement for Dynare 6.1 (on 2024-05-02)
 ===========================================
 

README.md

@@ -104,13 +104,13 @@ If you want a certain version (e.g. 5.x) , then add `--single-branch --branch 5.
 
 If you want to compile for MATLAB, please run the following (after adapting the path to MATLAB):
 ```sh
-meson setup -Dmatlab_path=/usr/local/MATLAB/R2023b -Dbuildtype=debugoptimized build-matlab
+meson setup -Dmatlab_path=/usr/local/MATLAB/R2023b --buildtype=debugoptimized build-matlab
 ```
 The build directory will thus be `build-matlab`.
 
 Or for Octave:
 ```sh
-meson setup -Dbuild_for=octave -Dbuildtype=debugoptimized build-octave
+meson setup -Dbuild_for=octave --buildtype=debugoptimized build-octave
 ```
 The build directory will thus be `build-octave`.
 
@@ -273,7 +273,7 @@ Now use the following commands if using MATLAB (adapt them for Octave, see above
 cd /home/$USER/dynare
 git clone --recurse-submodules https://git.dynare.org/dynare/dynare.git unstable
 cd unstable
-meson setup -Dmatlab_path=/usr/local/MATLAB/R2023b -Dfortran_args="[ '-B', '/home/$USER/dynare/slicot']" -Dbuildtype=debugoptimized build-matlab
+meson setup -Dmatlab_path=/usr/local/MATLAB/R2023b -Dfortran_args="[ '-B', '/home/$USER/dynare/slicot']" --buildtype=debugoptimized build-matlab
 meson compile -C build-matlab
 ```
 
@@ -318,7 +318,7 @@ cd dynare
 ```
 - Configure Dynare from the source directory (adjust `matlab_path` if you use a different version than R2024a):
 ```sh
-meson setup -Dmatlab_path=/usr/local/MATLAB/R2024a -Dbuildtype=debugoptimized build-matlab  
+meson setup -Dmatlab_path=/usr/local/MATLAB/R2024a --buildtype=debugoptimized build-matlab
 ```
 - Compile:
 ```sh
@@ -362,7 +362,7 @@ cd dynare
 ```
 - Configure Dynare from the source directory:
 ```sh
-meson setup -Dmatlab_path=<…> -Dbuildtype=debugoptimized -Dprefer_static=true -Dfortran_args="['-B','/usr/local/lib']" build-matlab
+meson setup -Dmatlab_path=<…> --buildtype=debugoptimized --prefer-static -Dfortran_args="['-B','C:/msys64/usr/local/lib']" build-matlab
 ```
 where the path of MATLAB is specified. Note that you should use
 the MSYS2 notation and not put spaces in the MATLAB path, so you probably want
@@ -497,7 +497,7 @@ cd $DYNAREDIR/x13as
 curl -O https://www2.census.gov/software/x-13arima-seats/x13as/unix-linux/program-archives/x13as_asciisrc-v1-1-b61.tar.gz
 tar xf x13as_asciisrc-v1-1-b61.tar.gz
 sed -i '' 's/-static//g' makefile.gf
-make -j$(sysctl -n hw.ncpu) -f makefile.gf FC=$BREWDIR/bin/gfortran LINKER=$BREWDIR/bin/gcc-14 FFLAGS="-O2 -std=legacy" LDFLAGS=-static-libgcc LIBS="$BREWDIR/lib/gcc/current/libgfortran.a /$BREWDIR/lib/gcc/current/libquadmath.a" PROGRAM=x13as
+make -j$(sysctl -n hw.ncpu) -f makefile.gf FC=$BREWDIR/bin/gfortran LINKER=$BREWDIR/bin/gcc-15 FFLAGS="-O2 -std=legacy" LDFLAGS=-static-libgcc LIBS="$BREWDIR/lib/gcc/current/libgfortran.a /$BREWDIR/lib/gcc/current/libquadmath.a" PROGRAM=x13as
 sudo cp $DYNAREDIR/x13as/x13as /usr/local/bin/x13as
 cd $DYNAREDIR
 x13as
@@ -520,7 +520,7 @@ If you want a certain version (e.g. 5.x) , then add `--single-branch --branch 5.
 ```sh
 export BUILDDIR=build-matlab
 export MATLABPATH=/Applications/MATLAB_R2023b.app
-arch -$ARCH meson setup --native-file macOS/homebrew-native-$ARCH.ini -Dmatlab_path=$MATLABPATH -Dbuildtype=debugoptimized -Dfortran_args="['-B','$DYNAREDIR/slicot/lib']" $BUILDDIR
+arch -$ARCH meson setup --native-file macOS/homebrew-native-$ARCH.ini -Dmatlab_path=$MATLABPATH --buildtype=debugoptimized -Dfortran_args="['-B','$DYNAREDIR/slicot/lib']" $BUILDDIR
 ```
 where you need to adapt the path to MATLAB.
 Similarly, if you want to compile for Octave, replace the `-Dmatlab_path` option by `-Dbuild_for=octave`, and change the build directory to `build-octave`.

doc/manual/source/bibliography.rst

@@ -6,6 +6,7 @@ Bibliography
 
 * Abramowitz, Milton and Irene A. Stegun (1964): “Handbook of Mathematical Functions”, Courier Dover Publications.
 * Adjemian, Stéphane, Matthieu Darracq Parriès and Stéphane Moyen (2008): “Towards a monetary policy evaluation framework”, *European Central Bank Working Paper*, 942.
+* Adjemian, Stéphane and Michel Juillard (2025): “Stochastic Extended Path”, *Dynare Working Papers*, 84, CEPREMAP.
 * Aguiar, Mark and Gopinath, Gita (2004): “Emerging Market Business Cycles: The Cycle is the Trend,” *NBER* Working Paper, 10734.
 * Amisano, Gianni and Tristani, Oreste (2010): “Euro area inflation persistence in an estimated nonlinear DSGE model”, *Journal of Economic Dynamics and Control*, 34(10), 1837–1858.
 * Andreasen, Martin M., Jesús Fernández-Villaverde, and Juan Rubio-Ramírez (2018): “The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications,” *Review of Economic Studies*, 85(1), 1-49.
@@ -65,7 +66,7 @@ Bibliography
 * Koopman, S. J. and J. Durbin (2003): “Filtering and Smoothing of State Vector for Diffuse State Space Models,” *Journal of Time Series Analysis*, 24(1), 85–98.
 * Kuntsevich, Alexei V. and Franz Kappel (1997): “SolvOpt - The solver for local nonlinear optimization problems (version 1.1, Matlab, C, FORTRAN)”, University of Graz, Graz, Austria.
 * Laffargue, Jean-Pierre (1990): “Résolution d’un modèle macroéconomique avec anticipations rationnelles”, *Annales d’Économie et Statistique*, 17, 97–119.
-* Liu, Jane and Mike West (2001): “Combined parameter and state estimation in simulation-based filtering”, in *Sequential Monte Carlo Methods in Practice*, Eds. Doucet, Freitas and Gordon, Springer Verlag.
+* Liu, Jane and Mike West (2001): “Combined parameter and state estimation in simulation-based filtering”, in *Sequential Monte Carlo Methods in Practice*, Eds. Doucet, Freitas and Gordon, Springer Verlag, Chapter 10, 197-223.
 * Murray, Lawrence M., Emlyn M. Jones and John Parslow (2013): “On Disturbance State-Space Models and the Particle Marginal Metropolis-Hastings Sampler”, *SIAM/ASA Journal on Uncertainty Quantification*, 1, 494–521.
 * Mutschler, Willi (2015): “Identification of DSGE models - The effect of higher-order approximation and pruning“, *Journal of Economic Dynamics & Control*, 56, 34-54.
 * Mutschler, Willi (2018): “Higher-order statistics for DSGE models”, *Econometrics and Statistics*, 6(C), 44-56.

doc/manual/source/conf.py

 # -*- coding: utf-8 -*-
 
-# Copyright © 2018-2024 Dynare Team
+# Copyright © 2018-2025 Dynare Team
 #
 # This file is part of Dynare.
 #
@@ -34,7 +34,7 @@ html_static_path = ['_static']
 master_doc = 'index'
 
 project = u'Dynare'
-copyright = u'1996–2024 Dynare Team'
+copyright = u'1996–2025 Dynare Team'
 author = u'Dynare Team'
 
 add_function_parentheses = False

doc/manual/source/dynare-misc-commands.rst

@@ -324,3 +324,43 @@ Dynare misc commands
       will produce plots for ``2/b*cumsum(x/y(-1)-1)``, where ``x`` and
       ``y`` are variables in dseries objects ``toto`` and ``noddy``, in
       the same figure.
+
+.. command:: set_dynare_threads(NAME_OF_MEX_FILE,INTEGER);
+
+    A NAME_OF_MEX_FILE and INTEGER pair that can be used to set the number of 
+    parallel threads employed during the execution of .mex files. To get the number
+    of logical cores `n` available, you can run ``n=numprocs``.
+
+    Available NAME_OF_MEX_FILE options are:
+
+        ``'sparse_hessian_times_B_kronecker_C'``
+
+            .mex file used during computation of second-order solutions and in 
+            `identification`. Default number of threads: number of logical cores. 
+
+        ``'local_state_space_iteration_2'``
+
+            .mex file used during nonlinear filtering at `order=2` without 
+            `k_order_solver` or with `pruning`. Default number of threads: 
+            number of logical cores.
+
+        ``'local_state_space_iteration_3'``
+
+            .mex file used during nonlinear filtering at `order=3` without 
+            `k_order_solver` or with `pruning`. Default number of threads: 
+            number of logical cores.
+
+        ``'local_state_space_iteration_k'``
+
+            .mex file used during nonlinear filtering at `order>3` (without `pruning`) 
+            or at `order=3` with `k_order_solver` and without `pruning`. Default number of threads: 1.
+
+        ``'perfect_foresight_problem'``
+        
+            .mex file used during perfect foresight simulations. Default number of threads: 
+            number of logical cores.
+
+        ``'k_order_perturbation'``
+
+            .mex file used for perturbation solutions with `k_order_solver`. Default number of threads: 
+            half the number of logical cores, but at least 1.

doc/manual/source/index.rst

@@ -26,7 +26,7 @@ The following people used to be members of the team:
 * Ferhat Mihoubi
 * George Perendia
 
-Copyright © 1996-2024, Dynare Team.
+Copyright © 1996-2025, 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.
 

doc/manual/source/installation-and-configuration.rst

@@ -8,14 +8,14 @@ Software requirements
 =====================
 
 Packaged versions of Dynare are available for Windows (10 and 11), several
-GNU/Linux distributions (Debian, Ubuntu, Linux Mint, Arch Linux), macOS (13
-Ventura), and FreeBSD. Dynare should work on other systems, but some
+GNU/Linux distributions (Debian, Ubuntu, Linux Mint, Arch Linux), macOS (15
+“Sequoia”), and FreeBSD. Dynare should work on other systems, but some
 compilation steps are necessary in that case.
 
 In order to run Dynare, you need one of the following:
 
-* MATLAB, any version ranging from 9.5 (R2018b) to 24.1 (R2024a);
-* GNU Octave, any version ranging from 7.1.0 to 9.2.0, with the ``statistics`` package
+* MATLAB, any version ranging from 9.8 (R2020a) to 25.1 (R2025a);
+* GNU Octave, any version ranging from 7.1.0 to 10.2.0, with the ``statistics`` package
   from `Octave-Forge`_. Note however that the Dynare installer for Windows
   requires a more specific version of Octave, as indicated on the download
   page.
@@ -23,8 +23,17 @@ In order to run Dynare, you need one of the following:
 The following optional extensions are also useful to benefit from
 extra features, but are in no way required:
 
-* If under MATLAB: the Optimization Toolbox, the Statistics Toolbox,
-  the Control System Toolbox;
+* If under MATLAB: the 
+
+  * Optimization Toolbox (providing various optimizers 
+    like ``fminsearch``, ``fmincon``, or ``fminunc``, used in e.g. ``mode_compute``,
+    ``opt_algo`` or ``ALGO``), 
+  * Statistics Toolbox (for faster and sometimes more robust implementations of 
+    statistical distributions), 
+  * Global Optimization Toolbox (for ``particleswarm`` and ``simulannealbnd``, used in 
+    e.g. ``mode_compute``, ``opt_algo`` or ``ALGO``)
+  * Control System Toolbox (for the Lyapunov solver ``dlyapchol`` triggered with ``lyapunov=square_root_solver``)
+  * Parallel Computing Toolbox (to speed up the ``dime`` sampler)
 
 * If under Octave, the following `Octave-Forge`_ packages: ``optim``, ``io``,
   ``control``.
@@ -91,15 +100,8 @@ Debian, Ubuntu and Linux Mint).
 On macOS
 --------
 
-With MATLAB
-^^^^^^^^^^^
+.. warning::
 
-To install Dynare for use with MATLAB, execute the automated installer called
-``dynare-x.y-arch.pkg`` (where *x.y* is the version number and *arch* is either arm64 for Apple Silicon or x86_64 for Intel architectures),
-and follow the instructions.
-This installation does not require administrative privileges.
-If for some reason admin rights are requested, use *Change Install Location* and select *Install for me only*.
-The default installation directory is ``/Applications/Dynare/x.y-arch``.
    Installing into ``/Applications/dynare`` might fail if you have older versions of Dynare already installed in ``/Applications/Dynare``.
    To fix this, modify the ownership by executing the following command in Terminal.app::
 
@@ -110,9 +112,24 @@ After installation, the folder will contain several sub-directories, among which
    Several versions of Dynare can coexist (by default in ``/Applications/Dynare``),
    as long as you correctly adjust your path settings (see :ref:`words-warning`).
 
+
+With MATLAB
+^^^^^^^^^^^
+
+To install Dynare for use with MATLAB, execute the automated installer called
+``dynare-x.y-arch.pkg`` (where *x.y* is the version number and *arch* is either arm64 for Apple Silicon or x86_64 for Intel architectures),
+and follow the instructions.
+This installation does not require administrative privileges.
+If for some reason admin rights are requested, use *Change Install Location* and select *Install for me only*.
+The default installation directory is ``/Applications/Dynare/x.y-arch``.
+
 It is recommended to install the Xcode Command Line Tools (this is an Apple product)
 and GCC via Homebrew_ (see :ref:`prerequisites-macos`).
 
+To deinstall Dynare, simply delete the folder where you installed the program. The package installer does 
+not put any files anywhere else in the system.
+
+
 With Octave
 ^^^^^^^^^^^
 
@@ -133,6 +150,8 @@ once)::
 
   octave:1> pkg install -forge io statistics control struct optim
 
+If you want to use the `x13` functionality of `dseries`, you also need to build the `x13as` binary. [#fx13]_
+
 On FreeBSD
 ----------
 
@@ -325,3 +344,8 @@ Dynare unusable.
 .. _Dynare wiki: https://git.dynare.org/Dynare/dynare/wikis
 .. _Octave-Forge: https://octave.sourceforge.io/
 .. _Homebrew: https://brew.sh
+
+
+.. rubric:: Footnotes
+
+.. [#fx13] See the instructions at `<https://forum.dynare.org/t/missing-installation-package/27350/4>`__.

doc/manual/source/reporting.rst

@@ -19,8 +19,7 @@ paper. Though Dynare provides a subset of options available through
 using the options available in the ``PGFPLOTS/TikZ`` manual. You can
 either do this manually or by passing the options to
 :opt:`miscTikzAxisOptions <miscTikzAxisOptions, STRING>` or
-:opt:`graphMiscTikzAddPlotOptions <graphMiscTikzAddPlotOptions,
-STRING>`.
+:opt:`graphMiscTikzAddPlotOptions <graphMiscTikzAddPlotOptions, STRING>`.
 
 Reports are created and modified by calling methods on class
 objects. The objects are hierarchical, with the following order (from
@@ -245,17 +244,18 @@ and a clarifying example.
 
         Whether or not to display the legend.
 
-        Unless you use the :opt:`graphLegendName <graphLegendName,
-        STRING>` option, the name displayed in the legend is the tex
+        Unless you use the :opt:`graphLegendName <graphLegendName, STRING>`
+        option, the name displayed in the legend is the tex
         name associated with the ``dseries``. You can modify this tex
-        name by using :dsermeth:`tex_rename <B =
-        tex_rename>`. Default: ``false``.
+        name by using :dsermeth:`tex_rename <B = tex_rename>`.
+        Default: ``false``.
 
     .. option:: legendAt, NUMERICAL_VECTOR
 
         The coordinates for the legend location. If this option is
-        passed, it overrides the :opt:`legendLocation <legendLocation,
-        OPTION>` option. Must be of size ``2``. Default: ``empty``.
+        passed, it overrides the :opt:`legendLocation
+        <legendLocation, OPTION>` option. Must be of size ``2``.
+        Default: ``empty``.
 
     .. option:: showLegendBox, BOOLEAN
 
@@ -397,8 +397,8 @@ and a clarifying example.
 
     .. option:: xTicks, NUMERICAL_VECTOR
 
-        Used only in conjunction with :opt:`xTickLabels <xTickLabels,
-        CELL_ARRAY_STRINGS | `ALL'>`, this option denotes the
+        Used only in conjunction with :opt:`xTickLabels
+        <xTickLabels, CELL_ARRAY_STRINGS | `ALL'>`, this option denotes the
         numerical position of the label along the x-axis. The
         positions begin at ``1``. Default: the indices associated with
         the first and last dates of the ``dseries`` and, if passed,
@@ -541,8 +541,9 @@ and a clarifying example.
 
         Whether or not to write a CSV file containing the data
         displayed in the table. The file will be saved in the
-        directory specified by :opt:`tableDirName <tableDirName,
-        FILENAME>` with the same base name as specified by
+        directory specified by :opt:`tableDirName
+        <tableDirName, FILENAME>` with the same base name as
+        specified by
         :opt:`tableName <tableName, STRING>` with the ending
         ``.csv``. Default: ``false``.
 
@@ -702,9 +703,10 @@ and a clarifying example.
     .. option:: tableShowMarkers, BOOLEAN
 
         In a Table, if ``true``, surround each cell with brackets and
-        color it according to :opt:`tableNegColor <tableNegColor,
-        LATEX_COLOR>` and :opt:`tablePosColor <tablePosColor,
-        LATEX_COLOR>`. No effect for graphs. Default: ``false``.
+        color it according to :opt:`tableNegColor
+        <tableNegColor, LATEX_COLOR>` and :opt:`tablePosColor
+        <tablePosColor, LATEX_COLOR>`. No effect for graphs.
+        Default: ``false``.
 
     .. option:: tableAlignRight, BOOLEAN
 
@@ -730,8 +732,8 @@ and a clarifying example.
     .. option:: tablePrecision, INTEGER
 
         The number of decimal places to report in the table
-        data. Default: the value set by :opt:`precision <precision,
-        INTEGER>`.
+        data. Default: the value set by :opt:`precision
+        <precision, INTEGER>`.
 
     .. option:: tablePosColor, LATEX_COLOR
 
@@ -812,8 +814,8 @@ and a clarifying example.
 
     |br| Compiles the report written by ``write`` into a ``pdf``
     file. If the report has not already been written (determined by
-    the existence of the file specified by :opt:`filename <fileName,
-    FILENAME>`, ``write`` is called.
+    the existence of the file specified by :opt:`filename
+    <fileName, FILENAME>`, ``write`` is called.
 
     *Options*
 
@@ -829,8 +831,8 @@ and a clarifying example.
 
         Print the compiler output to the screen. Useful for debugging
         your code as the :math:`\text{\LaTeX}` compiler hangs if there is a
-        problem. Default: the value of :opt:`showOutput <showOutput,
-        BOOLEAN>`.
+        problem. Default: the value of :opt:`showOutput
+        <showOutput, BOOLEAN>`.
 
     .. option:: showReport, BOOLEAN
 

doc/manual/source/running-dynare.rst

@@ -125,23 +125,20 @@ by the ``dynare`` command.
 
     .. option:: noclearall
 
-        By default, ``dynare`` will issue a ``clear all`` command to
-        MATLAB (<R2015b) or Octave, thereby deleting all workspace
-        variables and functions; this option instructs ``dynare`` not
-        to clear the workspace. Note that starting with MATLAB 2015b
-        ``dynare`` only deletes the global variables and the functions
-        using persistent variables, in order to benefit from the JIT
-        (Just In Time) compilation. In this case the option instructs
-        ``dynare`` not to clear the globals and functions.
+        By default, ``dynare`` deletes all the global variables and the
+        functions using persistent variables, in order to benefit from the JIT
+        (just-in-time) compilation. This option instructs ``dynare`` not to
+        clear those.
 
     .. option:: onlyclearglobals
 
-        By default, ``dynare`` will issue a ``clear all`` command to
-        MATLAB versions before 2015b and to Octave, thereby deleting
-        all workspace variables; this option instructs ``dynare`` to
-        clear only the global variables (i.e. ``M_, options_, oo_,
-        estim_params_, bayestopt_``, and ``dataset_``), leaving the
-        other variables in the workspace.
+        By default, ``dynare`` deletes all the global variables and the
+        functions using persistent variables, in order to benefit from the JIT
+        (just-in-time) compilation. This option instructs ``dynare`` to clear
+        only its own global variables (*i.e.* ``M_, options_, oo_,
+        estim_params_, bayestopt_``, ``dataset_``, ``dataset_info`` and
+        ``estimation_info``), leaving the other variables in the workspace, and
+        not clearing functions using persistent variables.
 
     .. option:: debug
 
@@ -191,10 +188,13 @@ by the ``dynare`` command.
         Instructs Dynare to no create a logfile of this run in
         ``FILENAME.log.`` The default is to create the logfile.
 
-    .. option:: output=second|third
+    .. option:: output=first|second|third
 
        Instructs the preprocessor to output derivatives of the dynamic model at
-       least up to the given order.
+       least up to the given order. The `first` option is useful in
+       larger models when debugging steady state computation, because it allows
+       overriding the default computation and output of dynamic second order derivatives 
+       in case of the mod-file not containing commands for further computations.
 
     .. option:: language=matlab|julia
 

doc/manual/utils/dynare_dom.py

@@ -97,7 +97,7 @@ class DynObject(ObjectDescription):
                 self.state_machine.reporter.warning(
                     'duplicate object description of %s, ' % fullname +
                     'other instance in ' +
-                    self.env.doc2path(objects[fullname][0]),line=self.lineno)
+                    str(self.env.doc2path(objects[fullname][0])),line=self.lineno)
             objects[fullname] = (self.env.docname, self.objtype)
 
         indextext = self.get_index_text(fullname,name_obj)
@@ -242,7 +242,7 @@ class DynSimpleObject(ObjectDescription):
                 self.state_machine.reporter.warning(
                     'duplicate object description of %s, ' % fullname +
                     'other instance in ' +
-                    self.env.doc2path(objects[fullname][0]), line=self.lineno)
+                    str(self.env.doc2path(objects[fullname][0])), line=self.lineno)
             objects[fullname] = self.env.docname, self.objtype
 
         indextext = self.get_index_text(fullname,name_obj)

examples/NK_baseline_steadystate.m

@@ -32,6 +32,10 @@ function [ys,params,check] = NK_baseline_steadystate(ys,exo,M_,options_)
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <https://www.gnu.org/licenses/>.
 
+% make parameter explicitly known to Matlab to avoid naming conflicts; actual value is read out
+% in next eval-loop 
+delta=0;
+
 % read out parameters to access them with their name
 NumberOfParameters = M_.param_nbr;
 for ii = 1:NumberOfParameters

license.txt

 Format: https://www.debian.org/doc/packaging-manuals/copyright-format/1.0/
 Upstream-Name: Dynare
-Upstream-Contact: Dynare Team, whose members in 2024 are:
+Upstream-Contact: Dynare Team, whose members in 2025 are:
                   - Stéphane Adjemian <stephane.adjemian@univ-lemans.fr>
                   - Michel Juillard <michel.juillard@mjui.fr>
                   - Frédéric Karamé <frederic.karame@univ-lemans.fr>
@@ -23,7 +23,7 @@ Upstream-Contact: Dynare Team, whose members in 2024 are:
 Source: https://www.dynare.org
 
 Files: *
-Copyright: 1996-2024 Dynare Team
+Copyright: 1996-2025 Dynare Team
 License: GPL-3+
 
 Files: matlab/+occbin/IVF_core.m
@@ -89,15 +89,15 @@ License: public-domain-aim
 Files: matlab/optimization/bfgsi1.m matlab/optimization/csolve.m matlab/optimization/csminit1.m matlab/optimization/numgrad2.m
  matlab/optimization/numgrad3.m matlab/optimization/numgrad3_.m matlab/optimization/numgrad5.m
  matlab/optimization/numgrad5_.m matlab/optimization/csminwel1.m matlab/+bvar/density.m
- matlab/+bvar/toolbox.m matlab/partial_information/PI_gensys.m matlab/partial_information/qzswitch.m
- matlab/partial_information/qzdiv.m
+ matlab/+bvar/toolbox.m matlab/partial_information/PI_gensys.m matlab/partial_information/PI_qzswitch.m
+ matlab/partial_information/PI_qzdiv.m
 Copyright: 1993-2009 Christopher Sims
-           2006-2023 Dynare Team
+           2006-2024 Dynare Team
 License: GPL-3+
 
 Files: matlab/optimization/cmaes.m
 Copyright: 2001-2012 Nikolaus Hansen
-           2012-2017 Dynare Team
+           2012-2023 Dynare Team
 License: GPL-3+
 
 Files: matlab/optimization/solvopt.m
@@ -173,7 +173,7 @@ Comment: The author gave authorization to redistribute
 Files: matlab/+gsa/Morris_Measure_Groups.m
        matlab/+gsa/Sampling_Function_2.m
 Copyright: 2005 European Commission
-           2012-2013 Dynare Team
+           2012-2023 Dynare Team
 License: GPL-3+
 Comment: Written by Jessica Cariboni and Francesca Campolongo
  Joint Research Centre, The European Commission,
@@ -220,14 +220,14 @@ License: GPL-3+
 
 Files: matlab/missing/stats/quantile.m
 Copyright: 2014-2016 Christopher Hummersone
-           2016-2017 Dynare Team
+           2016-2023 Dynare Team
 License: GPL-3+
 
 Files: matlab/missing/stats/corr.m
 Copyright: 1993-1996 Kurt Hornik
            1996-2015 John W. Eaton
            2013-2015 Julien Bect
-           2016-2017 Dynare Team
+           2016-2023 Dynare Team
 License: GPL-3+
 
 Files: matlab/lmmcp/catstruct.m
@@ -260,7 +260,7 @@ Copyright: 2000-2022 Frank Schorfheide
 License: CC-BY-SA-4.0
 
 Files: doc/*.rst doc/*.tex doc/*.svg doc/*.pdf doc/*.bib
-Copyright: 1996-2022 Dynare Team
+Copyright: 1996-2025 Dynare Team
 License: GFDL-NIV-1.3+
 
 Files: doc/dr.tex doc/dr.bib
@@ -278,14 +278,14 @@ License: GPL-3+
 
 Files: scripts/dynare.el
 Copyright: 2010 Yannick Kalantzis
-           2019-2023 Dynare Team
+           2019-2025 Dynare Team
 License: GPL-3+
 
 Files: mex/sources/gensylv/gensylv.cc
        mex/sources/libkorder/kord/* mex/sources/libkorder/sylv/*
        mex/sources/libkorder/tl/* mex/sources/libkorder/utils/*
 Copyright: 2004-2011 Ondra Kamenik
-           2019-2023 Dynare Team
+           2019-2025 Dynare Team
 License: GPL-3+
 
 Files: mex/sources/sobol/sobol.f08
@@ -294,11 +294,11 @@ Copyright: 2004-2009 John Burkardt
 License: LGPL-3+
 
 Files: preprocessor/doc/macroprocessor/*
-Copyright: 2008-2021 Dynare Team
+Copyright: 2008-2024 Dynare Team
 License: CC-BY-SA-4.0
 
 Files: preprocessor/doc/preprocessor/*
-Copyright: 2007-2019 Dynare Team
+Copyright: 2007-2023 Dynare Team
 License: CC-BY-SA-4.0
 
 Files: contrib/ms-sbvar/utilities_dw/*

macOS/build.sh

 #!/usr/bin/env bash
 
-# Copyright © 2019-2024 Dynare Team
+# Copyright © 2019-2025 Dynare Team
 #
 # This file is part of Dynare.
 #
@@ -38,12 +38,7 @@ else
     path_remove PATH /opt/homebrew/bin
     MATLAB_ARCH=maci64
 fi
-MATLAB_PATH=/Applications/"$PKG_ARCH"/MATLAB_R2024a.app
-
-# Workaround for bug in Xcode 15.3 which does not include m4
-# See https://github.com/Homebrew/homebrew-core/issues/165388
-# and https://trac.macports.org/ticket/69639
-path_prepend PATH "$BREWDIR"/opt/m4/bin
+MATLAB_PATH=/Applications/"$PKG_ARCH"/MATLAB_R2025a.app
 
 # Append texbin to PATH to access latexmk and friends
 path_prepend PATH /Library/TeX/texbin
@@ -70,11 +65,11 @@ ln -s "$BREWDIR"/opt/gcc/lib/gcc/"$GCC_VERSION"/libquadmath.a "$QUADMATH_DIR"
 cd "$ROOTDIR"
 
 # NB: the addition of -Wl,-ld_classic is a workaround for https://github.com/mesonbuild/meson/issues/12282 (see also the native file)
-common_meson_opts=(-Dbuild_for=matlab -Dbuildtype=release -Dprefer_static=true -Dfortran_args="[ '-B', '$LIB64/Slicot/' ]" \
+common_meson_opts=(-Dbuild_for=matlab --buildtype=release --prefer-static -Dfortran_args="[ '-B', '$LIB64/Slicot/' ]" \
                    -Dc_link_args="[ '-Wl,-ld_classic', '-L$QUADMATH_DIR' ]" -Dcpp_link_args="[ '-Wl,-ld_classic', '-L$QUADMATH_DIR' ]" -Dfortran_link_args="[ '-Wl,-ld_classic', '-L$QUADMATH_DIR' ]" \
                    --native-file macOS/homebrew-native-$PKG_ARCH.ini)
 
-# Build for MATLAB ⩾ R2018b (x86_64) and MATLAB ⩾ R2023b (arm64)
+# Build for MATLAB ⩾ R2020a (x86_64) and MATLAB ⩾ R2023b (arm64)
 arch -"$PKG_ARCH" meson setup "${common_meson_opts[@]}" -Dmatlab_path="$MATLAB_PATH" build-macOS-matlab --wipe
 arch -"$PKG_ARCH" meson compile -v -C build-macOS-matlab
 
@@ -122,9 +117,9 @@ mkdir -p \
       "$PKGFILES"/scripts \
       "$PKGFILES"/contrib/ms-sbvar/TZcode
 if [[ "$PKG_ARCH" == x86_64 ]]; then
-    mkdir -p "$PKGFILES"/mex/matlab/"$MATLAB_ARCH"-9.5-24.1
+    mkdir -p "$PKGFILES"/mex/matlab/"$MATLAB_ARCH"-9.8-25.1
 else
-    mkdir -p "$PKGFILES"/mex/matlab/"$MATLAB_ARCH"-23.2-24.1
+    mkdir -p "$PKGFILES"/mex/matlab/"$MATLAB_ARCH"-23.2-25.1
 fi      
 
 cp -p  "$ROOTDIR"/NEWS.md                                            "$PKGFILES"
@@ -143,9 +138,9 @@ mkdir -p                                                             "$PKGFILES"
 ln -sf ../../preprocessor/dynare-preprocessor                        "$PKGFILES"/matlab/preprocessor64/dynare_m
 
 if [[ "$PKG_ARCH" == x86_64 ]]; then
-    cp -L  "$ROOTDIR"/build-macOS-matlab/*.mex"$MATLAB_ARCH"         "$PKGFILES"/mex/matlab/"$MATLAB_ARCH"-9.5-24.1
+    cp -L  "$ROOTDIR"/build-macOS-matlab/*.mex"$MATLAB_ARCH"         "$PKGFILES"/mex/matlab/"$MATLAB_ARCH"-9.8-25.1
 else
-    cp -L  "$ROOTDIR"/build-macOS-matlab/*.mex"$MATLAB_ARCH"         "$PKGFILES"/mex/matlab/"$MATLAB_ARCH"-23.2-24.1
+    cp -L  "$ROOTDIR"/build-macOS-matlab/*.mex"$MATLAB_ARCH"         "$PKGFILES"/mex/matlab/"$MATLAB_ARCH"-23.2-25.1
 fi
 
 cp -p  "$ROOTDIR"/scripts/dynare.el                                  "$PKGFILES"/scripts

macOS/homebrew-native-arm64.ini

 # Meson native file for compiling under Homebrew for arm64 architecture
 
 [binaries]
-cpp = '/opt/homebrew/bin/g++-14'
-c = '/opt/homebrew/bin/gcc-14'
+cpp = '/opt/homebrew/bin/g++-15'
+c = '/opt/homebrew/bin/gcc-15'
 flex = '/opt/homebrew/opt/flex/bin/flex'
 bison = '/opt/homebrew/opt/bison/bin/bison'
 

macOS/homebrew-native-x86_64.ini

 # Meson native file for compiling under Homebrew for x86_64 architecture
 
 [binaries]
-cpp = '/usr/local/bin/g++-14'
-c = '/usr/local/bin/gcc-14'
+cpp = '/usr/local/bin/g++-15'
+c = '/usr/local/bin/gcc-15'
 flex = '/usr/local/opt/flex/bin/flex'
 bison = '/usr/local/opt/bison/bin/bison'
 

matlab/+bgp/write.m

@@ -15,7 +15,7 @@ function write(M_)
 % REMARKS
 % - The trends are assumed to be multiplicative.
 
-% Copyright © 2019-2023 Dynare Team
+% Copyright © 2019-2024 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -84,37 +84,40 @@ fprintf(fid, 'y = z(1:%u);\n\n', M_.endo_nbr);
 fprintf(fid, 'g = z(%u:%u);\n', M_.endo_nbr+1, 2*M_.endo_nbr);
 
 % Define the point where the dynamic model is to be evaluated.
-fprintf(fid, 'Y = zeros(%u, 1);\n', 2*(n0+n1+n2));
+% In period t, then in period t+1
+fprintf(fid, 'Y0 = NaN(%u, 1);\n', 3*M_.endo_nbr);
+fprintf(fid, 'Y1 = NaN(%u, 1);\n', 3*M_.endo_nbr);
 for i=1:length(I0) % period t equations, lagged variables.
     if I0(i)
-        fprintf(fid, 'Y(%u) = y(%u);\n', I0(i), i);
+        fprintf(fid, 'Y0(%u) = y(%u);\n', i+(purely_forward_model*M_.endo_nbr), i);
     end
 end
 for i=1:length(I1) % period t equations, current variables.
     if I1(i)
-        fprintf(fid, 'Y(%u) = y(%u)*g(%u);\n', I1(i), i, i);
+        fprintf(fid, 'Y0(%u) = y(%u)*g(%u);\n', i+M_.endo_nbr+(purely_forward_model*M_.endo_nbr), i, i);
     end
 end
 for i=1:length(I2) % period t equations, leaded variables.
     if I2(i)
-        fprintf(fid, 'Y(%u) = y(%u)*g(%u)*g(%u);\n', I2(i), i, i, i);
+        fprintf(fid, 'Y0(%u) = y(%u)*g(%u)*g(%u);\n', i+2*M_.endo_nbr, i, i, i);
     end
 end
 for i=1:length(I0) % period t+1 equations lagged variables.
     if I0(i)
-        fprintf(fid, 'Y(%u) = y(%u)*g(%u);\n', n0+n1+n2+I0(i), i, i);
+        fprintf(fid, 'Y1(%u) = y(%u)*g(%u);\n', i+(purely_forward_model*M_.endo_nbr), i, i);
     end
 end
 for i=1:length(I1) % period t+1 equations current variables.
     if I1(i)
-        fprintf(fid, 'Y(%u) = y(%u)*g(%u)*g(%u);\n', n0+n1+n2+I1(i), i, i, i);
+        fprintf(fid, 'Y1(%u) = y(%u)*g(%u)*g(%u);\n', i+M_.endo_nbr+(purely_forward_model*M_.endo_nbr), i, i, i);
     end
 end
 for i=1:length(I2) % period t+1 equations leaded variables.
     if I2(i)
-        fprintf(fid, 'Y(%u) = y(%u)*g(%u)*g(%u)*g(%u);\n', n0+n1+n2+I2(i), i, i, i, i);
+        fprintf(fid, 'Y1(%u) = y(%u)*g(%u)*g(%u)*g(%u);\n', i+2*M_.endo_nbr, i, i, i, i);
     end
 end
+
 fprintf(fid, '\n');
 
 % Define the vector of parameters.
@@ -131,19 +134,36 @@ fprintf(fid, 'F = NaN(%u, 1);\n', 2*M_.endo_nbr);
 fprintf(fid, 'x = zeros(1, %u);\n\n', M_.exo_nbr);
 
 % Evaluate the residuals and jacobian of the dynamic model in periods t and t+1.
+fprintf(fid, '[F(1:%u), T0_order, T0] = %s.sparse.dynamic_resid(Y0, x, p, y);\n', M_.endo_nbr, M_.fname);
+fprintf(fid, '[F(%u:%u), T1_order, T1] = %s.sparse.dynamic_resid(Y1, x, p, y);\n', M_.endo_nbr+1, 2*M_.endo_nbr, M_.fname);
 fprintf(fid, 'if nargout>1\n');
+fprintf(fid, '    sparse_rowval = [');
+fprintf(fid, '%u ', M_.dynamic_g1_sparse_rowval);
+fprintf(fid, '];\n');
+fprintf(fid, '    sparse_colval = [');
+fprintf(fid, '%u ', M_.dynamic_g1_sparse_colval);
+fprintf(fid, '];\n');
+fprintf(fid, '    sparse_colptr = [');
+fprintf(fid, '%u ', M_.dynamic_g1_sparse_colptr);
+fprintf(fid, '];\n');
+fprintf(fid, '    J0 = %s.sparse.dynamic_g1(Y0, x, p, y, sparse_rowval, sparse_colval, sparse_colptr, T0_order, T0);\n', M_.fname);
+fprintf(fid, '    J1 = %s.sparse.dynamic_g1(Y1, x, p, y, sparse_rowval, sparse_colval, sparse_colptr, T1_order, T1);\n', M_.fname);
+
+% Transform back the Jacobians J0 and J1 in the legacy format (non-sparse)
+% NB: it is probably possible to simplify the rest of this file, but maintaining
+% decent performance does not seem straightforward.
+lli = find(M_.lead_lag_incidence');
+if purely_forward_model
+    lli = lli + M_.endo_nbr;
+end
+fprintf(fid, '    lli = [');
+fprintf(fid, '%u ', lli);
+fprintf(fid, '];\n');
+
 fprintf(fid, '    J = zeros(%u, %u);\n', 2*M_.endo_nbr, n0+n1+n2+M_.endo_nbr);
-fprintf(fid, '    [F(1:%u), tmp] = %s.dynamic(Y(1:%u), x, p, y, 1);\n', M_.endo_nbr, M_.fname, n0+n1+n2);
-fprintf(fid, '    J(1:%u,1:%u) = tmp(:,1:%u);\n', M_.endo_nbr, n0+n1+n2, n0+n1+n2);
-fprintf(fid, '    [F(%u:%u), tmp] = %s.dynamic(Y(1+%u:%u), x, p, y, 1);\n', M_.endo_nbr+1, 2*M_.endo_nbr, M_.fname, n0+n1+n2, 2*(n0+n1+n2));
-fprintf(fid, '    J(%u:%u,1:%u) = tmp(:,1:%u);\n', M_.endo_nbr+1, 2*M_.endo_nbr, n0+n1+n2, n0+n1+n2);
-fprintf(fid, 'else\n');
-fprintf(fid, '    F(1:%u) = %s.dynamic(Y(1:%u), x, p, y, 1);\n', M_.endo_nbr, M_.fname, n0+n1+n2);
-fprintf(fid, '    F(%u:%u) = %s.dynamic(Y(1+%u:%u), x, p, y, 1);\n', M_.endo_nbr+1, 2*M_.endo_nbr, M_.fname, n0+n1+n2, 2*(n0+n1+n2));
-fprintf(fid, 'end\n\n');
+fprintf(fid, '    J(1:%u,1:%u) = full(J0(:,lli));\n', M_.endo_nbr, n0+n1+n2);
+fprintf(fid, '    J(%u:%u,1:%u) = full(J1(:,lli));\n', M_.endo_nbr+1, 2*M_.endo_nbr, n0+n1+n2);
 
-% Compute the jacobian if required.
-fprintf(fid, 'if nargout>1\n');
 fprintf(fid, '    JAC = zeros(%u,%u);\n', 2*M_.endo_nbr, 2*M_.endo_nbr);
 
 % Compute the derivatives of the first block of equations (period t)
@@ -279,7 +299,7 @@ else
 end
 
 % Compute the derivatives of the second block of equations (period t+1)
-% with respect to the endogenous variables.
+% with respect to the growth factors.
 if purely_backward_model || purely_forward_model
     for i=M_.eq_nbr+1:2*M_.eq_nbr
         for j=1:M_.endo_nbr