.gitignore

@@ -82,6 +82,7 @@ doc/internals/ltxpng
 *.mexw64
 *.mexmaci
 *.mexmaci64
+*.mexmaca64
 /mex/matlab/
 /mex/octave/
 
@@ -158,9 +159,11 @@ dynare++/64-bit/
 # MacOS stuff
 .DS_Store
 macOS/pkg/
-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/
 
 # Emacs stuff
 scripts/dynare.elc

.gitlab-ci.yml

 variables:
   GIT_SUBMODULE_STRATEGY: recursive
   TERM: linux
-  MATLAB_VERSION: R2021a
+  MATLAB_VERSION: R2023b
   OLD_MATLAB_VERSION: R2014a
-  OCTAVE_VERSION: 6.3.0
 
 # 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 4.7-unstable-$TIMESTAMP-$COMMIT
-#   + on another branch: use $BRANCH-$TIMESTAMP-$COMMIT
+#   + otherwise: 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 ]] && [[ $CI_COMMIT_REF_NAME == master ]] && export VERSION=4.7-unstable-$(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'
 
@@ -23,13 +20,14 @@ stages:
   - build
   - test
   - pkg
+  - sign
   - deploy
 
 build_binaries:
   stage: build
   script:
     - autoreconf -si
-    - ./configure --with-matlab=/usr/local/MATLAB/$MATLAB_VERSION --with-octave=/usr/local/octave/$OCTAVE_VERSION PACKAGE_VERSION=$VERSION PACKAGE_STRING="dynare $VERSION"
+    - ./configure --with-matlab=/opt/MATLAB/$MATLAB_VERSION PACKAGE_VERSION=$VERSION PACKAGE_STRING="dynare $VERSION"
     - make -j $(nproc) LN_S="cp -p"
   artifacts:
     paths:
@@ -68,7 +66,7 @@ pkg_source:
     - rm doc/manual/source/_static/mathjax && sed -i "/^mathjax_path *=/d" doc/manual/source/conf.py
     - 'for f in configure.ac preprocessor/configure.ac mex/build/matlab/configure.ac mex/build/octave/configure.ac; do sed -i "s/^AC_INIT(\[\(.*\)\],\s*\[\(.*\)\])/AC_INIT([\1], [$VERSION])/" $f; done'
     - autoreconf -si
-    - ./configure --with-matlab=/usr/local/MATLAB/$MATLAB_VERSION --with-octave=/usr/local/octave/$OCTAVE_VERSION
+    - ./configure --with-matlab=/opt/MATLAB/$MATLAB_VERSION
     - make dist
   artifacts:
     paths:
@@ -79,16 +77,21 @@ pkg_source:
 pkg_windows:
   stage: pkg
   script:
-    - ln -s ~/tarballs windows/deps/
+    - mkdir -p windows/deps/tarballs && cp /usr/lib/dynare-runner/matlab64-* windows/deps/tarballs/
     - make -C windows
+    - rm windows/deps/tarballs/matlab64-* # No need to cache these files
   cache:
-    key: "$CI_JOB_NAME-$CI_COMMIT_REF_SLUG"
-    paths:
-      - windows/deps/sources64/
-      - windows/deps/lib64/
-      # We do not cache lib64-msys2, mingw64, octave64 and
-      # matlab64, because those are simply extracted from a tarball. It
-      # would be a waste of space and of (re-compression) time.
+    - key: "$CI_JOB_NAME-$CI_COMMIT_REF_SLUG"
+      paths:
+        - windows/deps/sources64/
+        - windows/deps/lib64/
+        # We do not cache lib64-msys2, mingw64, octave64 and
+        # matlab64, because those are simply extracted from a tarball. It
+        # would be a waste of space and of (re-compression) time.
+    - key: $CI_JOB_NAME
+      # This cache is shared between all branches, to save space
+      paths:
+        - windows/deps/tarballs/
   artifacts:
     paths:
       - windows/exe/*
@@ -97,16 +100,22 @@ pkg_windows:
     expire_in: 3 days
   needs: [ "build_doc" ]
 
-pkg_macOS:
+pkg_macOS_arm64:
   stage: pkg
   script:
-    - ln -s ~/tarballs macOS/deps/
-    - make -C macOS
-  cache:
-    key: "$CI_JOB_NAME-$CI_COMMIT_REF_SLUG"
+    - make -C macOS build-arm64
+  tags:
+    - macOS
+  artifacts:
     paths:
-      - macOS/deps/sources64/
-      - macOS/deps/lib64/
+      - macOS/pkg/*
+    expire_in: 3 days
+  needs: [ "build_doc" ]
+
+pkg_macOS_x86_64:
+  stage: pkg
+  script:
+    - make -C macOS build-x86_64
   tags:
     - macOS
   artifacts:
@@ -130,18 +139,17 @@ test_matlab:
   extends: .test_matlab_template
   script:
     - autoreconf -si
-    - ./configure --disable-octave --with-matlab=/usr/local/MATLAB/$MATLAB_VERSION
+    - ./configure --disable-octave --with-matlab=/opt/MATLAB/$MATLAB_VERSION
     - make -j $(($(nproc) * 3 / 4)) -C tests check-matlab
 
 test_old_matlab:
   extends: .test_matlab_template
   script:
     - autoreconf -si
-    - ./configure --disable-octave --with-matlab=/usr/local/MATLAB/$OLD_MATLAB_VERSION
+    - ./configure --disable-octave --with-matlab=/opt/MATLAB/$OLD_MATLAB_VERSION
     - make -C mex/build/matlab clean
     - make -j $(nproc) -C mex/build/matlab
     - make -j $(($(nproc) * 3 / 4)) -C tests check-matlab
-  when: manual
 
 test_octave:
   stage: test
@@ -149,7 +157,7 @@ test_octave:
     OPENBLAS_NUM_THREADS: 1
   script:
     - autoreconf -si
-    - ./configure --disable-matlab --with-octave=/usr/local/octave/$OCTAVE_VERSION
+    - ./configure --disable-matlab
     - make -j $(nproc) -C tests check-octave
   artifacts:
     paths:
@@ -159,7 +167,6 @@ test_octave:
       - tests/run_test_octave_output.txt
     when: always
   needs: [ "build_binaries" ]
-  when: manual
 
 test_dynare++:
   stage: test
@@ -180,43 +187,85 @@ test_dynare++:
       - dynare++/tests/*.mat
       - dynare++/tests/*.dump
 
-# For the 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.
+# 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.
 
-deploy_manual_unstable:
+sign_windows:
+  stage: sign
+  rules:
+    - if: '$CI_PROJECT_NAMESPACE == "Dynare" && $CI_COMMIT_TAG =~ /^5/'
+      when: on_success
+    - when: never
+  tags:
+    - sign
+  dependencies:
+    - pkg_windows
+  script:
+    - f=(windows/exe/*) && mkdir -p windows/exe-signed/ && osslsigncode sign -pkcs11module /usr/lib/x86_64-linux-gnu/libykcs11.so.2 -key "pkcs11:id=%01;type=private;pin-value=$YUBIKEY_PIN" -certs ~/cepremap-code-signing-comodo-sectigo.pem -n Dynare -i https://www.dynare.org -t http://timestamp.comodoca.com -in ${f[0]} -out windows/exe-signed/${f[0]##*/}
+  artifacts:
+    paths:
+      - windows/exe-signed/*
+    expire_in: 3 days
+
+deploy_manual_stable:
   stage: deploy
   rules:
-    - if: '$CI_PROJECT_NAMESPACE == "Dynare" && $CI_COMMIT_REF_NAME == "master"'
+    - if: '$CI_PROJECT_NAMESPACE == "Dynare" && $CI_COMMIT_TAG =~ /^5\.[0-9]+$/'
       when: on_success
     - when: never
   tags:
-    - restricted
+    - deploy
   dependencies:
     - build_doc
   script:
     - rm -rf doc/manual/build/html/_static/mathjax
     - ln -s /usr/share/javascript/mathjax doc/manual/build/html/_static/mathjax
-    - rsync --recursive --links --delete doc/manual/build/html/ /srv/www.dynare.org/manual-unstable/
+    - rsync --recursive --links --delete doc/manual/build/html/ /srv/www.dynare.org/manual/
+    - cp doc/manual/build/latex/dynare-manual.pdf /srv/www.dynare.org/manual.pdf
 
-deploy_snapshot_unstable:
+deploy_release_stable:
   stage: deploy
   rules:
-    - if: '$CI_PROJECT_NAMESPACE == "Dynare" && $CI_COMMIT_REF_NAME == "master"'
+    - if: '$CI_PROJECT_NAMESPACE == "Dynare" && $CI_COMMIT_TAG =~ /^5\.[0-9]+$/'
       when: on_success
     - when: never
   tags:
-    - restricted
+    - deploy
   dependencies:
     - pkg_source
     - pkg_windows
-    - pkg_macOS
+    - sign_windows
+    - pkg_macOS_arm64
+    - pkg_macOS_x86_64
   script:
-    - f=(windows/exe/*) && osslsigncode sign -pkcs12 ~/cepremap-comodo-sectigo-code-signing.p12 -n Dynare -i https://www.dynare.org -t http://timestamp.comodoca.com -in ${f[0]} -out ${f[0]}.signed && mv ${f[0]}.signed ${f[0]}
-    - cp *.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/*) && 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 ${f[0]##*/} /srv/www.dynare.org/snapshot/macos/dynare-latest-macos.pkg
-    - ~/update-snapshot-list.sh
+    - cp *.tar.xz /srv/www.dynare.org/release/source/
+    - cp windows/exe-signed/* /srv/www.dynare.org/release/windows/
+    - cp windows/7z/* /srv/www.dynare.org/release/windows-7z/
+    - cp windows/zip/* /srv/www.dynare.org/release/windows-zip/
+    - cp macOS/pkg/*-arm64.pkg /srv/www.dynare.org/release/macos-arm64/
+    - cp macOS/pkg/*-x86_64.pkg /srv/www.dynare.org/release/macos-x86_64/
+    - ~/update-release-list.sh
     - curl -X POST -F token="$WEBSITE_PIPELINE_TRIGGER_TOKEN" -F ref=master https://git.dynare.org/api/v4/projects/40/trigger/pipeline
+
+deploy_beta_stable:
+  stage: deploy
+  rules:
+    - if: '$CI_PROJECT_NAMESPACE == "Dynare" && $CI_COMMIT_TAG =~ /^5(\.[0-9]+)?-(beta|rc)[0-9]+$/'
+      when: on_success
+    - when: never
+  tags:
+    - restricted
+  dependencies:
+    - pkg_source
+    - pkg_windows
+    - sign_windows
+    - pkg_macOS_arm64
+    - pkg_macOS_x86_64
+  script:
+    - cp *.tar.xz /srv/www.dynare.org/beta/source/
+    - cp windows/exe-signed/* /srv/www.dynare.org/beta/windows/
+    - cp windows/7z/* /srv/www.dynare.org/beta/windows-7z/
+    - cp windows/zip/* /srv/www.dynare.org/beta/windows-zip/
+    - cp macOS/pkg/*-arm64.pkg /srv/www.dynare.org/release/macos-arm64/
+    - cp macOS/pkg/*-x86_64.pkg /srv/www.dynare.org/beta/macos-x86_64/

.gitmodules

@@ -7,9 +7,6 @@
 [submodule "contrib/ms-sbvar/TZcode"]
 	path = contrib/ms-sbvar/TZcode
 	url = ../../contrib/TZcode.git
-[submodule "contrib/dmm"]
-	path = contrib/dmm
-	url = ../../contrib/dmm.git
 [submodule "matlab/utilities/tests"]
 	path = matlab/utilities/tests
 	url = ../../Dynare/m-unit-tests.git

CODE_OF_CONDUCT.md

+# Dynare Code of Conduct
+
+## Our Pledge
+
+We as members, contributors, and leaders pledge to make participation in our
+community a harassment-free experience for everyone, regardless of age, body
+size, visible or invisible disability, ethnicity, sex characteristics, gender
+identity and expression, level of experience, education, socio-economic status,
+nationality, personal appearance, race, caste, color, religion, or sexual
+identity and orientation.
+
+We pledge to act and interact in ways that contribute to an open, welcoming,
+diverse, inclusive, and healthy community.
+
+## Our Standards
+
+Examples of behavior that contributes to a positive environment for our
+community include:
+
+* Demonstrating empathy and kindness toward other people
+* Being respectful of differing opinions, viewpoints, and experiences
+* Giving and gracefully accepting constructive feedback
+* Accepting responsibility and apologizing to those affected by our mistakes,
+  and learning from the experience
+* Focusing on what is best not just for us as individuals, but for the overall
+  community
+
+Examples of unacceptable behavior include:
+
+* The use of sexualized language or imagery, and sexual attention or advances of
+  any kind
+* Trolling, insulting or derogatory comments, and personal or political attacks
+* Public or private harassment
+* Publishing others' private information, such as a physical or email address,
+  without their explicit permission
+* Other conduct which could reasonably be considered inappropriate in a
+  professional setting
+
+## Enforcement Responsibilities
+
+Community leaders are responsible for clarifying and enforcing our standards of
+acceptable behavior and will take appropriate and fair corrective action in
+response to any behavior that they deem inappropriate, threatening, offensive,
+or harmful.
+
+Community leaders have the right and responsibility to remove, edit, or reject
+comments, commits, code, wiki edits, issues, and other contributions that are
+not aligned to this Code of Conduct, and will communicate reasons for moderation
+decisions when appropriate.
+
+## Scope
+
+This Code of Conduct applies within all community spaces, and also applies when
+an individual is officially representing the community in public spaces.
+Examples of representing our community include using an official e-mail address,
+posting via an official social media account, or acting as an appointed
+representative at an online or offline event.
+
+## Enforcement
+
+Instances of abusive, harassing, or otherwise unacceptable behavior may be
+reported to the community leaders responsible for enforcement at
+[community@dynare.org](mailto:community@dynare.org).
+All complaints will be reviewed and investigated promptly and fairly.
+
+All community leaders are obligated to respect the privacy and security of the
+reporter of any incident.
+
+## Enforcement Guidelines
+
+Community leaders will follow these Community Impact Guidelines in determining
+the consequences for any action they deem in violation of this Code of Conduct:
+
+### 1. Correction
+
+**Community Impact**: Use of inappropriate language or other behavior deemed
+unprofessional or unwelcome in the community.
+
+**Consequence**: A private, written warning from community leaders, providing
+clarity around the nature of the violation and an explanation of why the
+behavior was inappropriate. A public apology may be requested.
+
+### 2. Warning
+
+**Community Impact**: A violation through a single incident or series of
+actions.
+
+**Consequence**: A warning with consequences for continued behavior. No
+interaction with the people involved, including unsolicited interaction with
+those enforcing the Code of Conduct, for a specified period of time. This
+includes avoiding interactions in community spaces as well as external channels
+like social media. Violating these terms may lead to a temporary or permanent
+ban.
+
+### 3. Temporary Ban
+
+**Community Impact**: A serious violation of community standards, including
+sustained inappropriate behavior.
+
+**Consequence**: A temporary ban from any sort of interaction or public
+communication with the community for a specified period of time. No public or
+private interaction with the people involved, including unsolicited interaction
+with those enforcing the Code of Conduct, is allowed during this period.
+Violating these terms may lead to a permanent ban.
+
+### 4. Permanent Ban
+
+**Community Impact**: Demonstrating a pattern of violation of community
+standards, including sustained inappropriate behavior, harassment of an
+individual, or aggression toward or disparagement of classes of individuals.
+
+**Consequence**: A permanent ban from any sort of public interaction within the
+community.
+
+## Attribution
+
+This Code of Conduct is adapted from the [Contributor Covenant][homepage],
+version 2.1, available at
+[https://www.contributor-covenant.org/version/2/1/code_of_conduct.html][v2.1].
+
+Community Impact Guidelines were inspired by
+[Mozilla's code of conduct enforcement ladder][Mozilla CoC].
+
+For answers to common questions about this code of conduct, see the FAQ at
+[https://www.contributor-covenant.org/faq][FAQ]. Translations are available at
+[https://www.contributor-covenant.org/translations][translations].
+
+[homepage]: https://www.contributor-covenant.org
+[v2.1]: https://www.contributor-covenant.org/version/2/1/code_of_conduct.html
+[Mozilla CoC]: https://github.com/mozilla/diversity
+[FAQ]: https://www.contributor-covenant.org/faq
+[translations]: https://www.contributor-covenant.org/translations
+

CONTRIBUTING.md

@@ -60,7 +60,8 @@ Now, if you want to go the extra mile, you'll volunteer to contribute code to fi
    * `git remote add personal git@git.dynare.org:<<GitLab username>>/dynare.git`
 1. Create a branch to work on
    * `git checkout -b <<descriptive branch name>>`
-1. Do your work, all the while respecting the [Dynare Coding Standards](https://archives.dynare.org/DynareWiki/CodingStandards)
+1. Do your work, all the while respecting the [Dynare Coding Guidelines](https://git.dynare.org/Dynare/dynare/-/wikis/CodingGuidelines)
+1. You may also want to have a look at the [coding resources](https://git.dynare.org/Dynare/dynare/-/wikis/CodingResources)
 
 As you work, your forked repository will likely fall out of sync with the main Dynare repository as we'll be working in parallel. No matter. Follow these steps to ensure your changes will be merge-able when they're done:
 
@@ -89,7 +90,7 @@ The Dynare testsuite runs every time a commit is pushed, either in the official
 
 The output from the latest run of the test suite can be found in the `test_matlab` job associated to the [latest pipeline](https://git.dynare.org/Dynare/dynare/pipelines). This is also a good place to start fixing bugs. If you see a `.mod` file that doesn't run in the test suite and think you can fix it, create an issue and once you have the go ahead, go for it!
 
-### Test `.mod` File
+### Integration tests
 
 It's useful to contribute `.mod` files that test some aspect of Dynare that is not currently tested. A `.mod` file that runs into a bug is perfect. As the test suite currently takes several hours to run, we prefer you modify a current test to also create the bug you've found. If you can't do that, please add a new test that runs as quickly as possible. It will contain only those commands necessary to create the bug, nothing more. To contribute a test, after having made an issue and cloned and forked the repository as described above, do the following:
 
@@ -98,4 +99,36 @@ It's useful to contribute `.mod` files that test some aspect of Dynare that is n
 1. Add and commit your test file and `tests/Makefile.am` as described above
 1. Push and create a pull request as described above
 
-### Unitary Tests
+### Unit tests
+
+So-called unit tests allow the test suite to check the correct functioning of the MATLAB/Octave functions contained in Dynare. To add a unit test you need to 
+1. add the keyword ` % --*-- Unitary tests --*--` at the end of the `function` header to tell the testsuite that the file contains unit tests. 
+1. Add the particular tests at the end of the file after a `return` by
+   1. Starting a test with `%@test:INTEGER` 
+   2. Adding a MATLAB/Octave test code that provides a pass/fail indicator `T` that takes on `true` if the test passed.
+   3. Closing the test with `%@eof:INTEGER`
+   where `INTEGER` denotes the number of the test.
+
+An example testing the correct functionality of mode-computations for a normal distribution is
+
+```
+function m = compute_prior_mode(hyperparameters,shape) % --*-- Unitary tests --*--
+
+return
+
+%@test:1
+% Normal density
+try
+    m1 = compute_prior_mode([1 1],3);
+    t(1) = true;
+catch
+    t(1) = false;
+end
+%$
+if t(1)
+    t(2) = dassert(m1,1,1e-6);
+end
+T = all(t);
+%@eof:1
+```
+You can also put a unit test after the closing `end`, but in this case you will need to preface each line with `%$`. See e.g.  https://git.dynare.org/Dynare/dseries/-/commit/be4a4d39c125b92ee84ef876d86e6ec947c522b8

Makefile.am

@@ -62,11 +62,11 @@ install-exec-local:
 	$(LN_S) -f $(bindir)/dynare-preprocessor$(EXEEXT) $(DESTDIR)$(pkglibdir)/matlab/preprocessor64/dynare_m$(EXEEXT)
 # We don’t fail over doc install rules, since the user may deliberately not have compiled them
 # (e.g. with the “nodoc” option under Debian)
-	$(MKDIR_P) $(docdir)
-	-cp doc/*.pdf doc/gsa/gsa.pdf doc/parallel/parallel.pdf doc/dseries-and-reporting/dseriesReporting.pdf preprocessor/doc/preprocessor/preprocessor.pdf preprocessor/doc/macroprocessor/macroprocessor.pdf doc/manual/build/latex/dynare-manual.pdf $(docdir)
-	-cp -r doc/manual/build/html $(docdir)/dynare-manual.html
-	$(MKDIR_P) $(docdir)/dynare++
-	-cp dynare++/doc/*.pdf $(docdir)/dynare++
+	$(MKDIR_P) $(DESTDIR)$(docdir)
+	-cp doc/*.pdf doc/gsa/gsa.pdf doc/parallel/parallel.pdf doc/dseries-and-reporting/dseriesReporting.pdf preprocessor/doc/preprocessor/preprocessor.pdf preprocessor/doc/macroprocessor/macroprocessor.pdf doc/manual/build/latex/dynare-manual.pdf $(DESTDIR)$(docdir)
+	-cp -r doc/manual/build/html $(DESTDIR)$(docdir)/dynare-manual.html
+	$(MKDIR_P) $(DESTDIR)$(docdir)/dynare++
+	-cp dynare++/doc/*.pdf $(DESTDIR)$(docdir)/dynare++
 
 uninstall-local:
 	rm -rf $(DESTDIR)$(pkglibdir)

README.md

@@ -67,42 +67,42 @@ a 32-bit Octave.
 A number of tools and libraries are needed in order to recompile everything. You don't necessarily need to install everything, depending on what you want to compile.
 
 - A POSIX compliant shell and an implementation of Make (mandatory)
-- The [GNU Compiler Collection](http://gcc.gnu.org/), version 8 or later, with
+- The [GNU Compiler Collection](https://gcc.gnu.org/), version 8 or later, with
   gcc, g++ and gfortran (mandatory)
 - [MATLAB](https://mathworks.com) (if you want to compile the MEX for MATLAB)
-- [GNU Octave](http://www.octave.org) with
+- [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
-  - Optionally, the [Control](https://wiki.octave.org/Control_package), [IO](https://wiki.octave.org/IO_package), [Optimization](https://wiki.octave.org/Optimization_package) and [Statistics](https://wiki.octave.org/Statistics_package) package either installed via your package manager or through [Octave Forge](https://wiki.octave.org/Category:Octave_Forge).
-
-- [Boost libraries](http://www.boost.org), version 1.36 or later
-- [Bison](http://www.gnu.org/software/bison/), version 3.2 or later (only if you get the source through Git)
-- [Flex](http://flex.sourceforge.net/), version 2.5.4 or later (only if you get the source through Git)
-- [Autoconf](http://www.gnu.org/software/autoconf/), version 2.62 or later (only if you get the source through Git)
-- [Automake](http://www.gnu.org/software/automake/), version 1.11.2 or later (only if you get the source through Git)
-- An implementation of BLAS and LAPACK: either [ATLAS](http://math-atlas.sourceforge.net/), [OpenBLAS](http://xianyi.github.com/OpenBLAS/), Netlib ([BLAS](http://www.netlib.org/blas/), [LAPACK](http://www.netlib.org/lapack/)) or [MKL](http://software.intel.com/en-us/intel-mkl/) (only if you want to build Dynare++)
-- [MAT File I/O library](http://sourceforge.net/projects/matio/), version 1.5 or later (if you want to compile Markov-Switching code, the estimation DLL, k-order DLL and Dynare++)
+  - 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/).
+- [Boost libraries](https://www.boost.org), version 1.36 or later
+- [Bison](https://www.gnu.org/software/bison/), version 3.2 or later (only if you get the source through Git)
+- [Flex](https://github.com/westes/flex), version 2.5.4 or later (only if you get the source through Git)
+- [Autoconf](https://www.gnu.org/software/autoconf/), version 2.62 or later (only if you get the source through Git)
+- [Automake](https://www.gnu.org/software/automake/), version 1.11.2 or later (only if you get the source through Git)
+- An implementation of BLAS and LAPACK: either [ATLAS](http://math-atlas.sourceforge.net/), [OpenBLAS](https://www.openblas.net/), Netlib ([BLAS](https://www.netlib.org/blas/), [LAPACK](https://www.netlib.org/lapack/)) or [MKL](https://www.intel.com/content/www/us/en/developer/tools/oneapi/onemkl.html) (only if you want to build Dynare++)
+- [MAT File I/O library](https://sourceforge.net/projects/matio/), version 1.5 or later (if you want to compile Markov-Switching code, the estimation DLL, k-order DLL and Dynare++)
 - [SLICOT](http://www.slicot.org) (if you want to compile the Kalman steady state DLL)
-- [GSL library](http://www.gnu.org/software/gsl/) (if you want to compile Markov-Switching code)
+- [GSL library](https://www.gnu.org/software/gsl/) (if you want to compile Markov-Switching code)
 - A decent LaTeX distribution (if you want to compile PDF documentation),
   ideally with Beamer
 - For building the reference manual:
-  - [Sphinx](http://www.sphinx-doc.org/)
+  - [Sphinx](https://www.sphinx-doc.org/)
   - [MathJax](https://www.mathjax.org/)
-- [Doxygen](http://www.stack.nl/%7Edimitri/doxygen/) (if you want to build Dynare preprocessor source documentation)
-- [X-13ARIMA-SEATS Seasonal Adjustment Program](https://www.census.gov/srd/www/x13as/)
+- [Doxygen](https://www.doxygen.nl) (if you want to build Dynare preprocessor source documentation)
+- [X-13ARIMA-SEATS Seasonal Adjustment Program](https://www.census.gov/data/software/x13as.html)
 
 ### Preparing the sources
 
 If you have downloaded the sources from an official source archive or the source snapshot, just unpack it.
 
-If you want to use Git, do the following from a terminal:
+If you want to use Git, do the following from a terminal (note that you must
+have the [Git LFS](https://git-lfs.github.com/) extension installed):
 ```sh
 git clone --recurse-submodules https://git.dynare.org/Dynare/dynare.git
 cd dynare
 autoreconf -si
 ```
-The last line runs Autoconf and Automake in order to prepare the build environment (this is not necessary if you got the sources from an official source archive or the source snapshot). If you want a certain version (e.g. 4.6) , then add `--single-branch --branch 4.6` to the git clone command.
+The last line runs Autoconf and Automake in order to prepare the build environment (this is not necessary if you got the sources from an official source archive or the source snapshot). If you want a certain version (e.g. 5.x) , then add `--single-branch --branch 5.x` to the git clone command.
 
 ### Configuring the build tree
 
@@ -206,7 +206,7 @@ All the prerequisites are packaged:
 - `libmatio-dev`
 - `libslicot-dev` and `libslicot-pic`
 - `libsuitesparse-dev`
-- `flex`
+- `flex` and `libfl-dev`
 - `bison`
 - `autoconf`
 - `automake`
@@ -219,6 +219,7 @@ All the prerequisites are packaged:
 - `texlive-plain-generic`
 - `lmodern` (for macroprocessor PDF)
 - `python3-sphinx`
+- `tex-gyre`
 - `latexmk`
 - `libjs-mathjax`
 - `doxygen`
@@ -226,12 +227,13 @@ All the prerequisites are packaged:
 
 You can install them all at once with:
 ```sh
-apt install build-essential gfortran liboctave-dev libboost-graph-dev libgsl-dev libmatio-dev libslicot-dev libslicot-pic libsuitesparse-dev flex bison autoconf automake texlive texlive-publishers texlive-latex-extra texlive-fonts-extra texlive-latex-recommended texlive-science texlive-plain-generic lmodern python3-sphinx latexmk libjs-mathjax doxygen x13as
+apt install build-essential gfortran liboctave-dev libboost-graph-dev libgsl-dev libmatio-dev libslicot-dev libslicot-pic libsuitesparse-dev flex libfl-dev bison autoconf automake texlive texlive-publishers texlive-latex-extra texlive-fonts-extra texlive-latex-recommended texlive-science texlive-plain-generic lmodern python3-sphinx tex-gyre latexmk libjs-mathjax doxygen 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.
 
 Tested on
-- Debian 10
+- Debian “Buster” 10
+- Debian “Bullseye” 11
 - Ubuntu 20.04
 - Ubuntu 20.10
 
@@ -296,8 +298,8 @@ cp slicot.a /home/$USER/dynare/slicot/lib/libslicot_pic.a #for octave
 # compile x13as from source and put it into /usr/bin/
 mkdir -p /home/$USER/dynare/x13as
 cd /home/$USER/dynare/x13as
-wget https://www.census.gov/ts/x13as/unix/x13assrc_V1.1_B39.tar.gz
-tar xf x13assrc_V1.1_B39.tar.gz
+wget https://www2.census.gov/software/x-13arima-seats/x13as/unix-linux/program-archives/x13as_asciisrc-v1-1-b60.tar.gz
+tar xf x13as_asciisrc-v1-1-b60.tar.gz
 sed -i "s|-static| |" makefile.gf # this removes '-static' in the makefile.gf
 make -f makefile.gf FFLAGS="-O2 -std=legacy" PROGRAM=x13as
 sudo cp x13as /usr/bin/
@@ -311,7 +313,7 @@ cd /home/$USER/dynare
 git clone --recurse-submodules https://git.dynare.org/dynare/dynare.git unstable
 cd unstable
 autoreconf -si
-./configure --with-slicot=/home/$USER/dynare/slicot --with-matlab=/usr/local/MATLAB/R2020b
+./configure --with-slicot=/home/$USER/dynare/slicot --with-matlab=/usr/local/MATLAB/R2023b
 make -j$(($(nproc)+1)) #rule of thumb: one more than CPUs as shown by e.g. lscpu
 ```
 
@@ -339,8 +341,7 @@ Tested on
 
 ## Windows
 
-- Install [MSYS2](http://www.msys2.org) (pick the 64-bit version, unless you
-  have a 32-bit Windows, in which case see below)
+- Install [MSYS2](http://www.msys2.org)
 - Run a MSYS MinGW 64-bit shell
 - Update the system:
 ```sh
@@ -400,54 +401,155 @@ adapted to a 32-bit MATLAB with the following modifications:
 currently not supported.
 
 ## macOS
+Dynare supports both Intel and Apple Silicon chips and is compiled from source
+using a [Homebrew](https://brew.sh/) toolchain. If you have an Apple silicon processor
+(*M1/M2 PRO/MAX/ULTRA*), you can compile Dynare both for Intel's `x86_64` (using Rosetta 2)
+as well as Apple's native `arm64` platform by using the corresponding Homebrew packages.
+If you have an Intel chip you can only compile for `x86_64`.
+
+You can check the platform of your current Homebrew installation by e.g. running
+`which brew` which should point to `/opt/homebrew/bin/brew` for `arm64` and to
+`/usr/local/bin/brew` for `x86_64` systems. In the steps below, we
+create a temporary environment variable `BREWDIR` to ensure that the correct packages are used.
+
+The following commands install all requirements and Dynare from source.
+They should be entered at the command prompt in Terminal.app.
 
-Preparatory work:
 
-- Install the Xcode Command Line Tools. Open Terminal.app and type:
+### Preparatory work
+
+- Install the Xcode Command Line Tools:
 ```sh
 xcode-select --install
 ```
-- Install [Homebrew](https://brew.sh/) by following the instructions on their website
-- Install [MacTeX](http://www.tug.org/mactex/index.html). Alternatively, if you
-  don’t want to install MacTeX, you should pass the `--disable-doc` flag to the
-  `configure` command below.
-- Install required Homebrew packages. Open Terminal.app and type:
+
+- Install Rosetta 2 (Apple Silicon only):
+```sh
+softwareupdate --install-rosetta --agree-to-license
+```
+
+- Install [Homebrew](https://brew.sh/):
+Create environment variables for which platform you want to compile for, i.e. either `arm64` or `x86_64`:
+
+For `arm64` run the following commands:
 ```sh
-brew install automake bison flex boost gcc gsl libmatio veclibfort octave sphinx-doc wget
-brew link --force sphinx-doc
+export ARCH=arm64
+export BREWDIR=/opt/homebrew
 ```
-- Compile and install SLICOT, needed for the `kalman_steady_state` MEX file.
-Still from Terminal.app:
+
+For `x86_64` run the following commands:
 ```sh
-wget https://deb.debian.org/debian/pool/main/s/slicot/slicot_5.0+20101122.orig.tar.gz
+export ARCH=x86_64
+export BREWDIR=/usr/local
+```
+
+Install Homebrew using the environment variables:
+```sh
+arch -$ARCH /bin/bash -c "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/HEAD/install.sh)"
+```
+The prefix `arch -arm64` or `arch -x86_64` makes sure that you are installing the correct packages.
+Don't forget to run the displayed commands (**Next steps**) in the terminal to add Homebrew to your PATH.
+
+If you have both Homebrew installations installed, make sure that you are accessing the correct packages by temporarily (!) prepending it to the path:
+```sh
+export PATH="$BREWDIR/bin:$PATH"
+```
+
+- Install required Homebrew packages:
+```sh
+arch -$ARCH $BREWDIR/bin/brew install automake bison flex boost gcc gsl libmatio veclibfort octave sphinx-doc wget git-lfs
+```
+If you are installing `git-lfs` for the first time, you need to run `git lfs install` once after installing it.
+
+- Link the sphinx-doc package to be able to compile the documentation:
+```sh
+arch -$ARCH $BREWDIR/bin/brew link --force sphinx-doc
+```
+
+- Install [MacTeX](http://www.tug.org/mactex/index.html) using the universal installer, if you want to build the documentation. MacTeX runs natively on both ARM and Intel machines. On Apple Silicon, it is advised to symlink `pdflatex`, `bibtex` and `latexmk` into `/usr/local/bin`:
+```sh
+sudo ln -s /Library/TeX/texbin/pdflatex /usr/local/bin/pdflatex
+sudo ln -s /Library/TeX/texbin/bibtex /usr/local/bin/bibtex
+sudo ln -s /Library/TeX/texbin/latexmk /usr/local/bin/latexmk
+```
+If you don't have admin privileges, then you can also symlink them into `$HOME/.local/bin` and add this folder to your PATH.
+If you don’t want to install MacTeX, you should pass the `--disable-doc` flag to the `configure` command below.
+
+- 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 (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
+```sh
+export DYNAREDIR=$HOME/dynare
+```
+
+- Compile and install SLICOT
+```sh
+mkdir -p $DYNAREDIR/slicot/lib
+cd $DYNAREDIR/slicot
+curl -O https://deb.debian.org/debian/pool/main/s/slicot/slicot_5.0+20101122.orig.tar.gz
 tar xf slicot_5.0+20101122.orig.tar.gz
 cd slicot-5.0+20101122
-make -j$(nproc) FORTRAN=gfortran OPTS="-O2" LOADER=gfortran lib
-cp slicot.a /usr/local/lib/libslicot_pic.a
+make -j$(sysctl -n hw.ncpu) FORTRAN=$BREWDIR/bin/gfortran OPTS="-O2" LOADER=gfortran lib
+cp slicot.a $DYNAREDIR/slicot/lib/libslicot_pic.a
 make clean
-make -j$(nproc) FORTRAN=gfortran OPTS="-O2 -fdefault-integer-8" LOADER=gfortran lib
-cp slicot.a /usr/local/lib/libslicot64_pic.a
-cd ..
+make -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
+```
+
+- Compile and install the X-13ARIMA-SEATS Seasonal Adjustment Program
+```sh
+mkdir -p $DYNAREDIR/x13as
+cd $DYNAREDIR/x13as
+curl -O https://www2.census.gov/software/x-13arima-seats/x13as/unix-linux/program-archives/x13as_asciisrc-v1-1-b60.tar.gz
+tar xf x13as_asciisrc-v1-1-b60.tar.gz
+sed -i '' 's/-static//g' makefile.gf
+make -j$(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
+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
 it. They should be entered at the command prompt in Terminal.app from the
 folder where you want Dynare installed.
 
-- Prepare the Dynare sources:
+- Prepare the Dynare sources for the unstable version:
 ```sh
-git clone --recurse-submodules https://git.dynare.org/Dynare/dynare.git
-cd dynare
-autoreconf -si
+git clone --recurse-submodules https://git.dynare.org/Dynare/dynare.git $DYNAREDIR/unstable
+cd $DYNAREDIR/unstable
+arch -$ARCH autoreconf -si
 ```
+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
-./configure --with-matlab=<…> CC=gcc-11 CXX=g++-11 CPPFLAGS=-I/usr/local/include LDFLAGS=-L/usr/local/lib LEX=/usr/local/opt/flex/bin/flex YACC=/usr/local/opt/bison/bin/bison
+arch -$ARCH ./configure CC=gcc-13 CXX=g++-13 CPPFLAGS=-I$BREWDIR/include LDFLAGS=-L$BREWDIR/lib LEX=$BREWDIR/opt/flex/bin/flex YACC=$BREWDIR/opt/bison/bin/bison --with-slicot=$DYNAREDIR/slicot --with-matlab=/Applications/MATLAB_R2023b.app
 ```
-where the path to MATLAB is specified, typically of the form
-`/Applications/MATLAB_R2020b.app`. If you don’t have MATLAB, simply replace
-`--with-matlab=<…>` in the above command by `--disable-matlab`.
+where you need to adapt the path to MATLAB. If you don’t have MATLAB, simply replace `--with-matlab=<…>` by `--disable-matlab`. Check the output of the command whether Dynare is configured for building everything except the internal docs of Dynare, Dynare++ and M2HTML.
+
 - Compile:
 ```sh
-make -j$(nproc)
+arch -$ARCH make -j$(sysctl -n hw.ncpu)
+```
+If no errors occured, you are done. Dynare is now ready to use.
+
+- If you additionally want to compile the documentation run:
+```sh
+arch -$ARCH make pdf html
 ```
+
+### 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 `$HOME/.local/bin`.
+So if you want to use system commands like `pdflatex`, `latexmk` or `x13as` you should either call them by their full path (e.g `/Library/TeX/texbin/pdflatex`)
+or append the PATH by running `setenv('PATH', [getenv('PATH') ':/usr/local/bin:$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.
\ No newline at end of file

configure.ac

 dnl Process this file with autoconf to produce a configure script.
 
-dnl Copyright © 2009-2019 Dynare Team
+dnl Copyright © 2009-2022 Dynare Team
 dnl
 dnl This file is part of Dynare.
 dnl
@@ -18,7 +18,7 @@ dnl You should have received a copy of the GNU General Public License
 dnl along with Dynare.  If not, see <https://www.gnu.org/licenses/>.
 
 AC_PREREQ([2.62])
-AC_INIT([dynare], [4.7-unstable])
+AC_INIT([dynare], [5.6])
 AC_CONFIG_SRCDIR([preprocessor/src/DynareMain.cc])
 AM_INIT_AUTOMAKE([1.11 -Wall -Wno-portability foreign no-dist-gzip dist-xz tar-pax])
 

dmm @ ea7846fd

-Subproject commit ea7846fd71d32851877cf60008ac5046b51a7a51

doc/bvar-a-la-sims.tex

@@ -21,12 +21,12 @@
     at: \url{https://www.gnu.org/licenses/fdl.txt}
     \newline
     \indent Many thanks to Christopher Sims for providing his BVAR
-    MATLAB\textregistered~routines, to St\'ephane Adjemian and Michel Juillard
+    MATLAB\textsuperscript{\textregistered}~routines, to St\'ephane Adjemian and Michel Juillard
     for their helpful support, and to Marek Jaroci\'nski for reporting a bug.
   }}
 
 \author{S\'ebastien Villemot\thanks{Paris School of Economics and
-    CEPREMAP.} \and Johannes Pfeifer\thanks{Universität der Bundeswehr München. E-mail: \href{mailto:johannes.pfeifer@unibw.de}{\texttt{johannes.pfeifer@unibw.de}}.}}
+    CEPREMAP.} \and Johannes Pfeifer\thanks{University of the Bundeswehr Munich. E-mail: \href{mailto:johannes.pfeifer@unibw.de}{\texttt{johannes.pfeifer@unibw.de}}.}}
 \date{First version: September 2007 \hspace{1cm} This version: May 2017}
 
 \maketitle

doc/dr.bib

-
-@techreport{adjemian/al:2011,
-	author = {Adjemian, St\'ephane and Bastani, Houtan and Juillard, Michel and Mihoubi, Ferhat and Perendia, George and Ratto, Marco and Villemot, S\'ebastien},
-	title = {Dynare: Reference Manual, Version 4},
-	institution = {CEPREMAP},
-	year = {2011},
-	type = {Dynare Working Papers},
-	number = {1}
+% Encoding: UTF-8
+
+@TechReport{adjemian/al:2011,
+  author      = {Adjemian, St\'ephane and Bastani, Houtan and Juillard, Michel and Karam\'e, Fr\'ederic and Maih, Junior and Mihoubi, Ferhat and Mutschler, Willi and Perendia, George and Pfeifer, Johannes and Ratto, Marco and Villemot, S\'ebastien},
+  institution = {CEPREMAP},
+  title       = {Dynare: Reference Manual Version 4},
+  year        = {2011},
+  number      = {1},
+  type        = {Dynare Working Papers},
 }
 
-
-@article{blanchard/kahn:1980,
-	author = {Blanchard, Olivier Jean and Kahn, Charles M.},
-	title = {The Solution of Linear Difference Models under Rational Expectations},
-	journal = {Econometrica},
-	year = 1980,
-	volume = {48},
-	number = {5},
-	pages = {1305-11},
-	month = {July},
-	keywords = { Macromodels Yield curve Persistence},
-	abstract = {Many have questioned the empirical relevance of the Calvo-Yun model. This paper adds a term structure to three widely studied macroeconomic models (Calvo-Yun, hybrid and Svensson). We back out from observations on the yield curve the underlying macroeconomic model that most closely matches the level, slope and curvature of the yield curve. With each model we trace the response of the yield curve to macroeconomic shocks. We assess the fit of each model against the observed behaviour of interest rates and find limited support for the Calvo-Yun model in terms of fit with the observed yield curve, we find some support for the hybrid model but the Svensson model performs best.},
-	url = {http://ideas.repec.org/a/ecm/emetrp/v48y1980i5p1305-11.html}
+@Article{blanchard/kahn:1980,
+  author   = {Blanchard, Olivier Jean and Kahn, Charles M.},
+  journal  = {Econometrica},
+  title    = {The Solution of Linear Difference Models under Rational Expectations},
+  year     = {1980},
+  month    = {7},
+  number   = {5},
+  pages    = {1305-11},
+  volume   = {48},
+  abstract = {Many have questioned the empirical relevance of the Calvo-Yun model. This paper adds a term structure to three widely studied macroeconomic models (Calvo-Yun, hybrid and Svensson). We back out from observations on the yield curve the underlying macroeconomic model that most closely matches the level, slope and curvature of the yield curve. With each model we trace the response of the yield curve to macroeconomic shocks. We assess the fit of each model against the observed behaviour of interest rates and find limited support for the Calvo-Yun model in terms of fit with the observed yield curve, we find some support for the hybrid model but the Svensson model performs best.},
+  doi      = {10.2307/1912186},
+  keywords = {Macromodels Yield curve Persistence},
 }
 
-
-@article{klein:2000,
-	author = {Klein, Paul},
-	title = {Using the generalized Schur form to solve a multivariate linear rational expectations model},
-	journal = {Journal of Economic Dynamics and Control},
-	year = 2000,
-	volume = {24},
-	number = {10},
-	pages = {1405-1423},
-	month = {September},
-	keywords = {},
-	abstract = {},
-	url = {http://ideas.repec.org/a/eee/dyncon/v24y2000i10p1405-1423.html}
+@Article{klein:2000,
+  author  = {Klein, Paul},
+  journal = {Journal of Economic Dynamics and Control},
+  title   = {Using the generalized {Schur} form to solve a multivariate linear rational expectations model},
+  year    = {2000},
+  month   = {September},
+  number  = {10},
+  pages   = {1405-1423},
+  volume  = {24},
+  doi     = {10.1016/s0165-1889(99)00045-7},
 }
 
-
-@article{schmitt-grohe/uribe:2004,
-	author = {Schmitt-Groh\'{e}, Stephanie and Ur\'{i}be, Martin},
-	title = {Solving dynamic general equilibrium models using a second-order approximation to the policy function},
-	journal = {Journal of Economic Dynamics and Control},
-	year = 2004,
-	volume = {28},
-	number = {4},
-	pages = {755-775},
-	month = {January},
-	keywords = {},
-	url = {http://ideas.repec.org/a/eee/dyncon/v28y2004i4p755-775.html}
+@Article{schmitt-grohe/uribe:2004,
+  author  = {Schmitt-Groh\'{e}, Stephanie and Ur\'{i}be, Martin},
+  journal = {Journal of Economic Dynamics and Control},
+  title   = {Solving dynamic general equilibrium models using a second-order approximation to the policy function},
+  year    = {2004},
+  month   = {January},
+  number  = {4},
+  pages   = {755-775},
+  volume  = {28},
+  doi     = {10.1016/s0165-1889(03)00043-5},
 }
 
-
-@article{sims:2001,
-	author = {Sims, Christopher A},
-	title = {Solving Linear Rational Expectations Models},
-	journal = {Computational Economics},
-	year = 2002,
-	volume = {20},
-	number = {1-2},
-	pages = {1-20},
-	month = {October},
-	keywords = {},
-	abstract = {},
-	url = {http://ideas.repec.org/a/kap/compec/v20y2002i1-2p1-20.html}
+@Article{sims:2001,
+  author  = {Sims, Christopher A},
+  journal = {Computational Economics},
+  title   = {Solving Linear Rational Expectations Models},
+  year    = {2002},
+  month   = {October},
+  number  = {1-2},
+  pages   = {1-20},
+  volume  = {20},
+  doi     = {10.1023/A:1020517101123},
 }
 
-
-@incollection{uhlig:1999,
-	author = {Uhlig, Harald},
-	title = {A toolkit for analysing nonlinear dynamic stochastic models easily},
-	booktitle = {Computational Methods for the Study of Dynamic Economics},
-	publisher = {Oxford University Press},
-	year = {1999},
-	editor = {Marimon, Ramon and Scott, Androw},
-	pages = {30-61}
+@InCollection{uhlig:1999,
+  author    = {Uhlig, Harald},
+  booktitle = {Computational Methods for the Study of Dynamic Economies},
+  publisher = {Oxford University Press},
+  address   = {Oxford},
+  title     = {A toolkit for analysing nonlinear dynamic stochastic models easily},
+  year      = {1999},
+  editor    = {Marimon, Ramon and Scott, Andrew},
+  pages     = {30-61},
 }
 
 
-@techreport{kamenik:2003,
+@techreport{kamenik:2004,
 	author = {Kamenik, Ondra},
 	title = {Solution of Specialized Sylvester Equation},
 	institution = {Manuscript},
-	year = {2003}
+	year = {2004}
 }
 
-
-@article{collard/juillard:2001:compecon,
-	author = {Collard, Fabrice and Juillard, Michel},
-	title = {A Higher-Order Taylor Expansion Approach to Simulation of Stochastic Forward-Looking Models with an Application to a Nonlinear Phillips Curve Model},
-	journal = {Computational Economics},
-	year = {2001},
-	volume = {17},
-	number = {2-3},
-	pages = {125-39},
-	month = {June},
-	keywords = {},
-	url = {http://ideas.repec.org/a/kap/compec/v17y2001i2-3p125-39.html}
+@Article{collard/juillard:2001:compecon,
+  author  = {Collard, Fabrice and Juillard, Michel},
+  journal = {Computational Economics},
+  title   = {A Higher-Order {Taylor} Expansion Approach to Simulation of Stochastic Forward-Looking Models with an Application to a Nonlinear {Phillips} Curve Model},
+  year    = {2001},
+  month   = {6},
+  number  = {2-3},
+  pages   = {125-139},
+  volume  = {17},
+  doi     = {10.1023/A:1011624124377},
 }
 
-
-@book{golub/van-loan:1996,
-	author = {Golub, Gene H. and Van Loan, Charles F.},
-	title = {Matrix Computations},
-	publisher = {The John Hopkins University Press},
-	year = {1996},
-	edition = {third}
+@Book{golub/van-loan:1996,
+  author    = {Golub, Gene H. and Van Loan, Charles F.},
+  publisher = {The John Hopkins University Press},
+  title     = {Matrix Computations},
+  year      = {2013},
+  address   = {Baltimore},
+  edition   = {4},
 }
 
+@Comment{jabref-meta: databaseType:bibtex;}

doc/dr.tex

@@ -3,7 +3,7 @@
 \usepackage{amssymb}
 \usepackage{amsmath}
 \usepackage{hyperref}
-\hypersetup{breaklinks=true,pagecolor=white,colorlinks=true,linkcolor=blue,citecolor=blue,urlcolor=blue}
+\hypersetup{breaklinks=true,colorlinks=true,linkcolor=blue,citecolor=blue,urlcolor=blue}
 \usepackage{natbib}
 
 \usepackage{fullpage}
@@ -36,7 +36,7 @@
   computing the first order approximated solution of a nonlinear rational
   expectations model. The core of the algorithm is a generalized Schur
   decomposition (also known as the QZ decomposition), as advocated by several
-  authors in the litterature. The contribution of the present paper is to focus
+  authors in the literature. The contribution of the present paper is to focus
   on implementation details that make the algorithm more generic and more
   efficient, especially for large models.
 
@@ -62,12 +62,8 @@ detail the algorithm implemented in Dynare for computing the first order
 approximated solution of nonlinear rational expectations models.\footnote{This
   algorithm is available using the \texttt{stoch\_simul} command of Dynare. The
   original implementation of this algorithm was done by Michel Juillard, using
-  MATLAB, and is available in the \texttt{matlab/dr1.m} file which is
-  distributed with Dynare. Another implementation was done by the author, in
-  C++, in the \texttt{DecisionRules} class, in the
-  \texttt{mex/sources/estimation} directory of the source tree. The notations
-  used in the present paper are closer to the C++ implementation than to the
-  MATLAB implementation.}
+  MATLAB, and is available in the \texttt{matlab/dyn\_first\_order\_solver.m} file which is
+  distributed with Dynare.}
 
 This algorithm is based on a generalized Schur decomposition---also known as
 the QZ decomposition---and is therefore essentially a variation on the
@@ -653,8 +649,8 @@ equation is:
 \end{equation*}
 In the general case, this equation is a specialized Sylvester equation, which
 can be solved using the algorithm proposed by
-\citet{kamenik:2003}\footnote{This paper is distributed with Dynare, in the
-  \texttt{sylvester.pdf} file under the documentation directory.}.
+\citet{kamenik:2004}\footnote{This paper is distributed with Dynare, in the
+  \texttt{sylvester.pdf} file under the Dynare++ documentation directory.}.
 
 \bibliographystyle{elsarticle-harv}
 \bibliography{dr}

doc/gsa/gsa.tex

@@ -4,15 +4,15 @@
 \documentclass[12pt,a4paper]{article}
 \usepackage{amssymb,amsmath}
 \usepackage[dvips]{graphicx}
-\usepackage{natbib}
 \usepackage{psfrag}
 \usepackage{setspace}
 \usepackage{rotating}
 \usepackage{hyperref}
-\hypersetup{breaklinks=true,pagecolor=white,colorlinks=true,linkcolor=blue,citecolor=blue,urlcolor=blue}
+\hypersetup{breaklinks=true,colorlinks=true,linkcolor=blue,citecolor=blue,urlcolor=blue}
 %\singlespacing (interlinea singola)
 %\onehalfspacing (interlinea 1,5)
 %\doublespacing (interlinea doppia)
+\usepackage{doi,natbib}
 
 
 %\bibpunct{(}{)}{;}{a}{,}{,}

doc/gsa/marco.bib

-@ARTICLE{Ratto_CompEcon_2008,
-  author =       {Ratto, M.},
-  title =        {Analysing DSGE Models with Global Sensitivity Analysis},
-  journal =      {Computational Economics},
-  year =         {2008},
-  volume =       {31},
-  pages =        {115--139},
+% Encoding: UTF-8
+
+@Article{Ratto_CompEcon_2008,
+  author  = {Ratto, Marco},
+  journal = {Computational Economics},
+  title   = {Analysing {DSGE} models with global sensitivity analysis},
+  year    = {2008},
+  pages   = {115--139},
+  volume  = {31},
+  doi     = {10.1007/s10614-007-9110-6},
 }
 
-@ARTICLE{Iskrev2010,
-  author = {Nikolay Iskrev},
-  title = {Local Identification in {DSGE} Models},
+@Article{Iskrev2010,
+  author  = {Nikolay Iskrev},
   journal = {Journal of Monetary Economics},
-  year = {2010},
-  volume = {57},
-  pages = {189-202}
+  title   = {Local Identification in {DSGE} Models},
+  year    = {2010},
+  number  = {2},
+  pages   = {189-202},
+  volume  = {57},
+  doi     = {10.1016/j.jmoneco.2009.12.007},
 }
 
 @UNPUBLISHED{Iskrev2011,
@@ -23,3 +28,5 @@
   note = {mimeo},
   year = {2011}
 }
+
+@Comment{jabref-meta: databaseType:bibtex;}

doc/guide.tex

 \documentclass[11pt,a4paper]{article}
-\usepackage{bibmad,graphicx,latexsym,amssymb,times}
-\usepackage[cp850]{inputenc}
+\usepackage{graphicx,latexsym,amssymb,times}
+\usepackage[utf8]{inputenc}
 
 \begin{document}
 \title{Stochastic simulations with {\sc Dynare}. \\ A practical guide.}
-\author{Fabrice Collard (GREMAQ, University of Toulouse)\\Adapted for Dynare 4.1\\ by Michel Juillard and S\'ebastien Villemot (CEPREMAP)}
+\author{Fabrice Collard (GREMAQ, University of Toulouse)\\Adapted for Dynare 4.x\\ by Michel Juillard and S\'ebastien Villemot (CEPREMAP)}
 \date{First draft: February 2001\hspace{10mm}This draft: December 2009.}
 \maketitle
 This document describes a model involving both endogenous and exogenous state variable. We first describe the theoretical model, before showing how the perturbation method is implemented in {\sc Dynare}.
 
-\section{A theoretical model} 
-We consider an economy that consists of a large number of dynastic households and a large number of firms. Firms are producing a homogeneous final product that can be either consumed or invested by means of capital and labor services. Firms own their capital stock and hire labor supplied by the households. Households own the firms. In each and every period three perfectly competitive markets open --- the markets for consumption goods, labor services, and financial capital in the form of firms' shares. 
+\section{A theoretical model}
+We consider an economy that consists of a large number of dynastic households and a large number of firms. Firms are producing a homogeneous final product that can be either consumed or invested by means of capital and labor services. Firms own their capital stock and hire labor supplied by the households. Households own the firms. In each and every period three perfectly competitive markets open --- the markets for consumption goods, labor services, and financial capital in the form of firms' shares.
 Household preferences are characterized by the lifetime utility function:
 \begin{equation}
   E_t\sum_{\tau=t}^{\infty}{\beta^\star}^{\tau-t} \left(\log(c_t)-\theta\frac{h_t^{1+\psi}}{1+\psi}\right)
   \label{eq:ut}
 \end{equation}
 \noindent where $0<\beta^\star<1$ is a constant discount factor, $c_t$ is consumption in period
-$t$, $h_t$ is the fraction of total available time devoted to productive activity in period $t$, $\theta>0$ and $\psi\geqslant 0$. We assume that there exists a central planner that determines hours, consumption and capital accumulation maximizing the household's utility function subject to the following budget constraint 
+$t$, $h_t$ is the fraction of total available time devoted to productive activity in period $t$, $\theta>0$ and $\psi\geqslant 0$. We assume that there exists a central planner that determines hours, consumption and capital accumulation maximizing the household's utility function subject to the following budget constraint
 \begin{equation}
   c_t+i_t=y_t
   \label{eq:bud}
@@ -44,7 +44,7 @@ a_t\\b_t
 \left(
 \begin{array}{cc}
 \rho&\tau\\
-\tau&\rho\\ 
+\tau&\rho\\
 \end{array}
 \right)\left(
 \begin{array}{c}
@@ -57,7 +57,7 @@ a_{t-1}\\b_{t-1}
 \end{array}
 \right)  \label{eq:process}
 \end{equation}
-where $|\rho+\tau|<1$ and $|\rho-\tau|<1 $ for sake of stationarity and 
+where $|\rho+\tau|<1$ and $|\rho-\tau|<1 $ for sake of stationarity and
 \begin{eqnarray*}
 E(\varepsilon_t)&=& 0,\\
 E(\nu_t)&=& 0,\\
@@ -65,7 +65,7 @@ E(\varepsilon_t\varepsilon_s)&=&\left\{
 \begin{array}{lcl}
 \sigma^2_\varepsilon & \mbox{ if } & t=s \\
 0 & \mbox{ if } & t\neq s \\
-\end{array}\right. \mbox{, }\\ 
+\end{array}\right. \mbox{, }\\
 E(\nu_t\nu_s)&=&\left\{
 \begin{array}{lcl}
 \sigma^2_\nu & \mbox{ if } & t=s \\
@@ -75,24 +75,24 @@ E(\varepsilon_t\nu_s)&=&\left\{
 \begin{array}{lcl}
 \varphi\sigma_\varepsilon\sigma_\nu & \mbox{ if } & t=s \\
 0 & \mbox{ if } & t\neq s \\
-\end{array}\right. \mbox{. } 
+\end{array}\right. \mbox{. }
 \end{eqnarray*}
 
- 
+
 \section{Dynamic Equilibrium}
-The dynamic equilibrium of this economy follows from the first order conditions for optimality: 
+The dynamic equilibrium of this economy follows from the first order conditions for optimality:
 \begin{eqnarray*}
 &&c_t \theta h_t^{1+\psi}=(1-\alpha) y_t \\
 &&\beta E_t\left[\left(\frac{\exp(b_t) c_t}{\exp(b_{t+1})c_{t+1}}\right)\left(\exp(b_{t+1})\alpha \frac{y_{t+1}}{k_{t+1}}+1-\delta\right)\right]=1\\
 &&y_t=\exp(a_t) k_t^\alpha h_t^{1-\alpha} \\
 &&k_{t+1}=\exp(b_t)(y_t-c_t)+(1-\delta)k_t \\
 &&a_t=\rho a_{t-1}+\tau b_{t-1}+\varepsilon_t \\
-&&b_t=\tau a_{t-1}+\rho b_{t-1}+\nu_t 
+&&b_t=\tau a_{t-1}+\rho b_{t-1}+\nu_t
 \end{eqnarray*}
 \section{The {\sc dynare} code}
 The {\sc dynare} code is straightforward to write, as the equilibrium is written in the natural way. The whole code is reported at the end of the section. Before that we proceed step by step.
 \paragraph{Preamble}
-The preamble consists of the some declarations to setup the endogenous and exogenous variables, the parameters and assign values to these parameters. 
+The preamble consists of the some declarations to setup the endogenous and exogenous variables, the parameters and assign values to these parameters.
 \begin{enumerate}
 \item {\tt var y, c, k, h, a, b;} specifies the endogenous variables in the model since we have output ({\tt y}), consumption ({\tt c}), capital ({\tt k}), hours ({\tt h}) and the two shocks ({\tt a, b}).
 \item {\tt varexo e, u;} specifies the exogenous variables in the model --- namely the innovations of the shocks, since we have the innovation of the non--incorporated shock ({\tt e}), and the innovation of the incorporated shock ({\tt u}).
@@ -133,9 +133,9 @@ theta = 2.95;
 \end{enumerate}
 
 \paragraph{Declaration of the model:}
-This step is done in a straightforward way. It starts with the instruction {\tt model;} and ends with {\tt end;}, in between all equilibrium conditions are written exactly the way we write it ``by hand''. However, there is a simple rule that should be kept in mind when the model is written. Let us consider a variable $x$: 
+This step is done in a straightforward way. It starts with the instruction {\tt model;} and ends with {\tt end;}, in between all equilibrium conditions are written exactly the way we write it ``by hand''. However, there is a simple rule that should be kept in mind when the model is written. Let us consider a variable $x$:
 \begin{itemize}
-\item If $x$ is decided in period $t$ then we simply write ${\tt x}$. 
+\item If $x$ is decided in period $t$ then we simply write ${\tt x}$.
 \item When the variable is decided in $t-1$, such as the capital stock in our simple model, we write ${\tt x(-1)}$. \item Finally, when a variable is decided in the next period, $t+1$, such as consumption in the Euler equation, we write ${\tt x(+1)}$.
 \end{itemize}
 Hence the required code to declare our model in {\sc Dynare} will be:
@@ -164,7 +164,7 @@ end;
 \end{verbatim}
 so that the level of consumption is actually given by ${\tt exp(c)}$.
 \paragraph{Solving the model}
-\begin{enumerate} 
+\begin{enumerate}
 \item Now we need to provide numerical initial conditions for the computation of the deterministic steady state. This is done with the sequence between {\tt initval;} and {\tt end;}. Each variable, endogenous or exogenous, should be initialized. In our example, we give the exact values of the deterministic equilibrium in absence of shocks. This takes the form
 \begin{verbatim}
 initval;
@@ -206,12 +206,12 @@ Number of periods on which to compute the IRFs (default = 40)
 \item {\tt nofunctions}:
 Doesn't print the coefficients of the approximated solution
 \item {\tt nomoments}:
-Doesn't print moments of the endogenous variables 
+Doesn't print moments of the endogenous variables
 \item {\tt order} = [1,2,3]:
 Order of Taylor approximation (default = 2)
 \item {\tt replic} = Integer:
 Number of simulated series used to compute the IRFs (default = 1, if order = 1, and 50 otherwise)
-\end{itemize} 
+\end{itemize}
 
 In our first example, we use simply:
 \begin{verbatim}
@@ -324,8 +324,8 @@ end;
 
 stoch_simul(periods=2000, drop=200);
 \end{verbatim}
-\bibliographystyle{Usmad}
-\bibliography{/papers/biblio/michel}
+%\bibliographystyle{Usmad}
+%\bibliography{/papers/biblio/michel}
 
 \end{document}
 

doc/manual/source/bibliography.rst

@@ -8,11 +8,15 @@ Bibliography
 * Adjemian, Stéphane, Matthieu Darracq Parriès and Stéphane Moyen (2008): “Towards a monetary policy evaluation framework”, *European Central Bank Working Paper*, 942.
 * 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), pp. 1-49.
+* 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.
+* Andrle, Michal and Miroslav Plašil (2018): “Econometrics with system priors,” *Economics Letters*, 172, 134-137.
 * 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.
+* 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*.
 * 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.
@@ -21,19 +25,25 @@ Bibliography
 * 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.
-* Corona, 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.
-* Del Negro, Marco and Franck Schorfheide (2004): “Priors from General Equilibrium Models for VARs”, *International Economic Review*, 45(2), 643–673.
+* 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
+* 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.
 * Durbin, J. and S. J. Koopman (2012), *Time Series Analysis by State Space Methods*, Second Revised Edition, Oxford University Press.
 * Fair, Ray and John Taylor (1983): “Solution and Maximum Likelihood Estimation of Dynamic Nonlinear Rational Expectation Models,” *Econometrica*, 51, 1169–1185.
+* Fernández-Villaverde, Jesús (2010): “The econometrics of DSGE models,” *SERIEs*, 1, 3–49.
 * Fernández-Villaverde, Jesús and Juan Rubio-Ramírez (2004): “Comparing Dynamic Equilibrium Economies to Data: A Bayesian Approach,” *Journal of Econometrics*, 123, 153–187.
 * Fernández-Villaverde, Jesús and Juan Rubio-Ramírez (2005): “Estimating Dynamic Equilibrium Economies: Linear versus Nonlinear Likelihood,” *Journal of Applied Econometrics*, 20, 891–910.
-* Fernández-Villaverde, Jesús (2010): “The econometrics of DSGE models,” *SERIEs*, 1, 3–49.
 * Ferris, Michael C. and Todd S. Munson (1999): “Interfaces to PATH 3.0: Design, Implementation and Usage”, *Computational Optimization and Applications*, 12(1), 207–227.
+* Galí, Jordi (2015): “Monetary Policy, Inflation, and the Business Cycle,” 2nd Edition, Princeton University Press, Princeton.
 * Geweke, John (1992): “Evaluating the accuracy of sampling-based approaches to the calculation of posterior moments,” in J.O. Berger, J.M. Bernardo, A.P. Dawid, and A.F.M. Smith (eds.) Proceedings of the Fourth Valencia International Meeting on Bayesian Statistics, pp. 169–194, Oxford University Press.
 * Geweke, John (1999): “Using simulation methods for Bayesian econometric models: Inference, development and communication,” *Econometric Reviews*, 18(1), 1–73.
+* Giovannini, Massimo, Philipp Pfeiffer, and Marco Ratto (2021), “Efficient and robust inference of models with occasionally binding constraints,” Working Papers 2021-03, Joint Research Centre, European Commission
 * Giordani, Paolo, Michael Pitt, and Robert Kohn (2011): “Bayesian Inference for Time Series State Space Models” in: *The Oxford Handbook of Bayesian Econometrics*, ed. by John Geweke, Gary Koop, and Herman van Dijk, Oxford University Press, 61–124.
+* Guerrieri, Luca and Matteo Iacoviello (2015): “OccBin: A toolkit for solving dynamic models with occasionally binding constraints easily,” *Journal of Monetary Economics*, 70, 22–38.
 * Goffe, William L., Gary D. Ferrier, and John Rogers (1994): “Global Optimization of Statistical Functions with Simulated Annealing,” *Journal of Econometrics*, 60(1/2), 65–100.
+* 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 (2015): “Using the “Chandrasekhar Recursions” for Likelihood Evaluation of DSGE Models,” *Computational Economics*, 45(4), 693–705.
@@ -41,8 +51,8 @@ Bibliography
 * Iskrev, Nikolay (2010): “Local identification in DSGE models,” *Journal of Monetary Economics*, 57(2), 189–202.
 * Judd, Kenneth (1996): “Approximation, Perturbation, and Projection Methods in Economic Analysis”, in *Handbook of Computational Economics*, ed. by Hans Amman, David Kendrick, and John Rust, North Holland Press, 511–585.
 * Juillard, Michel (1996): “Dynare: A program for the resolution and simulation of dynamic models with forward variables through the use of a relaxation algorithm,” CEPREMAP, *Couverture Orange*, 9602.
-* Kim, Jinill and Sunghyun Kim (2003): “Spurious welfare reversals in international business cycle models,” *Journal of International Economics*, 60, 471–500.
 * Kanzow, Christian and Stefania Petra (2004): “On a semismooth least squares formulation of complementarity problems with gap reduction,” *Optimization Methods and Software*, 19, 507–525.
+* Kim, Jinill and Sunghyun Kim (2003): “Spurious welfare reversals in international business cycle models,” *Journal of International Economics*, 60, 471–500.
 * Kim, Jinill, Sunghyun Kim, Ernst Schaumburg, and Christopher A. Sims (2008): “Calculating and using second-order accurate solutions of discrete time dynamic equilibrium models,” *Journal of Economic Dynamics and Control*, 32(11), 3397–3414.
 * Komunjer, Ivana and Ng, Serena (2011): ”Dynamic identification of dynamic stochastic general equilibrium models”, *Econometrica*, 79, 1995–2032.
 * Koop, Gary (2003), *Bayesian Econometrics*, John Wiley & Sons.
@@ -51,25 +61,26 @@ Bibliography
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 * 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.
-* Lubik, Thomas and Frank Schorfheide (2007): “Do Central Banks Respond to Exchange Rate Movements? A Structural Investigation,” *Journal of Monetary Economics*, 54(4), 1069–1087.
 * 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.
 * Pearlman, Joseph, David Currie, and Paul Levine (1986): “Rational expectations models with partial information,” *Economic Modelling*, 3(2), 90–105.
 * Planas, Christophe, Marco Ratto and Alessandro Rossi (2015): “Slice sampling in Bayesian estimation of DSGE models”.
 * Pfeifer, Johannes (2013): “A Guide to Specifying Observation Equations for the Estimation of DSGE Models”.
 * Pfeifer, Johannes (2014): “An Introduction to Graphs in Dynare”.
 * Qu, Zhongjun and Tkachenko, Denis (2012): “Identification and frequency domain quasi-maximum likelihood estimation of linearized dynamic stochastic general equilibrium models“, *Quantitative Economics*, 3, 95–132.
-* Rabanal, Pau and Juan Rubio-Ramirez (2003): “Comparing New Keynesian Models of the Business Cycle: A Bayesian Approach,” Federal Reserve of Atlanta, *Working Paper Series*, 2003-30.
+* Rabanal, Pau and Juan Rubio-Ramírez (2003): “Comparing New Keynesian Models of the Business Cycle: A Bayesian Approach,” Federal Reserve of Atlanta, *Working Paper Series*, 2003-30.
 * Raftery, Adrian E. and Steven Lewis (1992): “How many iterations in the Gibbs sampler?,” in *Bayesian Statistics, Vol. 4*, ed. J.O. Berger, J.M. Bernardo, A.P. * Dawid, and A.F.M. Smith, Clarendon Press: Oxford, pp. 763-773.
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-* Schorfheide, Frank (2000): “Loss Function-based evaluation of DSGE models,” *Journal of Applied Econometrics*, 15(6), 645–670.
+* Ruge-Murcia, Francisco J. (2012): “Estimating nonlinear DSGE models by the simulated method of moments: With an application to business cycles“, *Journal of Economic Dynamics and Control*, 36, 914-938.
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doc/manual/source/conf.py

 # -*- coding: utf-8 -*-
 
-# Copyright (C) 2018-2020 Dynare Team
+# Copyright (C) 2018-2022 Dynare Team
 #
 # This file is part of Dynare.
 #
@@ -36,7 +36,7 @@ mathjax_path = 'mathjax/MathJax.js?config=TeX-AMS-MML_HTMLorMML'
 master_doc = 'index'
 
 project = u'Dynare'
-copyright = u'2020, Dynare Team'
+copyright = u'1996–2022 Dynare Team'
 author = u'Dynare Team'
 
 add_function_parentheses = False
@@ -93,5 +93,5 @@ man_pages = [
 def setup(app):
     from dynare_dom import DynareDomain
     from dynare_lex import DynareLexer
-    app.add_lexer("dynare", DynareLexer())
+    app.add_lexer("dynare", DynareLexer)
     app.add_domain(DynareDomain)

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

@@ -167,7 +167,7 @@ Dynare misc commands
 
             A ``1*Nblck`` array of doubles. Current acceptance ratios.
 
-.. 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