stepan
/
dynare
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

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
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

334
doc/dynare.texi
View File

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