Removed trailing whitespaces.

time-shift
Stéphane Adjemian (Charybdis) 2011-08-30 16:07:02 +02:00
parent 893d2ca2b2
commit 49b286957e
1 changed files with 167 additions and 167 deletions

View File

@ -91,123 +91,123 @@ This is Dynare Reference Manual, version @value{VERSION}.
@end ifnottex
@menu
* Introduction::
* Installation and configuration::
* Dynare invocation::
* The Model file::
* The Configuration File::
* Examples::
* Bibliography::
* Command and Function Index::
* Variable Index::
* Introduction::
* Installation and configuration::
* Dynare invocation::
* The Model file::
* The Configuration File::
* Examples::
* Bibliography::
* Command and Function Index::
* Variable Index::
@detailmenu
--- The Detailed Node Listing ---
Introduction
* What is Dynare ?::
* Documentation sources::
* Citing Dynare in your research::
* What is Dynare ?::
* Documentation sources::
* Citing Dynare in your research::
Installation and configuration
* Software requirements::
* Installation of Dynare::
* Configuration::
* Software requirements::
* Installation of Dynare::
* Configuration::
Installation of Dynare
* On Windows::
* On Debian GNU/Linux and Ubuntu::
* On Mac OS X::
* For other systems::
* On Windows::
* On Debian GNU/Linux and Ubuntu::
* On Mac OS X::
* For other systems::
Configuration
* For MATLAB::
* For GNU Octave::
* Some words of warning::
* For MATLAB::
* For GNU Octave::
* Some words of warning::
The Model file
* Conventions::
* Variable declarations::
* Expressions::
* Parameter initialization::
* Model declaration::
* Auxiliary variables::
* Initial and terminal conditions::
* Shocks on exogenous variables::
* Other general declarations::
* Steady state::
* Getting information about the model::
* Deterministic simulation::
* Stochastic solution and simulation::
* Estimation::
* Forecasting::
* Optimal policy::
* Sensitivity and identification analysis::
* Displaying and saving results::
* Macro-processing language::
* Misc commands::
* Conventions::
* Variable declarations::
* Expressions::
* Parameter initialization::
* Model declaration::
* Auxiliary variables::
* Initial and terminal conditions::
* Shocks on exogenous variables::
* Other general declarations::
* Steady state::
* Getting information about the model::
* Deterministic simulation::
* Stochastic solution and simulation::
* Estimation::
* Forecasting::
* Optimal policy::
* Sensitivity and identification analysis::
* Displaying and saving results::
* Macro-processing language::
* Misc commands::
Expressions
* Parameters and variables::
* Operators::
* Functions::
* Parameters and variables::
* Operators::
* Functions::
Parameters and variables
* Inside the model::
* Outside the model::
* Inside the model::
* Outside the model::
Functions
* Built-in Functions::
* External Functions::
* Built-in Functions::
* External Functions::
Steady state
* Finding the steady state with Dynare nonlinear solver::
* Using a steady state file::
* Finding the steady state with Dynare nonlinear solver::
* Using a steady state file::
Stochastic solution and simulation
* Computing the stochastic solution::
* Typology and ordering of variables::
* First order approximation::
* Second order approximation::
* Third order approximation::
* Computing the stochastic solution::
* Typology and ordering of variables::
* First order approximation::
* Second order approximation::
* Third order approximation::
Sensitivity and identification analysis
* Sampling::
* Stability Mapping::
* Reduced Form Mapping::
* RMSE::
* Screening Analysis::
* Identification Analysis::
* Performing Sensitivity and Identification Analysis::
* Sampling::
* Stability Mapping::
* Reduced Form Mapping::
* RMSE::
* Screening Analysis::
* Identification Analysis::
* Performing Sensitivity and Identification Analysis::
Macro-processing language
* Macro expressions::
* Macro directives::
* Typical usages::
* MATLAB/Octave loops versus macro-processor loops::
* Macro expressions::
* Macro directives::
* Typical usages::
* MATLAB/Octave loops versus macro-processor loops::
Typical usages
* Modularization::
* Indexed sums or products::
* Multi-country models::
* Endogeneizing parameters::
* Modularization::
* Indexed sums or products::
* Multi-country models::
* Endogeneizing parameters::
The Configuration File
* Parallel Configuration::
* Parallel Configuration::
@end detailmenu
@end menu
@ -216,9 +216,9 @@ The Configuration File
@chapter Introduction
@menu
* What is Dynare ?::
* Documentation sources::
* Citing Dynare in your research::
* What is Dynare ?::
* Documentation sources::
* Citing Dynare in your research::
@end menu
@node What is Dynare ?
@ -339,9 +339,9 @@ If you want to give a URL, use the address of the Dynare website:
@chapter Installation and configuration
@menu
* Software requirements::
* Installation of Dynare::
* Configuration::
* Software requirements::
* Installation of Dynare::
* Configuration::
@end menu
@node Software requirements
@ -355,7 +355,7 @@ steps are necessary in that case.
In order to run Dynare, you need at least one of the following:
@itemize
@itemize
@item
MATLAB version 7.0 (R14) or above; note that no toolbox is needed by
@ -396,10 +396,10 @@ upgrade Dynare and discard the previous version without having to worry
about your own files.
@menu
* On Windows::
* On Debian GNU/Linux and Ubuntu::
* On Mac OS X::
* For other systems::
* On Windows::
* On Debian GNU/Linux and Ubuntu::
* On Mac OS X::
* For other systems::
@end menu
@node On Windows
@ -465,9 +465,9 @@ Wiki}.
@section Configuration
@menu
* For MATLAB::
* For GNU Octave::
* Some words of warning::
* For MATLAB::
* For GNU Octave::
* Some words of warning::
@end menu
@node For MATLAB
@ -476,7 +476,7 @@ Wiki}.
You need to add the @file{matlab} subdirectory of your Dynare
installation to MATLAB path. You have two options for doing that:
@itemize
@itemize
@item
Using the @code{addpath} command in the MATLAB command window:
@ -724,7 +724,7 @@ in a file called @file{@var{FILENAME}_results.mat}.
@example
dynare ramst
dynare ramst.mod savemacro
dynare ramst.mod savemacro
@end example
@end deffn
@ -749,26 +749,26 @@ Structure containing the various results of the computations.
@chapter The Model file
@menu
* Conventions::
* Variable declarations::
* Expressions::
* Parameter initialization::
* Model declaration::
* Auxiliary variables::
* Initial and terminal conditions::
* Shocks on exogenous variables::
* Other general declarations::
* Steady state::
* Getting information about the model::
* Deterministic simulation::
* Stochastic solution and simulation::
* Estimation::
* Forecasting::
* Optimal policy::
* Sensitivity and identification analysis::
* Displaying and saving results::
* Macro-processing language::
* Misc commands::
* Conventions::
* Variable declarations::
* Expressions::
* Parameter initialization::
* Model declaration::
* Auxiliary variables::
* Initial and terminal conditions::
* Shocks on exogenous variables::
* Other general declarations::
* Steady state::
* Getting information about the model::
* Deterministic simulation::
* Stochastic solution and simulation::
* Estimation::
* Forecasting::
* Optimal policy::
* Sensitivity and identification analysis::
* Displaying and saving results::
* Macro-processing language::
* Misc commands::
@end menu
@node Conventions
@ -785,7 +785,7 @@ are separated by commas.
In the description of Dynare commands, the following conventions are
observed:
@itemize
@itemize
@item
optional arguments or options are indicated between square brackets:
@ -933,7 +933,7 @@ Dynare will concatenate them.
varexo m gov;
varexo_det tau;
@end example
@end deffn
@ -1020,7 +1020,7 @@ the beginning of the period'' convention.
The following two program snippets are strictly equivalent.
@emph{Using default Dynare timing convention:}
@emph{Using default Dynare timing convention:}
@example
var y, k, i;
@ -1032,7 +1032,7 @@ k = i + (1-delta)*k(-1);
end;
@end example
@emph{Using the alternative timing convention:}
@emph{Using the alternative timing convention:}
@example
var y, k, i;
@ -1114,9 +1114,9 @@ Represents infinity.
@end deffn
@menu
* Parameters and variables::
* Operators::
* Functions::
* Parameters and variables::
* Operators::
* Functions::
@end menu
@node Parameters and variables
@ -1127,8 +1127,8 @@ typing their names. The semantics of parameters and variables is quite
different whether they are used inside or outside the model block.
@menu
* Inside the model::
* Outside the model::
* Inside the model::
* Outside the model::
@end menu
@node Inside the model
@ -1177,7 +1177,7 @@ the value given in the most recent @code{initval} or @code{endval} block.
The following operators are allowed in both @var{MODEL_EXPRESSION} and
@var{EXPRESSION}:
@itemize
@itemize
@item
binary arithmetic operators: @code{+}, @code{-}, @code{*}, @code{/}, @code{^}
@ -1215,8 +1215,8 @@ internally and how this affects the output.
@subsection Functions
@menu
* Built-in Functions::
* External Functions::
* Built-in Functions::
* External Functions::
@end menu
@node Built-in Functions
@ -1566,7 +1566,7 @@ appended to the variable names, as LaTeX subscripts.
Note that the model written in the TeX file will differ from the model
declared by the user in the following dimensions:
@itemize
@itemize
@item
the timing convention of predetermined variables
@ -1762,7 +1762,7 @@ This steady state will be used as the initial condition at all the
periods preceeding the first simulation period for the two possible
types of simulations in stochastic mode:
@itemize
@itemize
@item
in @code{stoch_simul}, if the @code{periods} options is specified
@ -1922,7 +1922,7 @@ and the number of lags of the model (for example, with 50 simulation
periods, in a model with 2 lags and 1 lead, the paths must have a
length of 53). Note that these paths cover two different things:
@itemize
@itemize
@item
the constraints of the problem, which are given by the path for
@ -1936,7 +1936,7 @@ initial and terminal conditions)
The command accepts three file formats:
@itemize
@itemize
@item
M-file (extension @file{.m}): for each endogenous and exogenous
@ -1998,7 +1998,7 @@ The block should contain one or more occurrences of the following
group of three lines:
@example
var @var{VARIABLE_NAME};
var @var{VARIABLE_NAME};
periods @var{INTEGER}[:@var{INTEGER}] [[,] @var{INTEGER}[:@var{INTEGER}]]@dots{};
values @var{DOUBLE} | (@var{EXPRESSION}) [[,] @var{DOUBLE} | (@var{EXPRESSION}) ]@dots{};
@end example
@ -2120,7 +2120,7 @@ The syntax is the same than @code{shocks} in a deterministic context.
This command is only meaningful in two situations:
@itemize
@itemize
@item
on exogenous variables with a non-zero steady state, in a deterministic setup,
@ -2207,8 +2207,8 @@ give more guidance to Dynare, using your knowledge of the model, by
providing it with a ``steady state file''.
@menu
* Finding the steady state with Dynare nonlinear solver::
* Using a steady state file::
* Finding the steady state with Dynare nonlinear solver::
* Using a steady state file::
@end menu
@node Finding the steady state with Dynare nonlinear solver
@ -2332,7 +2332,7 @@ variable:
Contains the computed steady state.
Endogenous variables are ordered in order of declaration used in
@code{var} command (which is also the order used in @code{M_.endo_names}).
@code{var} command (which is also the order used in @code{M_.endo_names}).
@end defvr
@ -2490,7 +2490,7 @@ steady_state_model;
dA = exp(gam);
gst = 1/dA; // A temporary variable
m = mst;
// Three other temporary variables
khst = ( (1-gst*bet*(1-del)) / (alp*gst^alp*bet) )^(1/(alp-1));
xist = ( ((khst*gst)^alp - (1-gst*(1-del))*khst)/mst )^(-1);
@ -2508,7 +2508,7 @@ steady_state_model;
// You can use MATLAB functions which return several arguments
[W, e] = my_function(l, n);
gp_obs = m/dA;
gy_obs = dA;
end;
@ -2567,7 +2567,7 @@ command.
This command provides information about:
@itemize
@itemize
@item
the normalization of the model: an endogenous variable is attributed
@ -2758,11 +2758,11 @@ details of the Dynare implementation of the first order solution are
given in @cite{Villemot (2011)}.
@menu
* Computing the stochastic solution::
* Typology and ordering of variables::
* First order approximation::
* Second order approximation::
* Third order approximation::
* Computing the stochastic solution::
* Typology and ordering of variables::
* First order approximation::
* Second order approximation::
* Third order approximation::
@end menu
@node Computing the stochastic solution
@ -2838,7 +2838,7 @@ Transform used in the HP filter computation. It may be necessary to
increase it for highly autocorrelated processes. Default: @code{512}.
@item irf = @var{INTEGER}
@anchor{irf}
@anchor{irf}
Number of periods on which to compute the IRFs. Setting @code{irf=0},
suppresses the plotting of IRF's. Default: @code{40}.
@ -3120,7 +3120,7 @@ where @math{y^s} is the steady state value of @math{y} and
The coefficients of the decision rules are stored as follows:
@itemize
@itemize
@item
@vindex oo_.dr.ys
@ -3158,7 +3158,7 @@ variance of future shocks.
The coefficients of the decision rules are stored in the variables
described for first order approximation, plus the following variables:
@itemize
@itemize
@item
@vindex oo_.dr.ghs2
@ -3204,7 +3204,7 @@ M_.exo_nbr}.
The coefficients of the decision rules are stored as follows:
@itemize
@itemize
@item
@vindex oo_.dr.ys
@ -3530,7 +3530,7 @@ stderr VARIABLE_NAME | corr VARIABLE_NAME_1, VARIABLE_NAME_2 | PARAMETER_NAME
This command runs Bayesian or maximum likelihood estimation.
The following information will be displayed by the command:
@itemize
@itemize
@item
results from posterior optimization (also for maximum likelihood)
@ -3941,7 +3941,7 @@ Lower bound of a 90% HPD interval@footnote{See option @ref{conf_sig}
to change the size of the HPD interval}
@item HPDsup
Upper bound of a 90% HPD interval
Upper bound of a 90% HPD interval
@item Mean
Mean of the posterior distribution
@ -4280,7 +4280,7 @@ end;
stoch_simul(irf=0);
forecast;
forecast;
@end example
@end deffn
@ -4618,13 +4618,13 @@ Sensitivity analysis results are saved locally in @code{<mod_file>/GSA},
where @code{<mod_file>.mod} is the name of the DYNARE model file.
@menu
* Sampling::
* Stability Mapping::
* Reduced Form Mapping::
* RMSE::
* Screening Analysis::
* Identification Analysis::
* Performing Sensitivity and Identification Analysis::
* Sampling::
* Stability Mapping::
* Reduced Form Mapping::
* RMSE::
* Screening Analysis::
* Identification Analysis::
* Performing Sensitivity and Identification Analysis::
@end menu
@node Sampling
@ -5302,10 +5302,10 @@ types: integer, character string, array of integers, array of
strings.
@menu
* Macro expressions::
* Macro directives::
* Typical usages::
* MATLAB/Octave loops versus macro-processor loops::
* Macro expressions::
* Macro directives::
* Typical usages::
* MATLAB/Octave loops versus macro-processor loops::
@end menu
@node Macro expressions
@ -5434,7 +5434,7 @@ end;
@deffn {Macro directive} @@#if @var{MACRO_EXPRESSION}
@deffnx {Macro directive} @@#else
@deffnx {Macro directive} @@#endif
Conditional inclusion of some part of the @file{.mod} file.
Conditional inclusion of some part of the @file{.mod} file.
The lines between @code{@@#if} and the next @code{@@#else} or
@code{@@#end} is executed only if the condition evaluates to a
non-null integer. The @code{@@#else} branch is optional and, if
@ -5496,10 +5496,10 @@ and to abort. The argument must evaluate to a string.
@subsection Typical usages
@menu
* Modularization::
* Indexed sums or products::
* Multi-country models::
* Endogeneizing parameters::
* Modularization::
* Indexed sums or products::
* Multi-country models::
* Endogeneizing parameters::
@end menu
@node Modularization
@ -5613,7 +5613,7 @@ In the model, @math{\alpha} is a (share) parameter, and
@code{lab_rat} is an endogenous variable.
It is clear that calibrating @math{\alpha} is not straigthforward; but
on the contrary, we have real world data for @code{lab_rat}, and
on the contrary, we have real world data for @code{lab_rat}, and
it is clear that these two variables are economically linked.
The solution is to use a method called @emph{variable flipping}, which
@ -5727,7 +5727,7 @@ Sets the seed used for random number generation.
For all parameters, endogenous and exogenous variables, stores
their value in a text file, using a simple name/value associative table.
@itemize
@itemize
@item
for parameters, the value is taken from the last parameter
@ -5778,7 +5778,7 @@ directive to share the model equations between the two files
For all parameters, endogenous and exogenous variables, loads
their value from a file created with @code{save_params_and_steady_state}.
@itemize
@itemize
@item
for parameters, their value will be initialized as if they
@ -5823,7 +5823,7 @@ option1 = choice1
[command1]
option0 = choice0
option1 = choice1
option1 = choice1
@end example
The configuration file follows a few conventions (self-explanatory
@ -5851,7 +5851,7 @@ Is @code{true} or @code{false}.
@end table
@menu
* Parallel Configuration::
* Parallel Configuration::
@end menu
@node Parallel Configuration
@ -6063,7 +6063,7 @@ CPUnbr = [2:4]
UserName = usern
RemoteDirectory = /home/usern/Remote
DynarePath = /home/usern/dynare/matlab
MatlabOctavePath = matlab
MatlabOctavePath = matlab
@end example
@end deffn
@ -6169,7 +6169,7 @@ a relaxation algorithm,'' CEPREMAP, @i{Couverture Orange}, 9602.
Kim, Jinill, Sunghyun Kim, Ernst Schaumburg, and Christopher A. Sims
(2008): ``Calculating and using second-order accurate solutions of
discrete time dynamic equilibrium models,'' @i{Journal of Economic
Dynamics and Control}, 32(11), 3397--3414.
Dynamics and Control}, 32(11), 3397--3414.
@item
Koopman, S. J. and J. Durbin (2003): ``Filtering and Smoothing of