diff --git a/Makefile.am b/Makefile.am
index be4207e93aa466801c22b849151c9cb81d97b82b..0aaf8f0bbcdcc329ec2536bcca813d09e44eb9f1 100644
--- a/Makefile.am
+++ b/Makefile.am
@@ -23,14 +23,14 @@ EXTRA_DIST = \
license.txt \
windows/dynare.nsi \
windows/mexopts.bat \
- windows/README.txt
+ windows/README.txt \
+ examples
clean-local:
rm -rf `find mex/sources -name *.o`
dist-hook: clean-local
- rm -rf `find $(distdir) -name .svn`
rm -rf `find $(distdir)/mex/sources -name *.o`
- rm -rf `find $(distdir)/matlab -name *~`
+ rm -rf `find $(distdir)/matlab $(distdir)/examples -name *~`
rm -f $(distdir)/matlab/dynare_m$(EXEEXT) $(distdir)/matlab/dynare_version.m
$(MKDIR_P) $(distdir)/mex/matlab $(distdir)/mex/octave
diff --git a/doc/manual.xml b/doc/manual.xml
index d49a134e986f0efb40906bf1db9c0d7c6bc97f9f..e3e598e446e9472d8accf968248ea6531d0c98d9 100644
--- a/doc/manual.xml
+++ b/doc/manual.xml
@@ -3803,6 +3803,31 @@ plot_conditional_forecast(periods = 10) e u;
</chapter>
+<chapter>
+ <title>Examples</title>
+ <para>Dynare comes with a database of example <filename class="extension">.mod</filename> files, which are designed to show a broad range of Dynare features, and are taken from academic papers for most of them. You should have these files in the <filename class="directory">examples</filename> subdirectory of your distribution.</para>
+ <para>Here is a short list of the examples included. For a more complete description, please refer to the comments inside the files themselves.</para>
+ <variablelist>
+ <varlistentry>
+ <term><filename>ramst.mod</filename></term>
+ <listitem><para>An elementary real business cycle (RBC) model, simulated in a deterministic setup.</para></listitem>
+ </varlistentry>
+ <varlistentry>
+ <term><filename>example1.mod</filename></term>
+ <term><filename>example2.mod</filename></term>
+ <listitem><para>Two examples of a small RBC model in a stochastic setup, presented in <xref linkend="collard_2001"/> (see the file <filename>guide.pdf</filename> which comes with Dynare).</para></listitem>
+ </varlistentry>
+ <varlistentry>
+ <term><filename>fs2000.mod</filename></term>
+ <listitem><para>A cash in advance model, estimated by <xref linkend="schorfheide_2000"/>.</para></listitem>
+ </varlistentry>
+ <varlistentry>
+ <term><filename>bkk.mod</filename></term>
+ <listitem><para>Multi-country RBC model with time to build, presented in <xref linkend="backus-kehoe-kydland_1992"/>.</para></listitem>
+ </varlistentry>
+ </variablelist>
+</chapter>
+
<bibliography>
<biblioentry id="boucekkine_1995" xreflabel="Boucekkine (1995)">
@@ -3905,7 +3930,7 @@ plot_conditional_forecast(periods = 10) e u;
</biblioset>
</biblioentry>
- <biblioentry>
+ <biblioentry id="fernandez-villaverde-rubio-ramirez_2004" xreflabel="Fernandez-Villaverde and Rubio-Ramirez (2004)">
<biblioset relation="article">
<authorgroup>
<author>
@@ -4030,7 +4055,7 @@ plot_conditional_forecast(periods = 10) e u;
</biblioset>
</biblioentry>
- <biblioentry>
+ <biblioentry id="lubik-schorfheide_2007" xreflabel="Lubik and Schorfheide (2007)">
<biblioset relation="article">
<authorgroup>
<author>
@@ -4097,7 +4122,8 @@ plot_conditional_forecast(periods = 10) e u;
<biblioset relation="journal">
<title>Journal of Applied Econometrics</title>
<volumenum>15</volumenum>
- <pagenums>645-70</pagenums>
+ <issuenum>6</issuenum>
+ <pagenums>645-670</pagenums>
</biblioset>
</biblioentry>
@@ -4145,5 +4171,46 @@ plot_conditional_forecast(periods = 10) e u;
</biblioset>
</biblioentry>
+ <biblioentry id="collard_2001" xreflabel="Collard (2001)">
+ <biblioset relation="article">
+ <authorgroup>
+ <author>
+ <surname>Collard</surname>
+ <firstname>Fabrice</firstname>
+ </author>
+ </authorgroup>
+ <pubdate>2001</pubdate>
+ <title>Stochastic simulations with Dynare: A practical guide</title>
+ </biblioset>
+ </biblioentry>
+
+ <biblioentry id="backus-kehoe-kydland_1992" xreflabel="Backus, Kehoe and Kydland (1992)">
+ <biblioset relation="article">
+ <authorgroup>
+ <author>
+ <surname>Backus</surname>
+ <firstname>David K.</firstname>
+ </author>
+ <author>
+ <surname>Kehoe</surname>
+ <firstname>Patrick J.</firstname>
+ </author>
+ <author>
+ <surname>Kydland</surname>
+ <firstname>Finn E.</firstname>
+ </author>
+ </authorgroup>
+ <pubdate>1992</pubdate>
+ <title>International Real Business Cycles</title>
+ </biblioset>
+ <biblioset relation="journal">
+ <title>Journal of Political Economy</title>
+ <volumenum>100</volumenum>
+ <issuenum>4</issuenum>
+ <pagenums>745-775</pagenums>
+ </biblioset>
+
+ </biblioentry>
+
</bibliography>
</book>
diff --git a/examples/bkk.mod b/examples/bkk.mod
new file mode 100644
index 0000000000000000000000000000000000000000..aca08ebfde7a5d8830a57c97b78763aa922698e2
--- /dev/null
+++ b/examples/bkk.mod
@@ -0,0 +1,173 @@
+/*
+ * This file implements the multi-country RBC model with time to build,
+ * described in Backus, Kehoe and Kydland (1992): "International Real Business
+ * Cycles", Journal of Political Economy, 100(4), 745-775.
+ *
+ * The notation for the variable names are the same in this file than in the paper.
+ * However the timing convention is different: we had to taken into account the
+ * fact that in Dynare, if a variable is denoted at the current period, then
+ * this variable must be also decided at the current period.
+ * Concretely, here are the differences between the paper and the model file:
+ * - z_t in the model file is equal to z_{t+1} in the paper
+ * - k_t in the model file is equal to k_{t+J} in the paper
+ * - s_t in the model file is equal to s_{J,t}=s_{J-1,t+1}=...=s_{1,t+J-1} in the paper
+ *
+ * The macroprocessor is used in this file to create a loop over countries.
+ * Only two countries are used here (as in the paper), but it is easy to add
+ * new countries in the corresponding macro-variable and completing the
+ * calibration.
+ *
+ * The calibration is the same than in the paper. The results in terms of
+ * moments of variables are very close to that of the paper (but not equal
+ * since the authors a different solution method).
+ *
+ * This implementation was written by Sebastien Villemot. Please note that the
+ * following copyright notice only applies to this Dynare implementation of the
+ * model.
+ */
+
+/*
+ * Copyright (C) 2010 Dynare Team
+ *
+ * This file is part of Dynare.
+ *
+ * Dynare is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * Dynare is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with Dynare. If not, see <http://www.gnu.org/licenses/>.
+ */
+
+@#define countries = [ "H", "F" ]
+@#define J = 4
+
+@#for co in countries
+var C_@{co} L_@{co} N_@{co} A_@{co} K_@{co} Z_@{co} X_@{co} LAMBDA_@{co} S_@{co} NX_@{co} Y_@{co};
+
+varexo E_@{co};
+
+parameters beta_@{co} alpha_@{co} eta_@{co} mu_@{co} gamma_@{co} theta_@{co} nu_@{co} sigma_@{co} delta_@{co} phi_@{co} psi_@{co} rho_@{co}_@{co};
+@#endfor
+
+// Lagrange multiplier of aggregate constraint
+var LGM;
+
+parameters rho_@{countries[1]}_@{countries[2]} rho_@{countries[2]}_@{countries[1]};
+
+model;
+@#for co in countries
+
+Y_@{co} = ((LAMBDA_@{co}*K_@{co}(-@{J})^theta_@{co}*N_@{co}^(1-theta_@{co}))^(-nu_@{co}) + sigma_@{co}*Z_@{co}(-1)^(-nu_@{co}))^(-1/nu_@{co});
+K_@{co} = (1-delta_@{co})*K_@{co}(-1) + S_@{co};
+X_@{co} =
+@# for lag in (-J+1):0
+ + phi_@{co}*S_@{co}(@{lag})
+@# endfor
+;
+
+A_@{co} = (1-eta_@{co})*A_@{co}(-1) + N_@{co};
+L_@{co} = 1 - alpha_@{co}*N_@{co} - (1-alpha_@{co})*eta_@{co}*A_@{co}(-1);
+
+// Utility multiplied by gamma
+# U_@{co} = (C_@{co}^mu_@{co}*L_@{co}^(1-mu_@{co}))^gamma_@{co};
+
+// FOC with respect to consumption
+psi_@{co}*mu_@{co}/C_@{co}*U_@{co} = LGM;
+
+// FOC with respect to labor
+// NOTE: this condition is only valid for alpha = 1
+psi_@{co}*(1-mu_@{co})/L_@{co}*U_@{co}*(-alpha_@{co}) = - LGM * (1-theta_@{co})/N_@{co}*(LAMBDA_@{co}*K_@{co}(-@{J})^theta_@{co}*N_@{co}^(1-theta_@{co}))^(-nu_@{co})*Y_@{co}^(1+nu_@{co});
+
+// FOC with respect to capital
+@# for lag in 0:(J-1)
+ +beta_@{co}^@{lag}*LGM(+@{lag})*phi_@{co}
+@# endfor
+@# for lag in 1:J
+ -beta_@{co}^@{lag}*LGM(+@{lag})*phi_@{co}*(1-delta_@{co})
+@# endfor
+ = beta_@{co}^@{J}*LGM(+@{J})*theta_@{co}/K_@{co}*(LAMBDA_@{co}(+@{J})*K_@{co}^theta_@{co}*N_@{co}(+@{J})^(1-theta_@{co}))^(-nu_@{co})*Y_@{co}(+@{J})^(1+nu_@{co});
+
+// FOC with respect to stock of inventories
+ LGM=beta_@{co}*LGM(+1)*(1+sigma_@{co}*Z_@{co}^(-nu_@{co}-1)*Y_@{co}(+1)^(1+nu_@{co}));
+
+// Shock process
+@# if co == countries[1]
+@# define alt_co = countries[2]
+@# else
+@# define alt_co = countries[1]
+@# endif
+ (LAMBDA_@{co}-1) = rho_@{co}_@{co}*(LAMBDA_@{co}(-1)-1) + rho_@{co}_@{alt_co}*(LAMBDA_@{alt_co}(-1)-1) + E_@{co};
+
+
+NX_@{co} = (Y_@{co} - (C_@{co} + X_@{co} + Z_@{co} - Z_@{co}(-1)))/Y_@{co};
+
+@#endfor
+
+// World ressource constraint
+@#for co in countries
+ +C_@{co} + X_@{co} + Z_@{co} - Z_@{co}(-1)
+@#endfor
+ =
+@#for co in countries
+ +Y_@{co}
+@#endfor
+ ;
+
+end;
+
+@#for co in countries
+beta_@{co} = 0.99;
+mu_@{co} = 0.34;
+gamma_@{co} = -1.0;
+alpha_@{co} = 1;
+eta_@{co} = 0.5; // Irrelevant when alpha=1
+theta_@{co} = 0.36;
+nu_@{co} = 3;
+sigma_@{co} = 0.01;
+delta_@{co} = 0.025;
+phi_@{co} = 1/@{J};
+psi_@{co} = 0.5;
+@#endfor
+
+rho_H_H = 0.906;
+rho_F_F = 0.906;
+rho_H_F = 0.088;
+rho_F_H = 0.088;
+
+initval;
+@#for co in countries
+LAMBDA_@{co} = 1;
+NX_@{co} = 0;
+Z_@{co} = 1;
+A_@{co} = 1;
+L_@{co} = 0.5;
+N_@{co} = 0.5;
+Y_@{co} = 1;
+K_@{co} = 1;
+C_@{co} = 1;
+S_@{co} = 1;
+X_@{co} = 1;
+
+E_@{co} = 0;
+@#endfor
+
+LGM = 1;
+end;
+
+shocks;
+var E_H; stderr 0.00852;
+var E_F; stderr 0.00852;
+corr E_H, E_F = 0.258;
+end;
+
+steady;
+check;
+
+stoch_simul(order=1, hp_filter=1600, nograph);
diff --git a/examples/example1.mod b/examples/example1.mod
new file mode 100644
index 0000000000000000000000000000000000000000..8fb9df1e8ec60eafd35a0c51094892a360a1f8d5
--- /dev/null
+++ b/examples/example1.mod
@@ -0,0 +1,68 @@
+/*
+ * Example 1 from F. Collard (2001): "Stochastic simulations with DYNARE:
+ * A practical guide" (see "guide.pdf" in the documentation directory).
+ */
+
+/*
+ * Copyright (C) 2001-2010 Dynare Team
+ *
+ * This file is part of Dynare.
+ *
+ * Dynare is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * Dynare is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with Dynare. If not, see <http://www.gnu.org/licenses/>.
+ */
+
+
+var y, c, k, a, h, b;
+varexo e, u;
+
+parameters beta, rho, alpha, delta, theta, psi, tau;
+
+alpha = 0.36;
+rho = 0.95;
+tau = 0.025;
+beta = 0.99;
+delta = 0.025;
+psi = 0;
+theta = 2.95;
+
+phi = 0.1;
+
+model;
+c*theta*h^(1+psi)=(1-alpha)*y;
+k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1)))
+ *(exp(b(+1))*alpha*y(+1)+(1-delta)*k));
+y = exp(a)*(k(-1)^alpha)*(h^(1-alpha));
+k = exp(b)*(y-c)+(1-delta)*k(-1);
+a = rho*a(-1)+tau*b(-1) + e;
+b = tau*a(-1)+rho*b(-1) + u;
+end;
+
+initval;
+y = 1.08068253095672;
+c = 0.80359242014163;
+h = 0.29175631001732;
+k = 11.08360443260358;
+a = 0;
+b = 0;
+e = 0;
+u = 0;
+end;
+
+shocks;
+var e; stderr 0.009;
+var u; stderr 0.009;
+var e, u = phi*0.009*0.009;
+end;
+
+stoch_simul;
diff --git a/examples/example2.mod b/examples/example2.mod
new file mode 100644
index 0000000000000000000000000000000000000000..09d505828ed393b57d918e0c5668b86624bb23e2
--- /dev/null
+++ b/examples/example2.mod
@@ -0,0 +1,67 @@
+/*
+ * Example 2 from F. Collard (2001): "Stochastic simulations with DYNARE:
+ * A practical guide" (see "guide.pdf" in the documentation directory).
+ */
+
+/*
+ * Copyright (C) 2001-2010 Dynare Team
+ *
+ * This file is part of Dynare.
+ *
+ * Dynare is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * Dynare is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with Dynare. If not, see <http://www.gnu.org/licenses/>.
+ */
+
+
+var y, c, k, a, h, b;
+varexo e, u;
+
+parameters beta, rho, alpha, delta, theta, psi, tau;
+
+alpha = 0.36;
+rho = 0.95;
+tau = 0.025;
+beta = 0.99;
+delta = 0.025;
+psi = 0;
+theta = 2.95;
+
+model;
+exp(c)*theta*exp(h)^(1+psi)=(1-alpha)*exp(y);
+exp(k) = beta*(((exp(b)*exp(c))/(exp(b(+1))*exp(c(+1))))
+ *(exp(b(+1))*alpha*exp(y(+1))+(1-delta)*exp(k)));
+exp(y) = exp(a)*(exp(k(-1))^alpha)*(exp(h)^(1-alpha));
+exp(k) = exp(b)*(exp(y)-exp(c))+(1-delta)*exp(k(-1));
+a = rho*a(-1)+tau*b(-1) + e;
+b = tau*a(-1)+rho*b(-1) + u;
+end;
+
+initval;
+y = 0.1;
+c = -0.2;
+h = -1.2;
+k = 2.4;
+a = 0;
+b = 0;
+e = 0;
+u = 0;
+end;
+
+steady;
+
+shocks;
+var e = 0.009^2;
+var u = 0.009^2;
+end;
+
+stoch_simul(periods=2000, drop=200);
diff --git a/examples/fs2000.mod b/examples/fs2000.mod
new file mode 100644
index 0000000000000000000000000000000000000000..14e78d91078438e14d110735fe0997738144905a
--- /dev/null
+++ b/examples/fs2000.mod
@@ -0,0 +1,118 @@
+/*
+ * This file replicates the estimation of the cash in advance model described
+ * Frank Schorfheide (2000): "Loss function-based evaluation of DSGE models",
+ * Journal of Applied Econometrics, 15(6), 645-670.
+ *
+ * The data are in file "fsdat_simul.m", and have been artificially generated.
+ * They are therefore different from the original dataset used by Schorfheide.
+ *
+ * The equations are taken from J. Nason and T. Cogley (1994): "Testing the
+ * implications of long-run neutrality for monetary business cycle models",
+ * Journal of Applied Econometrics, 9, S37-S70.
+ * Note that there is an initial minus sign missing in equation (A1), p. S63.
+ *
+ * This implementation was written by Michel Juillard. Please note that the
+ * following copyright notice only applies to this Dynare implementation of the
+ * model.
+ */
+
+/*
+ * Copyright (C) 2004-2010 Dynare Team
+ *
+ * This file is part of Dynare.
+ *
+ * Dynare is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * Dynare is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with Dynare. If not, see <http://www.gnu.org/licenses/>.
+ */
+
+var m P c e W R k d n l gy_obs gp_obs y dA;
+varexo e_a e_m;
+
+parameters alp bet gam mst rho psi del;
+
+alp = 0.33;
+bet = 0.99;
+gam = 0.003;
+mst = 1.011;
+rho = 0.7;
+psi = 0.787;
+del = 0.02;
+
+model;
+dA = exp(gam+e_a);
+log(m) = (1-rho)*log(mst) + rho*log(m(-1))+e_m;
+-P/(c(+1)*P(+1)*m)+bet*P(+1)*(alp*exp(-alp*(gam+log(e(+1))))*k^(alp-1)*n(+1)^(1-alp)+(1-del)*exp(-(gam+log(e(+1)))))/(c(+2)*P(+2)*m(+1))=0;
+W = l/n;
+-(psi/(1-psi))*(c*P/(1-n))+l/n = 0;
+R = P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(-alp)/W;
+1/(c*P)-bet*P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)/(m*l*c(+1)*P(+1)) = 0;
+c+k = exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)+(1-del)*exp(-(gam+e_a))*k(-1);
+P*c = m;
+m-1+d = l;
+e = exp(e_a);
+y = k(-1)^alp*n^(1-alp)*exp(-alp*(gam+e_a));
+gy_obs = dA*y/y(-1);
+gp_obs = (P/P(-1))*m(-1)/dA;
+end;
+
+initval;
+k = 6;
+m = mst;
+P = 2.25;
+c = 0.45;
+e = 1;
+W = 4;
+R = 1.02;
+d = 0.85;
+n = 0.19;
+l = 0.86;
+y = 0.6;
+gy_obs = exp(gam);
+gp_obs = exp(-gam);
+dA = exp(gam);
+end;
+
+shocks;
+var e_a; stderr 0.014;
+var e_m; stderr 0.005;
+end;
+
+steady;
+
+check;
+
+estimated_params;
+alp, beta_pdf, 0.356, 0.02;
+bet, beta_pdf, 0.993, 0.002;
+gam, normal_pdf, 0.0085, 0.003;
+mst, normal_pdf, 1.0002, 0.007;
+rho, beta_pdf, 0.129, 0.223;
+psi, beta_pdf, 0.65, 0.05;
+del, beta_pdf, 0.01, 0.005;
+stderr e_a, inv_gamma_pdf, 0.035449, inf;
+stderr e_m, inv_gamma_pdf, 0.008862, inf;
+end;
+
+varobs gp_obs gy_obs;
+
+estimation(order=1, datafile=fsdat_simul, nobs=192, loglinear, mh_replic=2000, mh_nblocks=2, mh_jscale=0.8);
+
+
+/*
+ * The following lines were used to generate the data file. If you want to
+ * generate another random data file, comment the "estimation" line and uncomment
+ * the following lines.
+ */
+
+//stoch_simul(periods=200, order=1);
+//datatomfile('fsdat_simul', char('gy_obs', 'gp_obs'));
diff --git a/examples/fsdat_simul.m b/examples/fsdat_simul.m
new file mode 100644
index 0000000000000000000000000000000000000000..56c0e4cd56a8bb96fb579587fb4218afb626c56e
--- /dev/null
+++ b/examples/fsdat_simul.m
@@ -0,0 +1,416 @@
+% Generated data, used by fs2000.mod
+
+gy_obs =[
+ 1.0030045
+ 1.0002599
+ 0.99104664
+ 1.0321162
+ 1.0223545
+ 1.0043614
+ 0.98626929
+ 1.0092127
+ 1.0357197
+ 1.0150827
+ 1.0051548
+ 0.98465775
+ 0.99132132
+ 0.99904153
+ 1.0044641
+ 1.0179198
+ 1.0113462
+ 0.99409421
+ 0.99904293
+ 1.0448336
+ 0.99932433
+ 1.0057004
+ 0.99619787
+ 1.0267504
+ 1.0077645
+ 1.0058026
+ 1.0025891
+ 0.9939097
+ 0.99604693
+ 0.99908569
+ 1.0151094
+ 0.99348134
+ 1.0039124
+ 1.0145805
+ 0.99800868
+ 0.98578138
+ 1.0065771
+ 0.99843919
+ 0.97979062
+ 0.98413351
+ 0.96468174
+ 1.0273857
+ 1.0225211
+ 0.99958667
+ 1.0111157
+ 1.0099585
+ 0.99480311
+ 1.0079265
+ 0.98924573
+ 1.0070613
+ 1.0075706
+ 0.9937151
+ 1.0224711
+ 1.0018891
+ 0.99051863
+ 1.0042944
+ 1.0184055
+ 0.99419508
+ 0.99756624
+ 1.0015983
+ 0.9845772
+ 1.0004407
+ 1.0116237
+ 0.9861885
+ 1.0073094
+ 0.99273355
+ 1.0013224
+ 0.99777979
+ 1.0301686
+ 0.96809556
+ 0.99917088
+ 0.99949253
+ 0.96590004
+ 1.0083938
+ 0.96662298
+ 1.0221454
+ 1.0069792
+ 1.0343996
+ 1.0066531
+ 1.0072525
+ 0.99743563
+ 0.99723703
+ 1.000372
+ 0.99013917
+ 1.0095223
+ 0.98864268
+ 0.98092242
+ 0.98886488
+ 1.0030341
+ 1.01894
+ 0.99155059
+ 0.99533235
+ 0.99734316
+ 1.0047356
+ 1.0082737
+ 0.98425116
+ 0.99949212
+ 1.0055899
+ 1.0065075
+ 0.99385069
+ 0.98867975
+ 0.99804843
+ 1.0184038
+ 0.99301902
+ 1.0177222
+ 1.0051924
+ 1.0187852
+ 1.0098985
+ 1.0097172
+ 1.0145811
+ 0.98721038
+ 1.0361722
+ 1.0105821
+ 0.99469309
+ 0.98626785
+ 1.013871
+ 0.99858924
+ 0.99302637
+ 1.0042186
+ 0.99623745
+ 0.98545708
+ 1.0225435
+ 1.0011861
+ 1.0130321
+ 0.97861347
+ 1.0228193
+ 0.99627435
+ 1.0272779
+ 1.0075172
+ 1.0096762
+ 1.0129306
+ 0.99966549
+ 1.0262882
+ 1.0026914
+ 1.0061475
+ 1.009523
+ 1.0036127
+ 0.99762992
+ 0.99092634
+ 1.0058469
+ 0.99887292
+ 1.0060653
+ 0.98673557
+ 0.98895709
+ 0.99111967
+ 0.990118
+ 0.99788054
+ 0.97054709
+ 1.0099157
+ 1.0107431
+ 0.99518695
+ 1.0114048
+ 0.99376019
+ 1.0023369
+ 0.98783327
+ 1.0051727
+ 1.0100462
+ 0.98607387
+ 1.0000064
+ 0.99692442
+ 1.012225
+ 0.99574078
+ 0.98642833
+ 0.99008207
+ 1.0197359
+ 1.0112849
+ 0.98711069
+ 0.99402748
+ 1.0242141
+ 1.0135349
+ 0.99842505
+ 1.0130714
+ 0.99887044
+ 1.0059058
+ 1.0185998
+ 1.0073314
+ 0.98687706
+ 1.0084551
+ 0.97698964
+ 0.99482714
+ 1.0015302
+ 1.0105331
+ 1.0261767
+ 1.0232822
+ 1.0084176
+ 0.99785167
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+ 1.0055223
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+ 1.0137012
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+ 1.0000681
+ 1.0153894
+ 1.0140649
+ 1.0007236
+ 0.97961463
+ 1.0125257
+ 1.0169503
+ 1.0197363
+ 1.0221185
+
+];
+
+gp_obs =[
+ 1.0079715
+ 1.0115853
+ 1.0167502
+ 1.0068957
+ 1.0138189
+ 1.0258364
+ 1.0243817
+ 1.017373
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+ 0.99932124
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+ 1.020639
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+ 1.007068
+ 1.01086
+ 0.99590086
+ 1.0014883
+ 1.0117332
+ 0.9990095
+ 1.0108284
+ 1.0103672
+ 1.0036722
+ 1.0005124
+ 1.0190331
+ 1.0130978
+ 1.007842
+ 1.0285436
+ 1.0322054
+ 1.0213403
+ 1.0246486
+ 1.0419306
+ 1.0258867
+ 1.0156316
+ 0.99818589
+ 0.9894107
+ 1.0127584
+ 1.0146882
+ 1.0136529
+ 1.0340107
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+ 1.02971
+ 1.0077932
+ 1.0198114
+ 1.013971
+ 1.0061083
+ 1.0089573
+ 1.0037926
+ 1.0082071
+ 0.99498155
+ 0.99735772
+ 0.98765026
+ 1.006465
+ 1.0196088
+ 1.0053233
+ 1.0119974
+ 1.0188066
+ 1.0029302
+ 1.0183459
+ 1.0034218
+ 1.0158799
+ 0.98824798
+ 1.0274357
+ 1.0168832
+ 1.0180641
+ 1.0294657
+ 0.98864091
+ 1.0358326
+ 0.99889969
+ 1.0178322
+ 0.99813566
+ 1.0073549
+ 1.0215985
+ 1.0084245
+ 1.0080939
+ 1.0157021
+ 1.0075815
+ 1.0032633
+ 1.0117871
+ 1.0209276
+ 1.0077569
+ 0.99680958
+ 1.0120266
+ 1.0017625
+ 1.0138811
+ 1.0198358
+ 1.0059629
+ 1.0115416
+ 1.0319473
+ 1.0167074
+ 1.0116111
+ 1.0048627
+ 1.0217622
+ 1.0125221
+ 1.0142045
+ 0.99792469
+ 0.99823971
+ 0.99561547
+ 0.99850373
+ 0.9898464
+ 1.0030963
+ 1.0051373
+ 1.0004213
+ 1.0144117
+ 0.97185592
+ 0.9959518
+ 1.0073529
+ 1.0051603
+ 0.98642572
+ 0.99433423
+ 1.0112131
+ 1.0007695
+ 1.0176867
+ 1.0134363
+ 0.99926191
+ 0.99879835
+ 0.99878754
+ 1.0331374
+ 1.0077797
+ 1.0127221
+ 1.0047393
+ 1.0074106
+ 0.99784213
+ 1.0056495
+ 1.0057708
+ 0.98817494
+ 0.98742176
+ 0.99930555
+ 1.0000687
+ 1.0129754
+ 1.009529
+ 1.0226731
+ 1.0149534
+ 1.0164295
+ 1.0239469
+ 1.0293458
+ 1.026199
+ 1.0197525
+ 1.0126818
+ 1.0054473
+ 1.0254423
+ 1.0069461
+ 1.0153135
+ 1.0337515
+ 1.0178187
+ 1.0240469
+ 1.0079489
+ 1.0186953
+ 1.0008628
+ 1.0113799
+ 1.0140118
+ 1.0168007
+ 1.011441
+ 0.98422774
+ 0.98909729
+ 1.0157859
+ 1.0151586
+ 0.99756232
+ 0.99497777
+ 1.0102841
+ 1.0221659
+ 0.9937759
+ 0.99877193
+ 1.0079433
+ 0.99667692
+ 1.0095959
+ 1.0128804
+ 1.0156949
+ 1.0111951
+ 1.0228887
+ 1.0122083
+ 1.0190197
+ 1.0074927
+ 1.0268096
+ 0.99689352
+ 0.98948474
+ 1.0024938
+ 1.0105543
+ 1.014116
+ 1.0141217
+ 1.0056504
+ 1.0101026
+ 1.0105069
+ 0.99619053
+ 1.0059439
+ 0.99449473
+ 0.99482458
+ 1.0037702
+ 1.0068087
+ 0.99575975
+ 1.0030815
+ 1.0334014
+ 0.99879386
+ 0.99625634
+ 1.0171195
+ 0.99233844
+
+];
+
diff --git a/examples/ramst.mod b/examples/ramst.mod
new file mode 100644
index 0000000000000000000000000000000000000000..df4029ad4b480edd0f54f90b2636586796df04a9
--- /dev/null
+++ b/examples/ramst.mod
@@ -0,0 +1,82 @@
+/*
+ * An elementary RBC model, simulated in a deterministic setup.
+ *
+ * The model is the following: this is a closed economy, with a representative
+ * agent. The utility is equal to 'c^(1-gam)/(1-gam)', where 'c' is consumption
+ * and 'gam' is relative risk aversion. The subjective discount is 'bet'.
+ *
+ * The production function equals 'aa*x*k(-1)^alph', where 'aa' is a constant,
+ * 'x' is a stochastic technology level variable, 'k' is capital (using
+ * end-of-period timing convention, which is Dynare's default), and 'alph' is
+ * another constant.
+ *
+ * Capital stock evolves according to the usual law of motion, where 'delt'
+ * is the depreciation rate.
+ */
+
+/*
+ * Copyright (C) 2001-2010 Dynare Team
+ *
+ * This file is part of Dynare.
+ *
+ * Dynare is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * Dynare is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with Dynare. If not, see <http://www.gnu.org/licenses/>.
+ */
+
+
+// Endogenous variables: consumption and capital
+var c k;
+
+// Exogenous variable: technology level
+varexo x;
+
+// Parameters declaration and calibration
+parameters alph gam delt bet aa;
+alph=0.5;
+gam=0.5;
+delt=0.02;
+bet=0.05;
+aa=0.5;
+
+// Equilibrium conditions
+model;
+c + k - aa*x*k(-1)^alph - (1-delt)*k(-1); // Resource constraint
+c^(-gam) - (1+bet)^(-1)*(aa*alph*x(+1)*k^(alph-1) + 1 - delt)*c(+1)^(-gam); // Euler equation
+end;
+
+// Steady state (analytically solved)
+initval;
+x = 1;
+k = ((delt+bet)/(1.0*aa*alph))^(1/(alph-1));
+c = aa*k^alph-delt*k;
+end;
+
+// Check that this is indeed the steady state
+steady;
+
+// Check the Blanchard-Kahn conditions
+check;
+
+// Declare a positive technological shock in period 1
+shocks;
+var x;
+periods 1;
+values 1.2;
+end;
+
+// Deterministic simulation of the model for 200 periods
+simul(periods=200);
+
+// Display the path of consumption and capital
+rplot c;
+rplot k;
diff --git a/windows/dynare.nsi b/windows/dynare.nsi
index ce51ebfa2bcdeb979d9b36034e71cf9ec059aba5..98a382bcfe1b7eee8c51c800341d005a40a68ef1 100644
--- a/windows/dynare.nsi
+++ b/windows/dynare.nsi
@@ -130,7 +130,7 @@ Section "Dynare++ (standalone executable)"
File ..\dynare++\src\atlas.dll ..\dynare++\src\blas.dll ..\dynare++\src\cblas.dll ..\dynare++\src\lapack.dll ..\dynare++\src\libgcc_s_dw2-1.dll ..\dynare++\src\libgfortran-3.dll
SectionEnd
-Section "Documentation (Dynare and Dynare++)"
+Section "Documentation and examples (Dynare and Dynare++)"
SetOutPath $INSTDIR\doc
File ..\doc\manual.pdf ..\doc\guide.pdf ..\doc\userguide\UserGuide.pdf ..\doc\bvar-a-la-sims.pdf ..\doc\dr.pdf ..\doc\macroprocessor\macroprocessor.pdf ..\doc\preprocessor\preprocessor.pdf
@@ -141,6 +141,12 @@ Section "Documentation (Dynare and Dynare++)"
File ..\dynare++\doc\dynare++-tutorial.pdf ..\dynare++\doc\dynare++-ramsey.pdf ..\dynare++\sylv\sylvester.pdf ..\dynare++\tl\cc\tl.pdf ..\dynare++\integ\cc\integ.pdf ..\dynare++\kord\kord.pdf
CreateShortcut "${SMLOC}\Documentation.lnk" "$INSTDIR\doc"
+
+ SetOutPath $INSTDIR\examples
+ File ..\examples\*
+
+ CreateShortcut "${SMLOC}\Examples.lnk" "$INSTDIR\examples"
+
SectionEnd
Section "Uninstall"
@@ -155,6 +161,7 @@ Section "Uninstall"
Rmdir /r $INSTDIR\mex
Rmdir /r $INSTDIR\dynare++
Rmdir /r $INSTDIR\doc
+ Rmdir /r $INSTDIR\examples
# We don't force deletion of installation directory (with /r), to avoid deleting important files
Rmdir $INSTDIR