diff --git a/doc/dynare.texi b/doc/dynare.texi index a99d75bc0..02d170422 100644 --- a/doc/dynare.texi +++ b/doc/dynare.texi @@ -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{/GSA}, where @code{.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