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 2009-10-15 16:32:19 +00:00
parent dc49fbffdc
commit 154eef8dbb
1 changed files with 142 additions and 9 deletions

View File

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