.clang-format

+# NB: whenever the present file is modified, the same modification should be
+# applied to the copy in preprocessor.git
+
+# For general information about our coding style, and the specific version
+# of clang-format used, see:
+#  https://git.dynare.org/Dynare/dynare/-/wikis/CodingGuidelines#c-code
+# For the list of options of clang-format, see:
+#  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
+BasedOnStyle: GNU
+AllowShortFunctionsOnASingleLine: None
+AlwaysBreakTemplateDeclarations: Yes
+BreakConstructorInitializers: AfterColon
+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

.clang-tidy

+# NB: to use clang-tidy on the MEX source code, make sure that you have
+# libomp-dev installed (the LLVM implementation of OpenMP)
+
+# TODO: add the following check families:
+# - bugprone-*
+# - cppcoreguidelines-
+
+Checks: 'performance-*,modernize-*,-modernize-use-trailing-return-type,-clang-diagnostic-unqualified-std-cast-call'

.dir-locals.el

 ((c-mode . ((indent-tabs-mode . nil)
+            (fill-column . 100)
             (c-file-style . "gnu")))
  (c++-mode . ((indent-tabs-mode . nil)
+              (fill-column . 100)
               (c-file-style . "gnu")))
  (makefile-mode . ((indent-tabs-mode . t)))
  (octave-mode . ((indent-tabs-mode . nil)

.gitignore

@@ -23,10 +23,13 @@
 /matlab/supported_octave_version.m
 
 # Created by the macOS package build script
-/macOS/deps/sources64/
+/macOS/deps/arm64/sources64/
+/macOS/deps/x86_64/sources64/
 /macOS/deps/tarballs/
-/macOS/deps/lib64/
+/macOS/deps/arm64/lib64/
+/macOS/deps/x86_64/lib64/
+build-doc
 
 # Emacs stuff
+TAGS
 scripts/dynare.elc
-

.gitlab-ci.yml

 variables:
   GIT_SUBMODULE_STRATEGY: recursive
   TERM: linux
-  MATLAB_VERSION: R2023b
-  OLD_MATLAB_VERSION: R2014a
+  MATLAB_VERSION: R2024b
+  OLD_MATLAB_VERSION: R2018b
+  # 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'
 
 # The next stanza creates the version number used for the source tarball and the
 # binary packages. Here are the following possible cases:
 # - if VERSION was already set (when manually running a pipeline), use it
 # - if we are in the official Dynare repository:
 #   + if on a tag: use the tag
-#   + if on master: use 6-unstable-$TIMESTAMP-$COMMIT
+#   + if on master: use 7-unstable-$TIMESTAMP-$COMMIT
 #   + on another branch: use $BRANCH-$TIMESTAMP-$COMMIT
 # - if in a personal repository: use $USER-$TIMESTAMP-$COMMIT
 before_script:
-  - '[[ -z $VERSION ]] && [[ $CI_PROJECT_NAMESPACE == Dynare ]] && [[ -n $CI_COMMIT_TAG ]] && export VERSION=$CI_COMMIT_TAG'
-  - '[[ -z $VERSION ]] && [[ $CI_PROJECT_NAMESPACE == Dynare ]] && [[ $CI_COMMIT_REF_NAME == master ]] && export VERSION=6-unstable-$(date +%F-%H%M)-$CI_COMMIT_SHORT_SHA'
-  - '[[ -z $VERSION ]] && [[ $CI_PROJECT_NAMESPACE == Dynare ]] && export VERSION=$CI_COMMIT_REF_NAME-$(date +%F-%H%M)-$CI_COMMIT_SHORT_SHA'
-  - '[[ -z $VERSION ]] && export VERSION=$CI_PROJECT_NAMESPACE-$(date +%F-%H%M)-$CI_COMMIT_SHORT_SHA'
+  - 'if [[ -z $VERSION ]] && [[ $CI_PROJECT_NAMESPACE == Dynare ]] && [[ -n $CI_COMMIT_TAG ]]; then export VERSION=$CI_COMMIT_TAG; fi'
+  - 'if [[ -z $VERSION ]] && [[ $CI_PROJECT_NAMESPACE == Dynare ]] && [[ $CI_COMMIT_REF_NAME == master ]]; then export VERSION=7-unstable-$(date +%F-%H%M)-$CI_COMMIT_SHORT_SHA; fi'
+  - 'if [[ -z $VERSION ]] && [[ $CI_PROJECT_NAMESPACE == Dynare ]]; then export VERSION=$CI_COMMIT_REF_NAME-$(date +%F-%H%M)-$CI_COMMIT_SHORT_SHA; fi'
+  - 'if [[ -z $VERSION ]]; then export VERSION=$CI_PROJECT_NAMESPACE-$(date +%F-%H%M)-$CI_COMMIT_SHORT_SHA; fi'
 
 stages:
   - build
@@ -49,8 +51,12 @@ build_doc:
   stage: build
   script:
     - meson rewrite kwargs set project / version "$VERSION"
-    - meson setup -Dbuild_for=octave build-doc
+    # Use a local copy of MathJax to avoid using CDN (which are a privacy issue)
+    # NB: Debian 12 “Bookworm” has MathJax 2. The following needs to be updated
+    #     when Debian moves to MathJax 3.
+    - meson setup -Dbuild_for=octave -Dmathjax_path=mathjax/MathJax.js?config=TeX-AMS-MML_HTMLorMML build-doc
     - meson compile -v -C build-doc doc
+    - cp -dR /usr/share/javascript/mathjax build-doc/dynare-manual.html/_static/
   artifacts:
     paths:
       - build-doc/
@@ -60,7 +66,6 @@ pkg_source:
   stage: pkg
   script:
     - meson rewrite kwargs set project / version "$VERSION"
-    - rm doc/manual/source/_static/mathjax && sed -i "/^mathjax_path *=/d" doc/manual/source/conf.py
     - git commit -a -m "Source for $VERSION"
     - meson setup -Dbuild_for=octave build-src
     - meson dist -C build-src --no-tests
@@ -97,17 +102,38 @@ pkg_windows:
     expire_in: 3 days
   needs: [ "build_doc" ]
 
-pkg_macOS:
+pkg_macOS_x86_64:
   stage: pkg
   script:
-    - meson rewrite kwargs set project / version "$VERSION"
+    # Enforce the arm64 meson for rewrite, as a workaround to https://github.com/mesonbuild/meson/issues/12282
+    - env PATH="/opt/homebrew/bin:$PATH" meson rewrite kwargs set project / version "$VERSION"
+    - ln -s ~/tarballs macOS/deps/
+    - make -C macOS build-x86_64
+  cache:
+    key: "$CI_JOB_NAME-$CI_COMMIT_REF_SLUG"
+    paths:
+      - macOS/deps/x86_64/sources64/
+      - macOS/deps/x86_64/lib64/
+  tags:
+    - macOS
+  artifacts:
+    paths:
+      - macOS/pkg/*
+    expire_in: 3 days
+  needs: [ "build_doc" ]
+
+pkg_macOS_arm64:
+  stage: pkg
+  script:
+    # Enforce the arm64 meson for rewrite, as a workaround to https://github.com/mesonbuild/meson/issues/12282
+    - env PATH="/opt/homebrew/bin:$PATH" meson rewrite kwargs set project / version "$VERSION"
     - ln -s ~/tarballs macOS/deps/
-    - arch -x86_64 make -C macOS
+    - make -C macOS build-arm64
   cache:
     key: "$CI_JOB_NAME-$CI_COMMIT_REF_SLUG"
     paths:
-      - macOS/deps/sources64/
-      - macOS/deps/lib64/
+      - macOS/deps/arm64/sources64/
+      - macOS/deps/arm64/lib64/
   tags:
     - macOS
   artifacts:
@@ -116,6 +142,20 @@ pkg_macOS:
     expire_in: 3 days
   needs: [ "build_doc" ]
 
+pkg_matlab_online:
+  stage: pkg
+  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: []
+  when: manual
+
 test_matlab:
   stage: test
   script:
@@ -136,6 +176,7 @@ test_old_matlab:
     paths:
       - build-old-matlab/meson-logs/testlog.txt
     when: always
+  needs: []
   when: manual
 
 test_octave:
@@ -151,6 +192,24 @@ test_octave:
   needs: [ "build_octave" ]
   when: manual
 
+test_clang_format:
+  stage: test
+  script:
+    - meson setup -Dbuild_for=octave build-clang-format
+    - ninja -C build-clang-format clang-format-check
+  needs: []
+
+test_clang_tidy:
+  stage: test
+  script:
+    # Hack needed for meson < 1.6.0 which only looks for unversioned clang-tidy
+    - mkdir -p ~/.local/bin && ln -s /usr/bin/clang-tidy-19 ~/.local/bin/clang-tidy
+    - export PATH="$HOME/.local/bin:$PATH"
+    - 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.
@@ -183,8 +242,6 @@ deploy_manual_unstable:
   dependencies:
     - build_doc
   script:
-    - rm -rf build-doc/dynare-manual.html/_static/mathjax
-    - ln -s /usr/share/javascript/mathjax build-doc/dynare-manual.html/_static/mathjax
     - rsync --recursive --links --delete build-doc/dynare-manual.html/ /srv/www.dynare.org/manual-unstable/
 
 deploy_snapshot_unstable:
@@ -199,12 +256,14 @@ deploy_snapshot_unstable:
     - pkg_source
     - pkg_windows
     - sign_windows
-    - pkg_macOS
+    - pkg_macOS_arm64
+    - pkg_macOS_x86_64
   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
     - f=(windows/7z/*) && cp ${f[0]} /srv/www.dynare.org/snapshot/windows-7z/ && ln -sf ${f[0]##*/} /srv/www.dynare.org/snapshot/windows-7z/dynare-latest-win.7z
     - 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/*) && cp ${f[0]} /srv/www.dynare.org/snapshot/macos/ && ln -sf ${f[0]##*/} /srv/www.dynare.org/snapshot/macos/dynare-latest-macos.pkg
+    - 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 ${f[0]##*/} /srv/www.dynare.org/snapshot/macos-x86_64/dynare-latest-macos-x86_64.pkg
     - ~/update-snapshot-list.sh
     - curl -X POST -F token="$WEBSITE_PIPELINE_TRIGGER_TOKEN" -F ref=master https://git.dynare.org/api/v4/projects/40/trigger/pipeline

.gitmodules

@@ -10,16 +10,10 @@
 [submodule "matlab/utilities/tests"]
 	path = matlab/utilities/tests
 	url = ../../Dynare/m-unit-tests.git
-[submodule "matlab/modules/dseries"]
-	path = matlab/modules/dseries
+[submodule "matlab/dseries"]
+	path = matlab/dseries
 	url = ../../Dynare/dseries.git
 	branch = master
-[submodule "matlab/modules/reporting"]
-	path = matlab/modules/reporting
-	url = ../../Dynare/reporting.git
-[submodule "contrib/jsonlab"]
-	path = contrib/jsonlab
-	url = https://github.com/fangq/jsonlab.git
 [submodule "preprocessor"]
 	path = preprocessor
 	url = ../../Dynare/preprocessor.git

README.md

@@ -54,6 +54,7 @@ a 32-bit Octave.
 1. [**General Instructions**](#general-instructions)
 1. [**Debian or Ubuntu**](#debian-or-ubuntu)
 1. [**Fedora, CentOS or RHEL**](#fedora-centos-or-rhel)
+1. [**Arch Linux**](#arch-linux)
 1. [**Windows**](#windows)
 1. [**macOS**](#macos)
 1. [**Docker**](#docker)
@@ -70,7 +71,7 @@ A number of tools and libraries are needed in order to recompile everything. You
 - [GNU Octave](https://www.octave.org) with
   - the development headers (if you want to compile the MEX for Octave)
   - the development libraries corresponding to the [UMFPACK](https://people.engr.tamu.edu/davis/suitesparse.html) packaged with Octave (if you want to compile the MEX for Octave)
-  - Optionally, the [Control](https://octave.sourceforge.io/control/), [IO](https://octave.sourceforge.io/io/), [Optimization](https://octave.sourceforge.io/optim/) and [Statistics](https://octave.sourceforge.io/statistics/) package either installed via your package manager or through [Octave Forge](https://octave.sourceforge.io/).
+  - the [statistics](https://octave.sourceforge.io/statistics/) package and, optionally, the [control](https://octave.sourceforge.io/control/), [io](https://octave.sourceforge.io/io/) and [optimization](https://octave.sourceforge.io/optim/) packages, either installed via your package manager or through [Octave Forge](https://octave.sourceforge.io/)
 - [Meson](https://mesonbuild.com), version 0.64.0 or later
 - [Pkgconf](http://pkgconf.org/), or another pkg-config implementation
 - [Bash](https://www.gnu.org/software/bash/)
@@ -103,13 +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/R2023a -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`.
 
@@ -149,9 +150,10 @@ Note that running the testsuite with Octave requires the additional packages `ps
 
 Often, it does not make sense to run the complete testsuite. For instance, if you modify codes only related to the perfect foresight model solver, you can decide to run only a subset of the integration tests, with:
 ```sh
-meson test -C <builddir> deterministic_simulations
+meson test -C <builddir> --suite deterministic_simulations
 ```
 This will run all the integration tests in `tests/deterministic_simulations`.
+This syntax also works with a nested directory (e.g. `--suite deterministic_simulations/purely_forward`).
 
 Finally if you want to run a single integration test, e.g. `deterministic_simulations/lbj/rbc.mod`:
 ```sh
@@ -182,6 +184,7 @@ All the prerequisites are packaged:
 - `texlive-fonts-extra` (for ccicons)
 - `texlive-science` (for amstex)
 - `lmodern` (for macroprocessor PDF)
+- `cm-super` (for BVAR à la Sims and GSA PDFs)
 - `python3-sphinx`
 - `tex-gyre`
 - `latexmk`
@@ -190,7 +193,7 @@ All the prerequisites are packaged:
 
 You can install them all at once with:
 ```sh
-apt install gcc g++ gfortran octave-dev libboost-graph-dev libgsl-dev libmatio-dev libslicot-dev libslicot-pic libsuitesparse-dev flex libfl-dev bison meson pkgconf texlive texlive-publishers texlive-latex-extra texlive-fonts-extra texlive-science lmodern python3-sphinx make tex-gyre latexmk libjs-mathjax x13as
+apt install gcc g++ gfortran octave-dev libboost-graph-dev libgsl-dev libmatio-dev libslicot-dev libslicot-pic libsuitesparse-dev flex libfl-dev bison meson pkgconf texlive texlive-publishers texlive-latex-extra texlive-fonts-extra texlive-science lmodern cm-super python3-sphinx make tex-gyre latexmk libjs-mathjax x13as
 ```
 If you use MATLAB, we strongly advise to also `apt install matlab-support` and confirm to rename the GCC libraries shipped with MATLAB to avoid possible conflicts with GCC libraries shipped by your distribution.
 
@@ -241,35 +244,36 @@ The documentation packages have slightly different names in CentOS and RHEL, but
 # compile slicot from source and put it into /home/$USER/dynare/slicot/lib/
 mkdir -p /home/$USER/dynare/slicot
 cd /home/$USER/dynare/slicot
-wget https://deb.debian.org/debian/pool/main/s/slicot/slicot_5.0+20101122.orig.tar.gz
-tar xf slicot_5.0+20101122.orig.tar.gz
-cd slicot-5.0+20101122
+wget https://github.com/SLICOT/SLICOT-Reference/archive/refs/tags/v5.9.tar.gz
+tar xf v5.9.tar.gz
+cd SLICOT-Reference-5.9
 mkdir -p /home/$USER/dynare/slicot/lib
 # The following two lines are only for MATLAB
-make FORTRAN=gfortran OPTS="-O2 -fPIC -fdefault-integer-8" LOADER=gfortran lib
+make -f makefile_Unix FORTRAN=gfortran OPTS="-O2 -fPIC -fdefault-integer-8" LOADER=gfortran lib
 cp slicot.a /home/$USER/dynare/slicot/lib/libslicot64_pic.a
 # The following two lines are only for Octave
-make FORTRAN=gfortran OPTS="-O2 -fPIC" LOADER=gfortran lib
+make -f makefile_Unix FORTRAN=gfortran OPTS="-O2 -fPIC" LOADER=gfortran lib
 cp slicot.a /home/$USER/dynare/slicot/lib/libslicot_pic.a
 
 # compile x13as from source and put it into /usr/bin/
 mkdir -p /home/$USER/dynare/x13as
 cd /home/$USER/dynare/x13as
-wget https://www2.census.gov/software/x-13arima-seats/x13as/unix-linux/program-archives/x13as_asciisrc-v1-1-b60.tar.gz
-tar xf x13as_asciisrc-v1-1-b60.tar.gz
+wget 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| |" makefile.gf # this removes '-static' in the makefile.gf
 make -f makefile.gf FFLAGS="-O2 -std=legacy" PROGRAM=x13as
 sudo cp x13as /usr/bin/
 ```
 
-If you use MATLAB, we strongly advise to also rename or exclude the GCC libraries shipped with MATLAB to avoid possible conflicts with GCC libraries shipped by Fedora, see e.g. [Matlab on Fedora 33](https://mutschler.eu/linux/install-guides/fedora-post-install/#matlab) or [MATLAB-ArchWiki](https://wiki.archlinux.org/index.php/MATLAB) for instructions.
+If you use MATLAB, we strongly advise to also rename or exclude the GCC libraries shipped with MATLAB to avoid possible conflicts with GCC libraries shipped by Fedora, see e.g. the [OpenGL Section of the ArchWiki article on MATLAB](https://wiki.archlinux.org/title/MATLAB#OpenGL_acceleration) for instructions.
+
 
 Now use the following commands if using MATLAB (adapt them for Octave, see above):
 ```sh
 cd /home/$USER/dynare
 git clone --recurse-submodules https://git.dynare.org/dynare/dynare.git unstable
 cd unstable
-meson setup -Dmatlab_path=/usr/local/MATLAB/R2020b -Dfortran_args="[ '-B', '/home/$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
 ```
 
@@ -289,6 +293,43 @@ bison --version # bison (GNU Bison) 3.6.4
 ```
 Now configure dynare as above.
 
+## Arch Linux
+
+The following steps show how to install Dynare on Arch Linux from source. 
+- Install all needed dependencies:
+```sh
+pacman -S git make meson boost blas gsl libmatio gcc-fortran gcc-libs
+```
+- Compile and install SLICOT:
+```sh
+wget https://github.com/SLICOT/SLICOT-Reference/archive/refs/tags/v5.9.tar.gz
+tar xf v5.9.tar.gz
+cd SLICOT-Reference-5.9
+make -f makefile_Unix FORTRAN=gfortran OPTS="-O2 -fno-underscoring -fdefault-integer-8" LOADER=gfortran lib
+mkdir -p /usr/local/lib
+cp slicot.a /usr/local/lib/libslicot64_pic.a
+cd ..
+```
+- Install `x13as-bin` from the AUR ([link to PKGBUILD](https://aur.archlinux.org/packages/x13as-bin)), either by using your favorite AUR-helper or by following the [Arch wiki](https://wiki.archlinux.org/title/Arch_User_Repository)
+- Prepare the Dynare sources:
+```sh
+git clone --recurse-submodules https://git.dynare.org/Dynare/dynare.git
+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 --buildtype=debugoptimized build-matlab
+```
+- Compile:
+```sh
+meson compile -C build-matlab
+```
+- Optionally, run the testsuite:
+```sh
+meson test -C build-matlab
+```
+If you run into errors with GCC libraries/`libstdc++`, you need to prevent MATLAB from using the libraries it is shipping. For example, you could follow the [OpenGL Section of the ArchWiki article on MATLAB](https://wiki.archlinux.org/title/MATLAB#OpenGL_acceleration) by setting/exporting `LD_PRELOAD` and `LD_LIBRARY` (the exports could also be placed in your `.zprofile`). If necessary, add `java.opts` as described in the section.
+
 ## Windows
 
 - Install [MSYS2](http://www.msys2.org)
@@ -306,10 +347,10 @@ pacman -S git bison flex make tar mingw-w64-x86_64-meson mingw-w64-x86_64-gcc mi
 ```
 - Compile and install SLICOT
 ```sh
-wget https://deb.debian.org/debian/pool/main/s/slicot/slicot_5.0+20101122.orig.tar.gz
-tar xf slicot_5.0+20101122.orig.tar.gz
-cd slicot-5.0+20101122
-make FORTRAN=gfortran OPTS="-O2 -fno-underscoring -fdefault-integer-8" LOADER=gfortran lib
+wget https://github.com/SLICOT/SLICOT-Reference/archive/refs/tags/v5.9.tar.gz
+tar xf v5.9.tar.gz
+cd SLICOT-Reference-5.9
+make -f makefile_Unix FORTRAN=gfortran OPTS="-O2 -fno-underscoring -fdefault-integer-8" LOADER=gfortran lib
 mkdir -p /usr/local/lib
 cp slicot.a /usr/local/lib/libslicot64_pic.a
 cd ..
@@ -321,7 +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
@@ -405,26 +446,29 @@ export PATH="$BREWDIR/bin:$PATH"
 ```
 
 
-- Install required Homebrew packages and link sphinx-doc:
+- Install required Homebrew packages:
 ```sh
-arch -$ARCH $BREWDIR/bin/brew install meson bison flex boost gcc gsl libmatio veclibfort octave sphinx-doc docutils wget
+arch -$ARCH $BREWDIR/bin/brew install meson bison flex boost gcc gsl libmatio veclibfort octave sphinx-doc docutils wget pkg-config git-lfs
 ```
-If you want to build the documentation, you need to link sphinx-doc:
+If you are installing `git-lfs` for the first time, you need to run `git lfs install` once after installing it.
+
+- Link the sphinx-doc package to be able to compile the documentation:
 ```sh
 arch -$ARCH $BREWDIR/bin/brew link --force sphinx-doc
 ```
 
-- Install [MacTeX](http://www.tug.org/mactex/index.html) using the universal installer, if you want to build the documentation. MacTeX runs natively on both ARM and Intel machines. On Apple Silicon, it is advised to symlink `pdflatex` and `bibtex` into `/usr/local/bin`:
+- Install [MacTeX](http://www.tug.org/mactex/index.html) using the universal installer, if you want to build the documentation. MacTeX runs natively on both ARM and Intel machines. On Apple Silicon, it is advised to symlink `pdflatex`, `bibtex` and `latexmk` into `/usr/local/bin`:
 ```sh
 sudo ln -s /Library/TeX/texbin/pdflatex /usr/local/bin/pdflatex
 sudo ln -s /Library/TeX/texbin/bibtex /usr/local/bin/bibtex
+sudo ln -s /Library/TeX/texbin/latexmk /usr/local/bin/latexmk
 ```
+If you don't have admin privileges, then you can also symlink them into `$HOME/.local/bin` and add this folder to your PATH.
+
 - Install MATLAB and additional toolboxes.
 We recommend, but don't require, the following: Optimization, Global Optimization, Statistics and Machine Learning, Econometrics, and Control System.
-For Apple Silicon: MATLAB offers a native Apple silicon version of R2022b as an open beta. You can sign up and install it (including a suitable Java 8 JRE, e.g. Amazon Corretto 8) using
-[the official instructions](https://de.mathworks.com/support/apple-silicon-r2022b-beta.html).
-Unfortunately, this version does not support yet the Optimization, Global Optimization and Econometrics toolboxes.
-If you need these, please run the Intel version (under Rosetta 2) instead.
+For Apple Silicon: MATLAB offers a native Apple silicon version (arm64) as of version R2023b, see [the official instructions](https://de.mathworks.com/support/requirements/apple-silicon.html) how to install it.
+You can also run the Intel version (x86_64) under Rosetta 2.
 Don't forget to run MATLAB at least once to make sure you have a valid license.
 
 - Create a folder for Dynare and its dependencies
@@ -436,30 +480,29 @@ export DYNAREDIR=$HOME/dynare
 ```sh
 mkdir -p $DYNAREDIR/slicot/lib
 cd $DYNAREDIR/slicot
-curl -O https://deb.debian.org/debian/pool/main/s/slicot/slicot_5.0+20101122.orig.tar.gz
-tar xf slicot_5.0+20101122.orig.tar.gz
-cd slicot-5.0+20101122
-make -j$(sysctl -n hw.ncpu) FORTRAN=$BREWDIR/bin/gfortran OPTS="-O2" LOADER=gfortran lib
+curl -O https://github.com/SLICOT/SLICOT-Reference/archive/refs/tags/v5.9.tar.gz
+tar xf v5.9.tar.gz
+cd SLICOT-Reference-5.9
+make -f makefile_Unix -j$(sysctl -n hw.ncpu) FORTRAN=$BREWDIR/bin/gfortran OPTS="-O2" LOADER=gfortran lib
 cp slicot.a $DYNAREDIR/slicot/lib/libslicot_pic.a
 make clean
-make -j$(sysctl -n hw.ncpu) FORTRAN=$BREWDIR/bin/gfortran OPTS="-O2 -fdefault-integer-8" LOADER=gfortran lib
+make -f makefile_Unix -j$(sysctl -n hw.ncpu) FORTRAN=$BREWDIR/bin/gfortran OPTS="-O2 -fdefault-integer-8" LOADER=gfortran lib
 cp slicot.a $DYNAREDIR/slicot/lib/libslicot64_pic.a
-cd $HOME/dynare
 ```
 
 - Compile and install the X-13ARIMA-SEATS Seasonal Adjustment Program
 ```sh
 mkdir -p $DYNAREDIR/x13as
 cd $DYNAREDIR/x13as
-curl -O https://www2.census.gov/software/x-13arima-seats/x13as/unix-linux/program-archives/x13as_asciisrc-v1-1-b60.tar.gz
-tar xf x13as_asciisrc-v1-1-b60.tar.gz
+curl -O https://www2.census.gov/software/x-13arima-seats/x13as/unix-linux/program-archives/x13as_asciisrc-v1-1-b61.tar.gz
+tar xf x13as_asciisrc-v1-1-b61.tar.gz
 sed -i '' 's/-static//g' makefile.gf
-make -j$(sysctl -n hw.ncpu) -f makefile.gf FC=$BREWDIR/bin/gfortran LINKER=$BREWDIR/bin/gcc-13 FFLAGS="-O2 -std=legacy" LDFLAGS=-static-libgcc LIBS="$BREWDIR/lib/gcc/current/libgfortran.a /$BREWDIR/lib/gcc/current/libquadmath.a" PROGRAM=x13as
-mkdir -p $HOME/.local/bin
-cp x13as $HOME/.local/bin/x13as
-cd ;
+make -j$(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
+sudo cp $DYNAREDIR/x13as/x13as /usr/local/bin/x13as
+cd $DYNAREDIR
 x13as
 ```
+Alternatively, if you don't have admin privileges you can install it into `$HOME/.local/bin` and add this folder to your PATH.
 
 ### Compile Dynare from source
 The following commands will download the Dynare source code and compile
@@ -468,44 +511,48 @@ folder where you want Dynare installed.
 
 - Prepare the Dynare sources for the unstable version:
 ```sh
-mkdir -p $DYNAREDIR/unstable
 git clone --recurse-submodules https://git.dynare.org/Dynare/dynare.git $DYNAREDIR/unstable
 cd $DYNAREDIR/unstable
 ```
-You can also choose a specific version of Dynare by checking out the corresponding branch or a specific tag with git.
+If you want a certain version (e.g. 5.x) , then add `--single-branch --branch 5.x` to the git clone command.
 
 - Configure Dynare from the source directory:
 ```sh
-arch -$ARCH meson setup --native-file scripts/homebrew-native.ini -Dmatlab_path=/Applications/MATLAB_R2022b_Beta.app -Dbuildtype=debugoptimized -Dfortran_args="['-B','$DYNAREDIR/slicot/lib']" build-matlab
+export BUILDDIR=build-matlab
+export MATLABPATH=/Applications/MATLAB_R2023b.app
+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 don't want to compile for Octave, replace the `-Dmatlab_path` option by `-Dbuild_for=octave`, and change the build directory to `build-octave`.
+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`.
 
 - Compile:
 ```sh
-arch -$ARCH meson compile -C <builddir>
+arch -$ARCH meson compile -C $BUILDDIR
 ```
-where `<builddir>` is either `build-matlab` or `build-octave`.
-
 If no errors occured, you are done. Dynare is now ready to use.
-If you additionally want to compile the documentation run:
+
+- If you additionally want to compile the documentation run:
+```sh
+arch -$ARCH meson compile -C $BUILDDIR doc
+```
+
+- Optionally, run the testsuite:
 ```sh
-arch -$ARCH meson compile -C <builddir> doc
+arch -$ARCH meson test -C $BUILDDIR --num-processes=$(sysctl -n hw.perflevel0.physicalcpu)
 ```
+where `--num-processes` specifies the number of parallel processes to use for the testsuite (here set to the number of performance cores on your mac).
 
 ### Optional: pass the full PATH to MATLAB to run system commands
 If you start MATLAB from a terminal, you will get the PATH inherited from the shell.
 However, when you click on the application icon in macOS, you are not running at the terminal level:
 the program is run by launcher, which does not go through a shell login session.
 In other words, you get the system default PATH which includes `/usr/bin:/bin:/usr/sbin:/sbin`, but not `/usr/local/bin` or `$HOME/.local/bin`.
-So if you want to use system commands like `pdflatex` or `x13as` you should either call them by their full path (e.g `/Library/TeX/texbin/pdflatex`)
-or append the PATH in MATLAB by running `setenv('PATH', [getenv('PATH') ':/usr/local/bin:$HOME/.local/bin:/Library/TeX/texbin']);`.
-Alternatively, you can create a `startup.m` file or change the system default PATH in the `/etc/paths` file.
+So if you want to use system commands like `pdflatex`, `latexmk` or `x13as` you should either call them by their full path (e.g `/Library/TeX/texbin/pdflatex`)
+or append the PATH by running `setenv('PATH', [getenv('PATH') ':/usr/local/bin:$HOME/.local/bin:/Library/TeX/texbin']);` in your MATLAB command line once,
+e.g. by adding this to your mod file. Alternatively, you can create a `startup.m` file or change the system default PATH in the `/etc/paths` file.
 
-Last tested on:
-- macOS Ventura 13.3.1 (MacBook Air M1, MacBook Pro M2 MAX, M2 Virtual Machine using Parallels, Intel Virtual Machine using Quickemu)
 
 ## Docker
 We offer a variety of pre-configured Docker containers for Dynare, pre-configured with Octave and MATLAB including all recommended toolboxes.
 These are readily available for your convenience on [Docker Hub](https://hub.docker.com/r/dynare/dynare).
-The docker folder contains [information and instructions](docker/README.md) to interact, built and customize the containers.
+The `scripts/docker` folder contains [information and instructions](scripts/docker/README.md) to interact, built and customize the containers.

jsonlab @ 5a58fafd

-Subproject commit 5a58fafdca239e61be4d7b2270307b2445bb571a

doc/gsa/gsa.tex

@@ -22,7 +22,7 @@
 \begin{document}
 
 % ----------------------------------------------------------------
-\title{Sensitivity Analysis Toolbox for DYNARE\thanks{Copyright \copyright~2012 Dynare
+\title{Sensitivity Analysis Toolbox for Dynare\thanks{Copyright \copyright~2012-2024 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
@@ -32,9 +32,9 @@
 
 \author{Marco Ratto\\
 European Commission, Joint Research Centre \\
-TP361, IPSC, \\21027 Ispra
+TP581\\21027 Ispra
 (VA) Italy\\
-\texttt{marco.ratto@jrc.ec.europa.eu}
+\texttt{Marco.Ratto@ec.europa.eu}
 \thanks{The author gratefully thanks Christophe Planas, Kenneth Judd, Michel Juillard,
 Alessandro Rossi, Frank Schorfheide and the participants to the
 Courses on Global Sensitivity Analysis for Macroeconomic
@@ -52,21 +52,21 @@ helpful suggestions.}}
 
 %-----------------------------------------------------------------------
 \begin{abstract}
-\noindent The Sensitivity Analysis Toolbox for DYNARE is a set of
+\noindent The Sensitivity Analysis Toolbox for Dynare is a set of
 MATLAB routines for the analysis of DSGE models with global
 sensitivity analysis. The routines are thought to be used within
-the DYNARE v4 environment.
+the Dynare 6 environment.
 
 
 \begin{description}
   \item \textbf{Keywords}: Stability Mapping , Reduced form solution, DSGE models,
-  Monte Carlo filtering,   Global Sensitivity Analysis.
+  Monte Carlo filtering, Global Sensitivity Analysis.
 \end{description}
 \end{abstract}
 \newpage
 % ----------------------------------------------------------------
 \section{Introduction} \label{s:intro}
-The Sensitivity Analysis Toolbox for DYNARE is a collection of
+The Sensitivity Analysis Toolbox for Dynare is a collection of
 MATLAB routines implemented to answer the following questions: (i)
 Which is the domain of structural coefficients assuring the
 stability and determinacy of a DSGE model? (ii) Which parameters
@@ -81,20 +81,18 @@ described in \cite{Ratto_CompEcon_2008}.
 
 
 \section{Use of the Toolbox}
-The DYNARE parser now recognizes sensitivity analysis commands.
+The Dynare parser now recognizes sensitivity analysis commands.
 The syntax is based on a single command:
 \vspace{0.5cm}
 
-\verb"dynare_sensitivity(option1=<opt1_val>,option2=<opt2_val>,...)"
+\verb"sensitivity(option1=<opt1_val>,option2=<opt2_val>,...)"
 
 \vspace{0.5cm} \noindent with a list of options described in the
 next section.
 
-With respect to the previous version of the toolbox, in order to
-work properly, the sensitivity analysis Toolbox \emph{no longer}
-needs that the DYNARE estimation environment is set-up.
-
-Therefore, \verb"dynare_sensitivity" is the only command to run to
+In order to work properly, the sensitivity analysis Toolbox does not need
+a Dynare estimation environment to be set up. Rather, \verb"sensitivity"
+is the only command to run to
 make a sensitivity analysis on a DSGE model\footnote{Of course,
 when the user needs to perform the mapping of the fit with a
 posterior sample, a Bayesian estimation has to be performed
@@ -208,16 +206,17 @@ a multivariate normal MC sample, with covariance matrix based on
 the inverse Hessian at the optimum: this analysis is useful when
 ML estimation is done (i.e. no Bayesian estimation);
 \item when \verb"ppost=1" the Toolbox analyses
-the RMSE's for the posterior sample obtained by DYNARE's
+the RMSE's for the posterior sample obtained by Dynare's
 Metropolis procedure.
 \end{enumerate}
 
-The use of cases 2. and 3. requires an estimation step beforehand!
+The use of cases 2. and 3. require an estimation step beforehand!
 To facilitate the sensitivity analysis after estimation, the
-\verb"dynare_sensitivity" command also allows to indicate some
-options of \verb"dynare_estimation". These are:
+\verb"sensitivity" command also allows to indicate some
+options of \verb"estimation". These are:
 \begin{itemize}
   \item \verb"datafile"
+  \item \verb"diffuse_filter"
   \item \verb"mode_file"
   \item \verb"first_obs"
   \item \verb"lik_init"
@@ -278,10 +277,10 @@ identifiable.
 \end{tabular}
 
 \vspace{1cm}
-\noindent For example, the following commands in the DYNARE model file
+\noindent For example, the following commands in the Dynare model file
 
 \vspace{1cm}
-\noindent\verb"dynare_sensitivity(identification=1, morris=2);"
+\noindent\verb"sensitivity(identification=1, morris=2);"
 
 \vspace{1cm}
 \noindent trigger the identification analysis using \cite{Iskrev2010,Iskrev2011}, jointly with the mapping of the acceptable region.
@@ -293,75 +292,75 @@ Sensitivity analysis results are saved on the hard-disk of the
 computer. The Toolbox uses a dedicated folder called \verb"GSA",
 located in \\
 \\
-\verb"<DYNARE_file>\GSA", \\
+\verb"<Dynare_file>\GSA", \\
 \\
-where \verb"<DYNARE_file>.mod" is the name of the DYNARE model
+where \verb"<Dynare_file>.mod" is the name of the Dynare model
 file.
 
 \subsection{Binary data files}
 A set of binary data files is saved in the \verb"GSA" folder:
 \begin{description}
-\item[]\verb"<DYNARE_file>_prior.mat": this file stores
+\item[]\verb"<Dynare_file>_prior.mat": this file stores
 information about the analyses performed sampling from the prior
 ranges, i.e. \verb"pprior=1" and \verb"ppost=0";
-\item[]\verb"<DYNARE_file>_mc.mat": this file stores
+\item[]\verb"<Dynare_file>_mc.mat": this file stores
 information about the analyses performed sampling from
 multivariate normal, i.e. \verb"pprior=0" and \verb"ppost=0";
-\item[]\verb"<DYNARE_file>_post.mat": this file stores information
+\item[]\verb"<Dynare_file>_post.mat": this file stores information
 about analyses performed using the Metropolis posterior sample,
 i.e. \verb"ppost=1".
 \end{description}
 
 \begin{description}
-\item[]\verb"<DYNARE_file>_prior_*.mat": these files store
+\item[]\verb"<Dynare_file>_prior_*.mat": these files store
 the filtered and smoothed variables for the prior MC sample,
 generated when doing  RMSE analysis (\verb"pprior=1" and
 \verb"ppost=0");
-\item[]\verb"<DYNARE_file>_mc_*.mat": these files store
+\item[]\verb"<Dynare_file>_mc_*.mat": these files store
 the filtered and smoothed variables for the multivariate normal MC
 sample, generated when doing  RMSE analysis (\verb"pprior=0" and
 \verb"ppost=0").
 \end{description}
 
 \subsection{Stability analysis}
-Figure files \verb"<DYNARE_file>_prior_*.fig" store results for
+Figure files \verb"<Dynare_file>_prior_*.fig" store results for
 the stability mapping from prior MC samples:
 \begin{description}
-\item[]\verb"<DYNARE_file>_prior_stab_SA_*.fig": plots of the Smirnov
-test analyses confronting the cdf of the sample fulfilling
-Blanchard-Kahn conditions with the cdf of the rest of the sample;
-\item[]\verb"<DYNARE_file>_prior_stab_indet_SA_*.fig": plots of the Smirnov
-test analyses confronting the cdf of the sample producing
-indeterminacy with the cdf of the original prior sample;
-\item[]\verb"<DYNARE_file>_prior_stab_unst_SA_*.fig": plots of the Smirnov
-test analyses confronting the cdf of the sample producing unstable
-(explosive roots) behaviour with the cdf of the original prior
+\item[]\verb"<Dynare_file>_prior_stab_SA_*.fig": plots of the Smirnov
+test analyses confronting the CDF of the sample fulfilling
+Blanchard-Kahn conditions with the CDF of the rest of the sample;
+\item[]\verb"<Dynare_file>_prior_stab_indet_SA_*.fig": plots of the Smirnov
+test analyses confronting the CDF of the sample producing
+indeterminacy with the CDF of the original prior sample;
+\item[]\verb"<Dynare_file>_prior_stab_unst_SA_*.fig": plots of the Smirnov
+test analyses confronting the CDF of the sample producing unstable
+(explosive roots) behaviour with the CDF of the original prior
 sample;
-\item[]\verb"<DYNARE_file>_prior_stable_corr_*.fig": plots of
+\item[]\verb"<Dynare_file>_prior_stable_corr_*.fig": plots of
 bivariate projections of the sample fulfilling Blanchard-Kahn
 conditions;
-\item[]\verb"<DYNARE_file>_prior_indeterm_corr_*.fig": plots of
+\item[]\verb"<Dynare_file>_prior_indeterm_corr_*.fig": plots of
 bivariate projections of the sample producing indeterminacy;
-\item[]\verb"<DYNARE_file>_prior_unstable_corr_*.fig":  plots of
+\item[]\verb"<Dynare_file>_prior_unstable_corr_*.fig":  plots of
 bivariate projections of the sample producing instability;
-\item[]\verb"<DYNARE_file>_prior_unacceptable_corr_*.fig": plots of
+\item[]\verb"<Dynare_file>_prior_unacceptable_corr_*.fig": plots of
 bivariate projections of the sample producing unacceptable
 solutions, i.e. either instability or indeterminacy or the
 solution could not be found (e.g. the steady state solution could
 not be found by the solver).
 \end{description}
-Similar conventions apply for \verb"<DYNARE_file>_mc_*.fig" files,
+Similar conventions apply for \verb"<Dynare_file>_mc_*.fig" files,
 obtained when samples from multivariate normal are used.
 
 \subsection{RMSE analysis}
-Figure files \verb"<DYNARE_file>_rmse_*.fig" store results for the
+Figure files \verb"<Dynare_file>_rmse_*.fig" store results for the
 RMSE analysis.
 \begin{description}
-\item[]\verb"<DYNARE_file>_rmse_prior*.fig": save results for
+\item[]\verb"<Dynare_file>_rmse_prior*.fig": save results for
 the analysis using prior MC samples;
-\item[]\verb"<DYNARE_file>_rmse_mc*.fig": save results for
+\item[]\verb"<Dynare_file>_rmse_mc*.fig": save results for
 the analysis using multivariate normal MC samples;
-\item[]\verb"<DYNARE_file>_rmse_post*.fig": save results for
+\item[]\verb"<Dynare_file>_rmse_post*.fig": save results for
 the analysis using Metropolis posterior samples.
 \end{description}
 
@@ -369,33 +368,33 @@ The following types of figures are saved (we show prior sample to
 fix ideas, but the same conventions are used for multivariate
 normal and posterior):
 \begin{description}
-\item[]\verb"<DYNARE_file>_rmse_prior_*.fig": for each parameter, plots the cdf's
+\item[]\verb"<Dynare_file>_rmse_prior_*.fig": for each parameter, plots the CDF's
 corresponding to the best 10\% RMES's of each observed series;
-\item[]\verb"<DYNARE_file>_rmse_prior_dens_*.fig": for each parameter, plots the pdf's
+\item[]\verb"<Dynare_file>_rmse_prior_dens_*.fig": for each parameter, plots the pdf's
 corresponding to the best 10\% RMES's of each observed series;
-\item[]\verb"<DYNARE_file>_rmse_prior_<name of observedseries>_corr_*.fig": for each observed series plots the
+\item[]\verb"<Dynare_file>_rmse_prior_<name of observedseries>_corr_*.fig": for each observed series plots the
 bi-dimensional projections of samples with the best 10\% RMSE's,
 when the correlation is significant;
-\item[]\verb"<DYNARE_file>_rmse_prior_lnlik*.fig": for each observed
-series, plots \emph{in red} the cdf of the log-likelihood
-corresponding to the best 10\% RMSE's, \emph{in green} the cdf of
-the rest of the sample and \emph{in blue }the cdf of the full
+\item[]\verb"<Dynare_file>_rmse_prior_lnlik*.fig": for each observed
+series, plots \emph{in red} the CDF of the log-likelihood
+corresponding to the best 10\% RMSE's, \emph{in green} the CDF of
+the rest of the sample and \emph{in blue }the CDF of the full
 sample; this allows to see the  presence of some idiosyncratic
 behaviour;
-\item[]\verb"<DYNARE_file>_rmse_prior_lnpost*.fig": for each observed
-series, plots \emph{in red} the cdf of the log-posterior
-corresponding to the best 10\% RMSE's, \emph{in green} the cdf of
-the rest of the sample and \emph{in blue }the cdf of the full
+\item[]\verb"<Dynare_file>_rmse_prior_lnpost*.fig": for each observed
+series, plots \emph{in red} the CDF of the log-posterior
+corresponding to the best 10\% RMSE's, \emph{in green} the CDF of
+the rest of the sample and \emph{in blue }the CDF of the full
 sample; this allows to see idiosyncratic behaviour;
-\item[]\verb"<DYNARE_file>_rmse_prior_lnprior*.fig": for each observed
-series, plots \emph{in red} the cdf of the log-prior corresponding
-to the best 10\% RMSE's, \emph{in green} the cdf of the rest of
-the sample and \emph{in blue }the cdf of the full sample; this
+\item[]\verb"<Dynare_file>_rmse_prior_lnprior*.fig": for each observed
+series, plots \emph{in red} the CDF of the log-prior corresponding
+to the best 10\% RMSE's, \emph{in green} the CDF of the rest of
+the sample and \emph{in blue }the CDF of the full sample; this
 allows to see idiosyncratic behaviour;
-\item[]\verb"<DYNARE_file>_rmse_prior_lik_SA_*.fig": when
+\item[]\verb"<Dynare_file>_rmse_prior_lik_SA_*.fig": when
 \verb"lik_only=1", this shows the Smirnov tests for the filtering
 of the best 10\% log-likelihood values;
-\item[]\verb"<DYNARE_file>_rmse_prior_post_SA_*.fig": when
+\item[]\verb"<Dynare_file>_rmse_prior_post_SA_*.fig": when
 \verb"lik_only=1", this shows the Smirnov test for the filtering
 of the best 10\% log-posterior values.
 \end{description}
@@ -405,19 +404,19 @@ In the case of the mapping of the reduced form solution, synthetic
 figures are saved in the \verb"\GSA" folder:
 
 \begin{description}
-\item[]\verb"<DYNARE_file>_redform_<endo name>_vs_lags_*.fig":
+\item[]\verb"<Dynare_file>_redform_<endo name>_vs_lags_*.fig":
 shows bar charts of the sensitivity indices for the \emph{ten most
 important} parameters driving the reduced form coefficients of the
 selected endogenous variables (\verb"namendo") versus lagged
 endogenous variables (\verb"namlagendo"); suffix \verb"log"
 indicates the results for  log-transformed entries;
-\item[]\verb"<DYNARE_file>_redform_<endo name>_vs_shocks_*.fig":
+\item[]\verb"<Dynare_file>_redform_<endo name>_vs_shocks_*.fig":
 shows bar charts of the sensitivity indices for the \emph{ten most
 important} parameters driving the reduced form coefficients of the
 selected endogenous variables (\verb"namendo") versus exogenous
 variables (\verb"namexo"); suffix \verb"log" indicates the results
 for  log-transformed entries;
-\item[]\verb"<DYNARE_file>_redform_GSA(_log).fig": shows bar chart of
+\item[]\verb"<Dynare_file>_redform_GSA(_log).fig": shows bar chart of
 all sensitivity indices for each  parameter: this allows to notice
 parameters that have a minor effect for \emph{any} of the reduced
 form coefficients,
@@ -449,24 +448,24 @@ without the need of any user's intervention.
 \subsection{Screening analysis}
 The results of the screening analysis with Morris sampling design
 are stored in the subfolder \verb"\GSA\SCREEN". The data file
-\verb"<DYNARE_file>_prior" stores all the information of the
+\verb"<Dynare_file>_prior" stores all the information of the
 analysis (Morris sample, reduced form coefficients, etc.).
 
 Screening analysis merely concerns reduced form coefficients.
 Similar synthetic bar charts as for the reduced form analysis with
 MC samples are saved:
 \begin{description}
-\item[]\verb"<DYNARE_file>_redform_<endo name>_vs_lags_*.fig":
+\item[]\verb"<Dynare_file>_redform_<endo name>_vs_lags_*.fig":
 shows bar charts of the elementary effect tests for the \emph{ten
 most important} parameters driving the reduced form coefficients
 of the selected endogenous variables (\verb"namendo") versus
 lagged endogenous variables (\verb"namlagendo");
-\item[]\verb"<DYNARE_file>_redform_<endo name>_vs_shocks_*.fig":
+\item[]\verb"<Dynare_file>_redform_<endo name>_vs_shocks_*.fig":
 shows bar charts of the elementary effect tests for the \emph{ten
 most important} parameters driving the reduced form coefficients
 of the selected endogenous variables (\verb"namendo") versus
 exogenous variables (\verb"namexo");
-\item[]\verb"<DYNARE_file>_redform_screen.fig": shows bar chart of
+\item[]\verb"<Dynare_file>_redform_screen.fig": shows bar chart of
 all elementary effect tests for each  parameter: this allows to
 identify parameters that have a minor effect for \emph{any} of the
 reduced form coefficients.

doc/internals/build_internal_documentation.m

@@ -2,7 +2,6 @@ function build_internal_documentation()
 % The name of the function should be explicit...
 
 datafiles  = [];
-datafiles = [ datafiles ; {'../../matlab/utilities/dataset'}, {'initialize_dataset'}];
 datafiles = [ datafiles ; {'../../matlab/utilities/dataset'}, {'descriptive_statistics'}];
 datafiles = [ datafiles ; {'../../matlab/utilities/dataset'}, {'compute_stdv'}];
 datafiles = [ datafiles ; {'../../matlab/utilities/dataset'}, {'compute_cova'}];
@@ -81,4 +80,4 @@ if rows(miscfiles)
         fprintf(fid,'\n\n\n');
     end
 end
-fclose(fid);
\ No newline at end of file
+fclose(fid);

doc/manual/source/_static/mathjax

-/usr/share/javascript/mathjax/
\ No newline at end of file

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.
@@ -13,20 +14,24 @@ Bibliography
 * Andrews, Donald W.K (1991): “Heteroskedasticity and autocorrelation consistent covariance matrix estimation”, *Econometrica*, 59(3), 817–858.
 * Backus, David K., Patrick J. Kehoe, and Finn E. Kydland (1992): “International Real Business Cycles,” *Journal of Political Economy*, 100(4), 745–775.
 * Baxter, Marianne and Robert G. King (1999): “Measuring Business Cycles: Approximate Band-pass Filters for Economic Time Series,” *Review of Economics and Statistics*, 81(4), 575–593.
+* Bini, Dario A., Guy Latouche, and Beatrice Meini (2002): “Solving matrix polynomial equations arising in queueing problems,” *Linear Algebra and its Applications*, 340, 225–244.
+* Boehl, Gregor (2022): “DIME MCMC: A Swiss Army Knife for Bayesian Inference”, *SSRN No. 4250395*
 * Born, Benjamin and Johannes Pfeifer (2014): “Policy risk and the business cycle”, *Journal of Monetary Economics*, 68, 68-85.
 * Boucekkine, Raouf (1995): “An alternative methodology for solving nonlinear forward-looking models,” *Journal of Economic Dynamics and Control*, 19, 711–734.
-* Brayton, Flint and Peter Tinsley (1996): "A Guide to FRB/US: A Macroeconomic Model of the United States", *Finance and Economics Discussion Series*, 1996-42.
-* Brayton, Flint, Morris Davis and Peter Tulip (2000): "Polynomial Adjustment Costs in FRB/US", *Unpublished manuscript*.
+* Brayton, Flint and Peter Tinsley (1996): “A Guide to FRB/US: A Macroeconomic Model of the United States,” *Finance and Economics Discussion Series*, 1996-42.
+* Brayton, Flint, Morris Davis and Peter Tulip (2000): “Polynomial Adjustment Costs in FRB/US,” *Unpublished manuscript*.
 * Brooks, Stephen P., and Andrew Gelman (1998): “General methods for monitoring convergence of iterative simulations,” *Journal of Computational and Graphical Statistics*, 7, pp. 434–455.
 * Cardoso, Margarida F., R. L. Salcedo and S. Feyo de Azevedo (1996): “The simplex simulated annealing approach to continuous non-linear optimization,” *Computers & Chemical Engineering*, 20(9), 1065-1080.
 * Chib, Siddhartha and Srikanth Ramamurthy (2010): “Tailored randomized block MCMC methods with application to DSGE models,” *Journal of Econometrics*, 155, 19–38.
+* Christiano, Lawrence J., Martin Eichenbaum and Charles L. Evans (2005): “Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy,” *Journal of Political Economy*, 113(1), 1–45.
+* Christiano, Lawrence J., Mathias Trabandt, and Karl Walentin (2010): “DSGE Models for Monetary Policy Analysis,” In: *Handbook of Monetary Economics 3*, 285–367.
 * Christiano, Lawrence J., Mathias Trabandt and Karl Walentin (2011): “Introducing financial frictions and unemployment into a small open economy model,” *Journal of Economic Dynamics and Control*, 35(12), 1999–2041.
 * Christoffel, Kai, Günter Coenen and Anders Warne (2010): “Forecasting with DSGE models,” *ECB Working Paper Series*, 1185.
 * Collard, Fabrice (2001): “Stochastic simulations with Dynare: A practical guide”.
 * Collard, Fabrice and Michel Juillard (2001a): “Accuracy of stochastic perturbation methods: The case of asset pricing models,” *Journal of Economic Dynamics and Control*, 25, 979–999.
 * Collard, Fabrice and Michel Juillard (2001b): “A Higher-Order Taylor Expansion Approach to Simulation of Stochastic Forward-Looking Models with an Application to a Non-Linear Phillips Curve,” *Computational Economics*, 17, 125–139.
 * Corana, Angelo, M. Marchesi, Claudio Martini, and Sandro Ridella (1987): “Minimizing multimodal functions of continuous variables with the “simulated annealing” algorithm”, *ACM Transactions on Mathematical Software*, 13(3), 262–280.
-* Cuba-Borda, Pablo, Luca Guerrieri, Matteo Iacoviello, and Molin Zhong (2019): "Likelihood evaluation of models with occasionally binding constraints", Journal of Applied Econometrics, 34(7), 1073-1085
+* Cuba-Borda, Pablo, Luca Guerrieri, Matteo Iacoviello, and Molin Zhong (2019): “Likelihood evaluation of models with occasionally binding constraints,” Journal of Applied Econometrics, 34(7), 1073-1085
 * Del Negro, Marco and Frank Schorfheide (2004): “Priors from General Equilibrium Models for VARs”, *International Economic Review*, 45(2), 643–673.
 * Dennis, Richard (2007): “Optimal Policy In Rational Expectations Models: New Solution Algorithms”, *Macroeconomic Dynamics*, 11(1), 31–55.
 * Duffie, Darrel and Kenneth J. Singleton (1993): “Simulated Moments Estimation of Markov Models of Asset Prices”, *Econometrica*, 61(4), 929-952.
@@ -46,6 +51,7 @@ Bibliography
 * Hansen, Lars P. (1982): “Large sample properties of generalized method of moments estimators,” Econometrica, 50(4), 1029–1054.
 * Hansen, Nikolaus and Stefan Kern (2004): “Evaluating the CMA Evolution Strategy on Multimodal Test Functions”. In: *Eighth International Conference on Parallel Problem Solving from Nature PPSN VIII*, Proceedings, Berlin: Springer, 282–291.
 * Harvey, Andrew C. and Garry D.A. Phillips (1979): “Maximum likelihood estimation of regression models with autoregressive-moving average disturbances,” *Biometrika*, 66(1), 49–58.
+* Herbst, Edward and Schorfheide, Frank (2014): “Sequential Monte Carlo Sampling for DSGE Models,” *Journal of Applied Econometrics*, 29, 1073-1098.
 * Herbst, Edward (2015): “Using the “Chandrasekhar Recursions” for Likelihood Evaluation of DSGE Models,” *Computational Economics*, 45(4), 693–705.
 * Ireland, Peter (2004): “A Method for Taking Models to the Data,” *Journal of Economic Dynamics and Control*, 28, 1205–26.
 * Iskrev, Nikolay (2010): “Local identification in DSGE models,” *Journal of Monetary Economics*, 57(2), 189–202.
@@ -60,7 +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 © 2018-2022 Dynare Team
+# Copyright © 2018-2025 Dynare Team
 #
 # This file is part of Dynare.
 #
@@ -31,12 +31,10 @@ templates_path = ['_templates']
 
 html_static_path = ['_static']
 
-mathjax_path = 'mathjax/MathJax.js?config=TeX-AMS-MML_HTMLorMML'
-
 master_doc = 'index'
 
 project = u'Dynare'
-copyright = u'1996–2022 Dynare Team'
+copyright = u'1996–2025 Dynare Team'
 author = u'Dynare Team'
 
 add_function_parentheses = False
@@ -73,12 +71,15 @@ latex_elements = {
                     warningBorderColor={RGB}{255,50,50},OuterLinkColor={RGB}{34,139,34}, \
                     InnerLinkColor={RGB}{51,51,255},TitleColor={RGB}{51,51,255}',
     'papersize': 'a4paper',
-    'preamble': r'\DeclareUnicodeCharacter{200B}{}', # Part of the workaround for #1707
+    # Add support for the perpendicular symbol input as UTF-8
+    'preamble': r'''
+\DeclareUnicodeCharacter{27C2}{\ensuremath{\perp}}
+'''
 }
 
 latex_documents = [
     (master_doc, 'dynare-manual.tex', u'Dynare Reference Manual',
-     u'Dynare team', 'manual'),
+     u'Dynare Team', 'manual'),
 ]
 
 man_pages = [

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

@@ -8,6 +8,20 @@
 Dynare misc commands
 ####################
 
+.. matcomm:: send_endogenous_variables_to_workspace ;
+
+    Puts the simulation results for the endogenous variables stored in ``oo_.endo_simul`` 
+    into vectors with the same name as the respective variables into the base workspace.
+
+.. matcomm:: send_exogenous_variables_to_workspace ;
+
+    Puts the simulation results for the exogenous variables stored in ``oo_.exo_simul`` 
+    into vectors with the same name as the respective variables into the base workspace.
+
+.. matcomm:: send_irfs_to_workspace ;
+
+    Puts the IRFs stored in ``oo_.irfs`` into vectors with the same name into the base workspace.
+
 .. command:: prior_function(OPTIONS);
 
     Executes a user-defined function on parameter draws from the prior
@@ -155,7 +169,7 @@ Dynare misc commands
 
    |br|
 
-.. matcomm:: prior [OPTIONS[, ...]];
+.. matcomm:: prior [OPTIONS[ ...]];
 
    Prints information about the prior distribution given the provided
    options. If no options are provided, the command returns the list of
@@ -216,27 +230,137 @@ Dynare misc commands
    Searches all occurrences of a variable in a model, and prints the
    equations where the variable appear in the command line window. If OPTION is
    set to `withparamvalues`, the values of the parameters (if available) are
-   displayed instead of the name of the parameters.
+   displayed instead of the name of the parameters. Requires the `json` command
+   line option to be set.
 
    *Example*
 
-   Assuming that we already ran a `.mod` file and that the workspace has not
-   been cleaned after, we can search for all the equations containing variable `X`
+      Assuming that we already ran a `.mod` file and that the workspace has not
+      been cleaned after, we can search for all the equations containing variable `X`
+
+      ::
+
+         >> search X
+
+         Y = alpha*X/(1-X)+e;
+
+         diff(X) = beta*(X(-1)-mX) + gamma1*Z + gamma2*R + u;
+
+      To replace the parameters with estimated or calibrated parameters:
+
+      ::
+
+         >> search X withparamvalues
+
+         Y = 1.254634*X/(1-X)+e;
+
+         diff(X) = -0.031459*(X(-1)-mX) + 0.1*Z - 0.2*R + u;
+
+   |br|
+
+
+.. matcomm:: dplot [OPTION VALUE[ ...]]
+
+   Plot expressions extracting data from different dseries objects.
+
+   *Options*
+
+   .. option:: --expression EXPRESSION
+
+      ``EXPRESSION`` is a mathematical expression involving variables
+      available in the dseries objects, dseries methods, numbers or
+      parameters. All the referenced objects are supposed to be
+      available in the calling workspace.
+
+   .. option:: --dseries NAME
+
+      ``NAME`` is the name of a dseries object from which the
+      variables involved in ``EXPRESSION`` will be extracted.
+
+   .. option:: --range DATE1:DATE2
+
+      This option is not mandatory and allows to plot the expressions
+      only over a sub-range. ``DATE1`` and ``DATE2`` must be dates as
+      defined in :ref:`dates in a mod file`.
+
+   .. option:: --style MATLAB_SCRIPT_NAME
+
+      Name of a Matlab script (without extension) containing Matlab
+      commands to customize the produced figure.
+
+   .. option:: --title MATLAB_STRING
+
+      Adds a title to the figure.
+
+   .. option:: --with-legend
+
+      Prints a legend below the produced plot.
+
+   *Remarks*
+
+    - More than one --expression argument is allowed, and they must come first.
+
+    - For each dseries object we plot all the expressions. We use two
+      nested loops, the outer loop is over the dseries objects and the
+      inner loop over the expressions. This determines the ordering of
+      the plotted lines.
+
+    - All dseries objects must be defined in the calling workspace, if a
+      dseries object is missing the routine throws a warning (we only
+      build the plots for the available dseries objects), if all dseries
+      objects are missing the routine throws an error.
+
+    - If the range is not provided, the expressions cannot involve leads or lags.
+
+   *Example*
+
+      ::
+
+         >> toto = dseries(randn(100,3), dates('2000Q1'), {'x','y','z'});
+         >> noddy = dseries(randn(100,3), dates('2000Q1'), {'x','y','z'});
+         >> b = 3;
+         >> dplot --expression 2/b*cumsum(x/y(-1)-1) --dseries toto --dseries noddy --range 2001Q1:2024Q1 --title 'This is my plot'
+
+      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'``
 
-      >> search X
+            .mex file used during nonlinear filtering at `order=2` without 
+            `k_order_solver` or with `pruning`. Default number of threads: 
+            number of logical cores.
 
-      Y = alpha*X/(1-X)+e;
+        ``'local_state_space_iteration_3'``
 
-      diff(X) = beta*(X(-1)-mX) + gamma1*Z + gamma2*R + u;
+            .mex file used during nonlinear filtering at `order=3` without 
+            `k_order_solver` or with `pruning`. Default number of threads: 
+            number of logical cores.
 
-   To replace the parameters with estimated or calibrated parameters:
+        ``'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.
 
-      >> search X withparamvalues
+        ``'perfect_foresight_problem'``
+        
+            .mex file used during perfect foresight simulations. Default number of threads: 
+            number of logical cores.
 
-      Y = 1.254634*X/(1-X)+e;
+        ``'k_order_perturbation'``
 
-      diff(X) = -0.031459*(X(-1)-mX) + 0.1*Z - 0.2*R + u;
+            .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/examples.rst

@@ -79,3 +79,10 @@ description, please refer to the comments inside the files themselves.
     File demonstrating how to conduct optimal policy experiments in a 
     simple New Keynesian model under commitment (Ramsey) with a user-defined
     conditional steady state file
+
+``rbc_irf_matching.mod``
+
+    Baseline RBC model with government spending shocks estimated via impulse response function (IRF) matching.
+    Both Frequentist (Maximum Likelihood) and Bayesian (Slice Sampling) approaches are presented.
+    Additionally, it is shown how to estimate an AR(2)-process
+    by working with the roots of the autoregressive process instead of the coefficients

doc/manual/source/index.rst

@@ -11,7 +11,7 @@ Currently the development team of Dynare is composed of:
 * Willi Mutschler (University of Tübingen)
 * Johannes Pfeifer (University of the Bundeswehr Munich)
 * Marco Ratto (European Commission, Joint Research Centre - JRC)
-* Normann Rion (CY Cergy Paris Université and CEPREMAP)
+* Normann Rion (CEPREMAP)
 * Sébastien Villemot (CEPREMAP)
 
 The following people used to be members of the team:
@@ -26,7 +26,7 @@ The following people used to be members of the team:
 * Ferhat Mihoubi
 * George Perendia
 
-Copyright © 1996-2023, 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 (12
-“Monterey”), 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 8.3 (R2014a) to 23.2 (R2023b);
-* GNU Octave, any version ranging from 6.2.0 to 8.3.0, with the statistics package
+* MATLAB, any version ranging from 9.5 (R2018b) to 24.2 (R2024b);
+* GNU Octave, any version ranging from 7.1.0 to 9.4.0, 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.
@@ -23,11 +23,20 @@ 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 
 
-* If under Octave, the following `Octave-Forge`_ packages: ``optim, io,
-  control``.
+  * 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``.
 
 
 Installation of Dynare
@@ -91,33 +100,35 @@ Debian, Ubuntu and Linux Mint).
 On macOS
 --------
 
+.. warning::
+
+   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::
+
+     sudo chown -R "$USER":staff /Applications/Dynare
+
+   Alternatively, you can modify the installation path in the automated installed using *Customize* and *Location*.
+   After installation, the folder will contain several sub-directories, among which are ``matlab``, ``mex``, and ``doc``.
+   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.pkg`` (where *x.y* is the version number), and follow the
-instructions. The default installation directory is
-``/Applications/Dynare/x.y``. After installation, this directory will contain
-several sub-directories, among which are ``matlab``, ``mex``, and ``doc``.
-
-Note that several versions of Dynare can coexist (by default in
-``/Applications/Dynare``), as long as you correctly adjust your path
-settings (see :ref:`words-warning`).
-
-By default, the installer installs a version of GCC (for use with :opt:`use_dll`)
-in the installation directory, under the ``.brew`` folder. To do so, it also
-installs a version of Homebrew_ in the same folder and
-Xcode Command Line Tools (this is an Apple product) in a system folder.
-
-All of this requires a bit of time and hard disk space. The amount of time it
-takes will depend on your computing power and internet connection. To reduce
-the time the Dynare installer takes, you can install Xcode Command Line Tools
-yourself (see :ref:`prerequisites-macos`). Dynare, Homebrew, and GCC use
-about 600 MB of disk space while the Xcode Command Line Tools require about 400
-MB.
-
-If you do not use the :opt:`use_dll` option, you have the choice to forgo the
-installation of GCC and hence Dynare will only take about 50 MB of disk space.
+``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
 ^^^^^^^^^^^
@@ -139,6 +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
 ----------
 
@@ -192,8 +205,26 @@ Dynare now ships a compilation environment that can be used with the
 :opt:`use_dll` option. To install this environment correctly, the Dynare
 installer ensures that the Xcode Command Line Tools (an Apple product) have
 been installed on a system folder. To install the Xcode Command Line Tools
-yourself, simply type ``xcode-select --install`` into the Terminal
+yourself, simply type ``xcode-select --install`` into the terminal
 (``/Applications/Utilities/Terminal.app``) prompt.
+Additionally, to make MATLAB aware that you agree to the terms of Xcode, run the following two commands in the Terminal prompt::
+
+  CLT_VERSION=$(pkgutil --pkg-info=com.apple.pkg.CLTools_Executables | grep version | awk '{print $2}' | cut -d'.' -f1-2)
+  defaults write com.apple.dt.Xcode IDEXcodeVersionForAgreedToGMLicense "${CLT_VERSION}"
+  defaults read com.apple.dt.Xcode IDEXcodeVersionForAgreedToGMLicense
+
+Otherwise you will see a warning that Xcode is installed, but its license has not been accepted.
+You can check this e.g. by running the following command in the MATLAB command window::
+
+  mex -setup
+
+Moreover, we recommend making use of optimized compilation flags when using :opt:`use_dll` and for this you need to install GCC via Homebrew_::
+  
+  brew install gcc
+
+If you already have installed GCC, Dynare will automatically prefer it for :opt:`use_dll`
+if the binaries are either in ``/opt/homebrew/bin`` on Apple Silicon (arm64) or in ``/usr/local/bin`` on Intel (x86_64) systems.
+Otherwise, it will fall back to Clang in ``/usr/bin/clang``, which works both on arm64 and x86_64 systems.
 
 With Octave
 ^^^^^^^^^^^
@@ -313,3 +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>`__.
\ No newline at end of file

doc/manual/source/introduction.rst

@@ -94,26 +94,24 @@ Citing Dynare in your research
 You should cite Dynare if you use it in your research. The
 recommended way todo this is to cite the present manual, as:
 
-    Stéphane Adjemian, Houtan Bastani, Michel Juillard, Frédéric Karamé,
-    Ferhat Mihoubi, Willi Mutschler, Johannes Pfeifer, Marco Ratto,
-    Normann Rion and Sébastien Villemot (2022), “Dynare: Reference Manual,
-    Version 5,” *Dynare Working Papers*, 72, CEPREMAP
+    Stéphane Adjemian, Michel Juillard, Frédéric Karamé, Willi Mutschler,
+    Johannes Pfeifer, Marco Ratto, Normann Rion and Sébastien Villemot (2024),
+    “Dynare: Reference Manual, Version 6,” *Dynare Working Papers*, 80, CEPREMAP
 
 For convenience, you can copy and paste the following into your BibTeX file:
 
     .. code-block:: bibtex
 
-        @TechReport{Adjemianetal2022,
-          author      = {Adjemian, St\'ephane and Bastani, Houtan and
-                         Juillard, Michel and Karam\'e, Fr\'ederic and
-                         Mihoubi, Ferhat and Mutschler, Willi
-                         and Pfeifer, Johannes and Ratto, Marco and
+        @TechReport{Adjemianetal2024,
+          author      = {Adjemian, St\'ephane and Juillard, Michel and
+                         Karam\'e, Fr\'ederic and Mutschler, Willi and
+                         Pfeifer, Johannes and Ratto, Marco and
                          Rion, Normann and Villemot, S\'ebastien},
-          title       = {Dynare: Reference Manual Version 5},
-          year        = {2022},
+          title       = {Dynare: Reference Manual, Version 6},
+          year        = {2024},
           institution = {CEPREMAP},
           type        = {Dynare Working Papers},
-          number      = {72},
+          number      = {80},
         }
 
 If you want to give a URL, use the address of the Dynare website:

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
 
@@ -160,7 +157,7 @@ by the ``dynare`` command.
         Instructs ``dynare`` to save the intermediary file which is obtained
         after macro processing (see :ref:`macro-proc-lang`); the saved output
         will go in the file specified, or if no file is specified in
-        ``FILENAME-macroexp.mod``. See the :ref:`note on quotes<quote-note>`
+        ``FILENAME_macroexp.mod``. See the :ref:`note on quotes<quote-note>`
         for info on passing a ``FILENAME`` argument containing spaces.
 
     .. option:: onlymacro
@@ -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
 
@@ -409,9 +409,11 @@ by the ``dynare`` command.
 
     .. option:: fast
 
-        Only useful with model option :opt:`use_dll`. Don’t recompile the
-        MEX files when running again the same model file and the lists
-        of variables and the equations haven’t changed. We use a 32
+        Don’t rewrite the output files otherwise written to the disk by the preprocessor 
+        when re-running the same model file while the lists of variables and the equations 
+        haven’t changed. Note that the whole model still needs to be preprocessed. This option 
+        is most useful with model option :opt:`use_dll`, because 
+        the time-consuming compilation of the MEX files will be skipped. We use a 32
         bit checksum, stored in ``<model filename>/checksum``. There
         is a very small probability that the preprocessor misses a
         change in the model. In case of doubt, re-run without the fast
@@ -552,7 +554,7 @@ by the ``dynare`` command.
     executing the ``dynare`` command will leave variables containing
     results in the workspace available for further processing. More
     details are given under the relevant computing tasks. The
-    ``M_``,``oo_``, and ``options_`` structures are saved in a file
+    ``M_``, ``oo_``, and ``options_`` structures are saved in a file
     called ``FILENAME_results.mat`` located in the ``MODFILENAME/Output`` folder.
     If they exist, ``estim_params_``,
     ``bayestopt_``, ``dataset_``, ``oo_recursive_`` and