Reference manual: on the road to 4.1...
* added new commands: "identification", "write_latex_dynamic_model", "write_latex_static_model", "shock_decomposition"
* updated "{load,save}_params_and_steady_state"
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3047 ac1d8469-bf42-47a9-8791-bf33cf982152
time-shift
sebastien
parent
dc49fbffdc
commit
154eef8dbb
151
doc/manual.xml
151
doc/manual.xml
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@ -702,6 +702,8 @@ A = 1-alpha*beta;
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<para>The model is declared inside a <xref linkend="model"/> block.</para>
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<para>Note that it is possible to output the list of model equations to a LaTeX file, using the <xref linkend="write_latex_dynamic_model"/> command, or the <xref linkend="write_latex_static_model"/> (for the steady state model).</para>
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<refentry id="model">
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<refmeta>
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<refentrytitle>model</refentrytitle>
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@ -810,6 +812,54 @@ end;
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</refsect2>
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</refsect1>
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</refentry>
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<refentry id="write_latex_dynamic_model">
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<refmeta>
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<refentrytitle>write_latex_dynamic_model</refentrytitle>
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</refmeta>
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<refnamediv>
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<refname>write_latex_dynamic_model</refname>
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<refpurpose>create a LaTeX file containing the (dynamic) model</refpurpose>
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</refnamediv>
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<refsynopsisdiv>
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<cmdsynopsis>
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<command>write_latex_dynamic_model</command><arg choice="plain">;</arg>
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</cmdsynopsis>
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</refsynopsisdiv>
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<refsect1><title>Description</title>
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<para>If your <filename class="extension">.mod</filename> file is <filename><replaceable>FILENAME</replaceable>.mod</filename>, then Dynare will create a file called <filename><replaceable>FILENAME</replaceable>_dynamic.tex</filename>, containing the list of all the dynamic model equations.
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</para>
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<para>If LaTeX names were given for variables and parameters (see <xref linkend="var"/>, <xref linkend="varexo"/>, <xref linkend="varexo_det"/>, <xref linkend="parameters"/>), then those will be used; otherwise, the plain text names will be used.</para>
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<para>Time subscripts (<literal>t</literal>, <literal>t+1</literal>, <literal>t-1</literal>, ...) will be appended to the variable names, as LaTeX subscripts.</para>
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</refsect1>
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</refentry>
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<refentry id="write_latex_static_model">
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<refmeta>
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<refentrytitle>write_latex_static_model</refentrytitle>
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</refmeta>
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<refnamediv>
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<refname>write_latex_static_model</refname>
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<refpurpose>create a LaTeX file containing the (static) model</refpurpose>
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</refnamediv>
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<refsynopsisdiv>
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<cmdsynopsis>
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<command>write_latex_static_model</command><arg choice="plain">;</arg>
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</cmdsynopsis>
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</refsynopsisdiv>
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<refsect1><title>Description</title>
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<para>If your <filename class="extension">.mod</filename> file is <filename><replaceable>FILENAME</replaceable>.mod</filename>, then Dynare will create a file called <filename><replaceable>FILENAME</replaceable>_static.tex</filename>, containing the list of all the equations of the steady state model.
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</para>
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<para>If LaTeX names were given for variables and parameters (see <xref linkend="var"/>, <xref linkend="varexo"/>, <xref linkend="varexo_det"/>, <xref linkend="parameters"/>), then those will be used; otherwise, the plain text names will be used.</para>
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</refsect1>
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</refentry>
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</sect1>
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<sect1><title>Initial and terminal conditions</title>
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@ -1869,6 +1919,7 @@ Note that in order to avoid stochastic singularity, you must have at least as ma
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<listitem><para><xref linkend='prior_analysis'/></para></listitem>
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<listitem><para><xref linkend='posterior_analysis'/></para></listitem>
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<listitem><para><xref linkend='model_comparison'/></para></listitem>
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<listitem><para><xref linkend='shock_decomposition'/></para></listitem>
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<listitem><para><xref linkend='unit_root_vars'/> (deprecated)</para></listitem>
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</itemizedlist>
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@ -2713,6 +2764,46 @@ oo_.posterior_hpdsup.measurement_errors_corr.gdp_conso
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</refsect1>
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</refentry>
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<refentry id="shock_decomposition">
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<refmeta>
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<refentrytitle>shock_decomposition</refentrytitle>
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</refmeta>
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<refnamediv>
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<refname>shock_decomposition</refname>
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<refpurpose>computes and displays shock decomposition according to the model for a given sample</refpurpose>
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</refnamediv>
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<refsynopsisdiv>
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<cmdsynopsis>
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<command>shock_decomposition</command>
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<arg>(<replaceable>OPTION</replaceable><arg rep="repeat">, <replaceable>OPTION</replaceable></arg>)</arg><arg choice="plain">;</arg>
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</cmdsynopsis>
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</refsynopsisdiv>
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<refsect1><title>Options</title>
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<variablelist>
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<varlistentry>
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<term><option>parameters</option> = <replaceable>PARAMETER_NAME</replaceable></term>
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<listitem><para>...</para></listitem>
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</varlistentry>
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<varlistentry>
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<term><option>shocks</option> = [ [<replaceable>VARIABLE_NAME</replaceable> ...] ; ...]</term>
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<listitem><para>...</para></listitem>
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</varlistentry>
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<varlistentry>
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<term><option>labels</option> = [<replaceable>VARIABLE_NAME</replaceable> ...]</term>
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<listitem><para>...</para></listitem>
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</varlistentry>
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</variablelist>
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</refsect1>
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<refsect1><title>Description</title>
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<para>...</para>
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</refsect1>
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</refentry>
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<refentry id="unit_root_vars">
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<refmeta>
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<refentrytitle>unit_root_vars</refentrytitle>
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@ -2929,7 +3020,7 @@ This problem is solved using a numerical optimizer.
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</sect1>
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<sect1><title>Sensitivity analysis</title>
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<sect1><title>Sensitivity and identification analysis</title>
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<refentry id="dynare_sensitivity">
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<refmeta>
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@ -2959,6 +3050,48 @@ This problem is solved using a numerical optimizer.
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</refentry>
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<refentry id="identification">
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<refmeta>
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<refentrytitle>identification</refentrytitle>
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</refmeta>
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<refnamediv>
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<refname>identification</refname>
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<refpurpose>triggers identification analysis</refpurpose>
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</refnamediv>
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<refsynopsisdiv>
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<cmdsynopsis>
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<command>identification</command>
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<arg>(<replaceable>OPTION</replaceable><arg rep="repeat">, <replaceable>OPTION</replaceable></arg>)</arg>
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<arg choice="plain">;</arg>
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</cmdsynopsis>
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</refsynopsisdiv>
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<refsect1><title>Options</title>
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<variablelist>
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<varlistentry>
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<term><option>ar</option> = <replaceable>INTEGER</replaceable></term>
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<listitem><para>Number of lags of computed autocorrelations (theoretical moments). Default: <literal>3</literal></para></listitem>
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</varlistentry>
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<varlistentry>
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<term><option>useautocorr</option> = <replaceable>INTEGER</replaceable></term>
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<listitem><para>If equal to <literal>1</literal>, compute derivatives of autocorrelation. If equal to <literal>0</literal>, compute derivatives of autocovariances. Default: <literal>1</literal></para></listitem>
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</varlistentry>
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<varlistentry>
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<term><option>load_ident_files</option> = <replaceable>INTEGER</replaceable></term>
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<listitem><para>If equal to <literal>1</literal>, allow Dynare to load previously
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computed analyzes. Default: <literal>0</literal></para></listitem>
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</varlistentry>
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<varlistentry>
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<term><option>prior_mc</option> = <replaceable>INTEGER</replaceable></term>
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<listitem><para>Size of Monte Carlo sample. Default: <literal>2000</literal></para></listitem>
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</varlistentry>
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</variablelist>
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</refsect1>
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</refentry>
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</sect1>
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<sect1><title>Displaying and saving results</title>
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@ -3194,7 +3327,7 @@ In <trademark class="registered">MATLAB</trademark>, variables saved with the <c
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<refsect1>
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<title>Description</title>
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<para>For all parameters, endogenous and exogenous variables, stores
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their value in a file, using a simple name/value associative array.</para>
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their value in a text file, using a simple name/value associative table.</para>
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<itemizedlist>
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<listitem><para>for parameters, the value is taken from the last parameter
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initialization</para></listitem>
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@ -3208,13 +3341,13 @@ In <trademark class="registered">MATLAB</trademark>, variables saved with the <c
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<para>The typical usage of this function is to compute the steady-state of a
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model by calibrating the steady-state value of some endogenous variables (which implies that some parameters must be endogeneized
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during the steady-state computation).</para>
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<para>You would then write a first .mod file which computes the steady-state and saves the result of the
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<para>You would then write a first <filename class="extension">.mod</filename> file which computes the steady state and saves the result of the
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computation at the end of the file, using <command>save_params_and_steady_state</command>.</para>
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<para>In a second file designed to perform the actual simulations, you would use <xref linkend="load_params_and_steady_state"/> just after
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your variable declarations, in order to load the steady-state previously computed (including the parameters which had been
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endogeneized during the steady-state computation).</para>
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<para>The need for two separate .mod files arises from the fact that the variable declarations differ between the files for
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steady-state calibration and for simulation (the set of endogenous and parameters differ between the two); this leads
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your variable declarations, in order to load the steady state previously computed (including the parameters which had been
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endogeneized during the steady state computation).</para>
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<para>The need for two separate <filename class="extension">.mod</filename> files arises from the fact that the variable declarations differ between the files for
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steady state calibration and for simulation (the set of endogenous and parameters differ between the two); this leads
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to different <xref linkend="var"/> and <xref linkend="parameters"/> statements.</para>
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<para>Also note that you can take advantage of the <xref linkend="include"/> directive to share the model equations between the two files.</para>
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</refsect1>
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@ -3241,10 +3374,10 @@ In <trademark class="registered">MATLAB</trademark>, variables saved with the <c
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<refsect1>
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<title>Description</title>
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<para>For all parameters, endogenous and exogenous variables, loads
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their value from a file created with save_params_and_steady_state.</para>
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their value from a file created with <command>save_params_and_steady_state</command>.</para>
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<itemizedlist>
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<listitem><para>for parameters, their value will be initialized as if they
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had been calibrated in the .mod file</para></listitem>
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had been calibrated in the <filename class="extension">.mod</filename> file</para></listitem>
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<listitem><para>for endogenous and exogenous, their value will be initialized
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as they would have been from an initval block</para></listitem>
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</itemizedlist>
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