From 1ddf93981c09462d0daea6433c0e803f64b9ea31 Mon Sep 17 00:00:00 2001
From: Johannes Pfeifer <jpfeifer@gmx,de>
Date: Tue, 3 Dec 2013 14:42:13 +0100
Subject: [PATCH] Add example files to manuals and describe what they do
(cherry picked from commit c837bce03026626a483f6bfa4b58db0e3d6b2b08)
---
doc/dynare.texi | 15 +++++++++++++--
1 file changed, 13 insertions(+), 2 deletions(-)
diff --git a/doc/dynare.texi b/doc/dynare.texi
index 9a735a680e..daeac47f97 100644
--- a/doc/dynare.texi
+++ b/doc/dynare.texi
@@ -10518,8 +10518,12 @@ Two examples of a small RBC model in a stochastic setup, presented in
@cite{Collard (2001)} (see the file @file{guide.pdf} which comes with
Dynare).
+@item example3.mod
+A small RBC model in a stochastic setup, presented in
+@cite{Collard (2001)}. The steady state is solved analytically using the @code{steady_state_model} block (@pxref{steady_state_model}).
+
@item fs2000.mod
-A cash in advance model, estimated by @cite{Schorfheide (2000)}.
+A cash in advance model, estimated by @cite{Schorfheide (2000)}. The file shows how to use Dynare for estimation.
@item fs2000_nonstationary.mod
The same model than @file{fs2000.mod}, but written in non-stationary
@@ -10527,12 +10531,15 @@ form. Detrending of the equations is done by Dynare.
@item bkk.mod
Multi-country RBC model with time to build, presented in @cite{Backus,
-Kehoe and Kydland (1992)}.
+Kehoe and Kydland (1992)}. The file shows how to use Dynare's macro-processor.
@item agtrend.mod
Small open economy RBC model with shocks to the growth trend, presented
in @cite{Aguiar and Gopinath (2004)}.
+@item NK_baseline.mod
+Baseline New Keynesian Model estimated in @cite{Fernández-Villaverde (2010)}. It demonstrates how to use an explicit steady state file to update parameters and call a numerical solver.
+
@end table
@node Dynare misc commands
@@ -10699,6 +10706,10 @@ Fernández-Villaverde, Jesús and Juan Rubio-Ramírez (2005): ``Estimating
Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood,''
@i{Journal of Applied Econometrics}, 20, 891--910
+@item
+Fernández-Villaverde, Jesús (2010): ``The econometrics of DSGE models,''
+@i{SERIEs}, 1, 3--49
+
@item
Geweke, John (1992): ``Evaluating the accuracy of sampling-based approaches
to the calculation of posterior moments'', in J.O. Berger, J.M. Bernardo,
--
GitLab