Document dplot Matlab command.

annualized_shock_decomposition.m: fix bug introduced in 735bd66d

Closes #1919

See merge request Dynare/dynare!2271

README.md

@@ -149,9 +149,10 @@ Note that running the testsuite with Octave requires the additional packages `ps
 
 Often, it does not make sense to run the complete testsuite. For instance, if you modify codes only related to the perfect foresight model solver, you can decide to run only a subset of the integration tests, with:
 ```sh
-meson test -C <builddir> deterministic_simulations
+meson test -C <builddir> --suite deterministic_simulations
 ```
 This will run all the integration tests in `tests/deterministic_simulations`.
+This syntax also works with a nested directory (e.g. `--suite deterministic_simulations/purely_forward`).
 
 Finally if you want to run a single integration test, e.g. `deterministic_simulations/lbj/rbc.mod`:
 ```sh

doc/manual/source/dynare-misc-commands.rst

@@ -234,23 +234,92 @@ Dynare misc commands
 
    *Example*
 
-   Assuming that we already ran a `.mod` file and that the workspace has not
-   been cleaned after, we can search for all the equations containing variable `X`
+      Assuming that we already ran a `.mod` file and that the workspace has not
+      been cleaned after, we can search for all the equations containing variable `X`
 
-   ::
+      ::
 
-      >> search X
+         >> search X
 
-      Y = alpha*X/(1-X)+e;
+         Y = alpha*X/(1-X)+e;
 
-      diff(X) = beta*(X(-1)-mX) + gamma1*Z + gamma2*R + u;
+         diff(X) = beta*(X(-1)-mX) + gamma1*Z + gamma2*R + u;
 
-   To replace the parameters with estimated or calibrated parameters:
+      To replace the parameters with estimated or calibrated parameters:
 
-   ::
+      ::
 
-      >> search X withparamvalues
+         >> search X withparamvalues
 
-      Y = 1.254634*X/(1-X)+e;
+         Y = 1.254634*X/(1-X)+e;
 
-      diff(X) = -0.031459*(X(-1)-mX) + 0.1*Z - 0.2*R + u;
+         diff(X) = -0.031459*(X(-1)-mX) + 0.1*Z - 0.2*R + u;
+
+   |br|
+
+
+.. matcomm:: dplot [OPTION VALUE[ ...]]
+
+   Plot expressions extracting data from different dseries objects.
+
+   *Options*
+
+   .. option:: --expression EXPRESSION
+
+      ``EXPRESSION`` is a mathematical expression involving variables
+      available in the dseries objects, dseries methods, numbers or
+      parameters. All the referenced objects are supposed to be
+      available in the calling workspace.
+
+   .. option:: --dseries NAME
+
+      ``NAME`` is the name of a dseries object from which the
+      variables involved in ``EXPRESSION`` will be extracted.
+
+   .. option:: --range DATE1:DATE2
+
+      This option is not mandatory and allows to plot the expressions
+      only over a sub-range. ``DATE1`` and ``DATE2`` must be dates as
+      defined in :ref:`dates in mod file`.
+
+   .. option:: --style MATLAB_SCRIPT_NAME
+
+      Name of a Matlab script (without extension) containing Matlab
+      commands to customize the produced figure.
+
+   .. option:: --title MATLAB_STRING
+
+      Adds a title to the figure.
+
+   .. option:: --with-legend
+
+      Prints a legend below the produced plot.
+
+   *Remarks*
+
+    - More than one --expression argument is allowed, and they must come first.
+
+    - For each dseries object we plot all the expressions. We use two
+      nested loops, the outer loop is over the dseries objects and the
+      inner loop over the expressions. This determines the ordering of
+      the plotted lines.
+
+    - All dseries objects must be defined in the calling workspace, if a
+      dseries object is missing the routine throws a warning (we only
+      build the plots for the available dseries objects), if all dseries
+      objects are missing the routine throws an error.
+
+    - If the range is not provided, the expressions cannot involve leads or lags.
+
+   *Example*
+
+      ::
+
+         >> toto = dseries(randn(100,3), dates('2000Q1'), {'x','y','z'});
+         >> noddy = dseries(randn(100,3), dates('2000Q1'), {'x','y','z'});
+         >> b = 3;
+         >> dplot --expression 2/b*cumsum(x/y(-1)-1) --dseries toto --dseries noddy --range 2001Q1:2024Q1 --title 'This is my plot'
+
+      will produce plots for ``2/b*cumsum(x/y(-1)-1)``, where ``x`` and
+      ``y`` are variables in dseries objects ``toto`` and ``noddy``, in
+      the same figure.

doc/manual/source/the-model-file.rst

@@ -14299,7 +14299,7 @@ a trend target to which the endogenous variables may be attracted in the long-ru
    :math:`n\times 1` vector of parameters, :math:`A_i` (:math:`i=0,\ldots,p`)
    are :math:`n\times n` matrices of parameters, and :math:`A_0` is non
    singular square matrix. Vector :math:`\mathbf{c}` and matrices :math:`A_i`
-   (:math:`i=0,\ldots,p`) are set by Dynare by parsing the equations in the
+   (:math:`i=0,\ldots,p`) are set by parsing the equations in the
    ``model`` block. Then, Dynare builds a VAR(1)-companion form model for
    :math:`\mathcal{Y}_t = (1, Y_t, \ldots, Y_{t-p+1})'` as:
 
@@ -14510,7 +14510,7 @@ up to time :math:`t-\tau`, :math:`\mathcal{Y}_{\underline{t-\tau}}`) is:
 
 In a semi-structural model, variables appearing in :math:`t+h` (*e.g.*
 the expected output gap in a dynamic IS curve or expected inflation in a
-(New Keynesian) Phillips curve) will be replaced by the expectation implied by an auxiliary VAR
+New Keynesian Phillips curve) will be replaced by the expectation implied by an auxiliary VAR
 model. Another use case is for the computation of permanent
 incomes. Typically, consumption will depend on something like:
 
@@ -14518,13 +14518,13 @@ incomes. Typically, consumption will depend on something like:
 
       \sum_{h=0}^{\infty} \beta^h y_{t+h|t-\tau}
 
-Assuming that $0<\beta<1$ and knowing the limit of geometric series, the conditional expectation of this variable can be evaluated based on the same auxiliary model:
+Assuming that :math:`0<\beta<1` and knowing the limit of geometric series, the conditional expectation of this variable can be evaluated based on the same auxiliary model:
 
    .. math ::
 
       \mathbb E \left[\sum_{h=0}^{\infty} \beta^h y_{t+h}\Biggl| \mathcal{Y}_{\underline{t-\tau}}\right] = \alpha \mathcal{C}^\tau(I-\beta\mathcal{C})^{-1}\mathcal{Y}_{t-\tau}
 
-More generally, it is possible to consider finite discounted sums.
+Finite discounted sums can also be considered.
 
 .. command:: var_expectation_model (OPTIONS...);
 
@@ -14709,7 +14709,7 @@ simply add the exogenous variables to the PAC equation (without the weight
     ``trend_component_model``, to compute the VAR based expectations for the
     expected changes in the target, *i.e.* to evaluate
     :math:`\sum_{i=0}^{\infty} d_i \Delta y^{\star}_{t+i}`. The infinite sum
-    will then be replaced by a linear combination of the variables involved in
+    will then be replaced by a linear combination, defined by a vector :math:`h`,  of the variables involved in
     the companion representation of the auxiliary model. The weights defining
     the linear combination are nonlinear functions of the
     :math:`(a_i)_{i=0}^{m-1}` coefficients in the PAC equation. This option is
@@ -14729,6 +14729,16 @@ simply add the exogenous variables to the PAC equation (without the weight
     or expression is given) is consistent with the asymptotic growth rate of the
     endogenous variable.
 
+    .. option:: kind = dd | dl
+
+    Instructs Dynare how to compute the vector :math:`h`, the weights
+    defining the linear combination of the companion VAR
+    variables. The default value ``dd`` must be used if the target
+    appears in first difference in the auxiliary model, see equation
+    (A.79) in *Brayton et alii (2000)*, while value ``dl`` must be
+    used if the target shows up in level in the auxiliary model,
+    equation (A.74) in *Brayton et alii (2000)*.
+
 
 .. operator:: pac_expectation (NAME_OF_PAC_MODEL);
 
@@ -14739,7 +14749,89 @@ simply add the exogenous variables to the PAC equation (without the weight
    the variables involved in the companion representation of the auxiliary model
    or by a recursive forward equation.
 
-   |br|
+
+The PAC equation target can be composite and defined as a weighted sum
+of stationary and non stationary components. Such a target requires an
+additional equation in the model block, with the target variable on
+the left hand-side and the components in the right hand-side. Each
+component must be an endogenous variable in the auxiliary model. The
+characteristics of each component must be described in the
+``pac_target_info`` block, see below, and the
+``pac_target_nonstationary`` operator must be used in the error
+correction term of the PAC equation to link the target to the provided
+description. Note that composite targets make only sense if the
+auxiliary model is not a trend component model (where all the
+variables are non stationary).
+
+.. block:: pac_target_info (NAME_OF_PAC_MODEL);
+
+   |br| This block enables the user to provide the properties of each
+   component of a target in PAC models with a composite target. The
+   ``NAME_OF_PAC_MODEL`` argument refers to a PAC model (must match
+   the value of option ``model_name`` in the declaration of a PAC
+   model).
+
+   On the first line of the block, the name of the composite target
+   variable must be provided using the following syntax::
+
+     target VARIABLE_NAME ;
+
+   where ``VARIABLE_NAME`` is a declared endogenous variable, its
+   associated equation is not part of the auxiliary model but all the
+   components (the variables on the right hand-side) must be defined
+   in the auxiliary model. Next, the following line declares the name
+   of the auxilary variable that will appear in the error correction
+   term, this variable contains only the non stationary components of
+   the target::
+
+     auxname_target_nonstationary NAME ;
+
+   The block should contain the following group of lines for each
+   stationary component::
+
+       component STATIONARY_VARIABLE_NAME ;
+       kind ll ;
+       auxname AUX_VAR_NAME ;
+
+
+   where ``STATIONARY_VARIABLE_NAME`` is the name of a stationary
+   variable appearing in the right hand-side of the equation defining
+   the target ``VARIABLE_NAME``. The second line instructs Dynare that
+   the component appears in levels in the auxiliary model and in the
+   PAC expectations. The third line specifies the name of the
+   auxiliary variable created by Dynare for the component of the PAC
+   expectation related to ``STATIONARY_VARIABLE_NAME``.
+
+   The block should contain the following group of lines for each
+   nonstationary component::
+
+     component NONSTATIONARY_VARIABLE_NAME ;
+     kind dd | dl ;
+     auxname AUX_VAR_NAME ;
+     growth PARAMETER_NAME | VARIABLE_NAME | EXPRESSION | DOUBLE ;
+
+   where ``NONSTATIONARY_VARIABLE_NAME`` is the name of a
+   nonstationary variable appearing in the right hand-side of the
+   equation defining the target ``VARIABLE_NAME``. The second line
+   instructs Dynare on how to calculate the weights that define the linear
+   combination of the companion VAR variables. Use value ``dd`` if the
+   target appears in first difference in the auxiliary model, or
+   ``dl`` if the target shows up in level in the auxiliary model. The
+   third line sets the name of the auxiliary variable created by
+   Dynare for the component of the PAC expectation related to
+   ``NONSTATIONARY_VARIABLE_NAME``. The fourth line is mandatory if a
+   growth neutrality correction is required. The provided value for
+   this option must be consistent with the asymptotic growth rate of
+   the PAC endogenous variable.
+
+
+.. operator:: pac_target_nonstationary (NAME_OF_PAC_MODEL);
+
+   |br| This operator is only required in presence of a composite
+   target in the PAC equation. The operator, used in the error
+   correction term of the PAC equation, selects the non stationary
+   components of the target.
+
 
 .. matcomm::  pac.initialize(NAME_OF_PAC_MODEL);
 .. matcomm::  pac.update(NAME_OF_PAC_MODEL);
@@ -14752,33 +14844,33 @@ simply add the exogenous variables to the PAC equation (without the weight
   the infinite sum in the MCE case).
 
 
-*Example*
+*Example (trend component auxiliary model)*
 
     ::
 
          trend_component_model(model_name=toto, eqtags=['eq:x1', 'eq:x2', 'eq:x1bar', 'eq:x2bar'], targets=['eq:x1bar', 'eq:x2bar']);
 
-         pac_model(auxiliary_model_name=toto, discount=beta, growth=diff(x1(-1)), model_name=pacman);
+         pac_model(auxiliary_model_name=toto, discount=beta, model_name=pacman);
 
          model;
 
-         [name='eq:y']
-         y = rho_1*y(-1) + rho_2*y(-2) + ey;
+           [name='eq:y']
+           y = (1-rho_1-rho_2)*diff(x2(-1)) + rho_1*y(-1) + rho_2*y(-2) + ey;
 
-         [name='eq:x1']
-         diff(x1) = a_x1_0*(x1(-1)-x1bar(-1)) + a_x1_1*diff(x1(-1)) + a_x1_2*diff(x1(-2)) + a_x1_x2_1*diff(x2(-1)) + a_x1_x2_2*diff(x2(-2)) + ex1;
+           [name='eq:x1']
+           diff(x1) = a_x1_0*(x1(-1)-x1bar(-1)) + a_x1_1*diff(x1(-1)) + a_x1_2*diff(x1(-2)) + a_x1_x2_1*diff(x2(-1)) + a_x1_x2_2*diff(x2(-2)) + ex1;
 
-         [name='eq:x2']
-         diff(x2) = a_x2_0*(x2(-1)-x2bar(-1)) + a_x2_1*diff(x1(-1)) + a_x2_2*diff(x1(-2)) + a_x2_x1_1*diff(x2(-1)) + a_x2_x1_2*diff(x2(-2)) + ex2;
+           [name='eq:x2']
+           diff(x2) = a_x2_0*(x2(-1)-x2bar(-1)) + a_x2_1*diff(x1(-1)) + a_x2_2*diff(x1(-2)) + a_x2_x1_1*diff(x2(-1)) + a_x2_x1_2*diff(x2(-2)) + ex2;
 
-         [name='eq:x1bar']
-         x1bar = x1bar(-1) + ex1bar;
+           [name='eq:x1bar']
+           x1bar = x1bar(-1) + ex1bar;
 
-         [name='eq:x2bar']
-         x2bar = x2bar(-1) + ex2bar;
+           [name='eq:x2bar']
+           x2bar = x2bar(-1) + ex2bar;
 
-         [name='zpac']
-         diff(z) = e_c_m*(x1(-1)-z(-1)) + c_z_1*diff(z(-1))  + c_z_2*diff(z(-2)) + pac_expectation(pacman) + ez;
+           [name='zpac']
+           diff(z) = e_c_m*(x1(-1)-z(-1)) + c_z_1*diff(z(-1))  + c_z_2*diff(z(-2)) + pac_expectation(pacman) + ez;
 
          end;
 
@@ -14787,6 +14879,51 @@ simply add the exogenous variables to the PAC equation (without the weight
          pac.update.expectation('pacman');
 
 
+*Example (VAR auxiliary model and composite target)*
+
+    ::
+
+       var_model(model_name=toto, eqtags=['eq:x', 'eq:y']);
+
+       pac_model(auxiliary_model_name=toto, discount=beta, model_name=pacman);
+
+       pac_target_info(pacman);
+
+         target v;
+         auxname_target_nonstationary vns;
+
+         component y;
+         auxname pv_y_;
+         kind ll;
+
+         component x;
+         growth diff(x(-1));
+         auxname pv_dx_;
+         kind dd;
+
+       end;
+
+       model;
+
+         [name='eq:y']
+         y = a_y_1*y(-1) + a_y_2*diff(x(-1)) + b_y_1*y(-2) + b_y_2*diff(x(-2)) + ey ;
+
+
+         [name='eq:x']
+         diff(x) = b_x_1*y(-2) + b_x_2*diff(x(-1)) + ex ;
+
+         [name='eq:v']
+         v = x + d_y*y ;  // Composite PAC target, no residuals here only variables defined in the auxiliary model.
+
+         [name='zpac']
+         diff(z) = e_c_m*(pac_target_nonstationary(pacman)-z(-1)) + c_z_1*diff(z(-1))  + c_z_2*diff(z(-2)) + pac_expectation(pacman) + ez;
+
+       end;
+
+       pac.initialize('pacman');
+
+       pac.update.expectation('pacman');
+
 Estimation of a PAC equation
 ----------------------------
 

doc/manual/source/time-series.rst

@@ -22,6 +22,8 @@ Dates
 =====
 .. highlight:: matlab
 
+.. _dates in a mod file:
+
 Dates in a mod file
 -------------------
 

doc/manual/utils/dynare_lex.py

@@ -60,7 +60,7 @@ class DynareLexer(RegexLexer):
         "addSeries","addParagraph","addVspace","write","compile")
 
     operators = (
-        "STEADY_STATE","EXPECTATION","var_expectation","pac_expectation")
+        "STEADY_STATE","EXPECTATION","var_expectation","pac_expectation","pac_target_nonstationary")
 
     macro_dirs = (
         "@#includepath", "@#include", "@#define", "@#if",
@@ -83,7 +83,8 @@ class DynareLexer(RegexLexer):
                 'osr_params_bounds','ramsey_constraints','irf_calibration',
                 'moment_calibration','identification','svar_identification',
                 'matched_moments','occbin_constraints','surprise','overwrite','bind','relax',
-                'verbatim','end','node','cluster','paths','hooks'), prefix=r'\b', suffix=r'\s*\b'),Keyword.Reserved),
+                'verbatim','end','node','cluster','paths','hooks','target','pac_target_info','auxname_target_nonstationary',
+                'component', 'growth', 'auxname', 'kind'), prefix=r'\b', suffix=r'\s*\b'),Keyword.Reserved),
 
             # FIXME: Commands following multiline comments are not highlighted properly.
             (words(commands + report_commands,

examples/pacmodel.mod

@@ -0,0 +1,101 @@
+// --+ options: json=compute, stochastic +--
+
+var y x z v;
+
+varexo ex ey ez ;
+
+parameters a_y_1 a_y_2 b_y_1 b_y_2 b_x_1 b_x_2 d_y; // VAR parameters
+
+parameters beta e_c_m c_z_1 c_z_2;               // PAC equation parameters
+
+a_y_1 =  .2;
+a_y_2 =  .3;
+b_y_1 =  .1;
+b_y_2 =  .4;
+b_x_1 = -.1;
+b_x_2 = -.2;
+d_y = .5;
+
+
+beta  =  .9;
+e_c_m =  .1;
+c_z_1 =  .7;
+c_z_2 = -.3;
+
+var_model(model_name=toto, eqtags=['eq:x', 'eq:y']);
+
+pac_model(auxiliary_model_name=toto, discount=beta, model_name=pacman);
+
+pac_target_info(pacman);
+  target v;
+  auxname_target_nonstationary vns;
+
+  component y;
+  auxname pv_y_;
+  kind ll;
+
+  component x;
+  growth diff(x(-1));
+  auxname pv_dx_;
+  kind dd;
+
+end;
+
+model;
+
+  [name='eq:y']
+  y = a_y_1*y(-1) + a_y_2*diff(x(-1)) + b_y_1*y(-2) + b_y_2*diff(x(-2)) + ey ;
+
+
+  [name='eq:x']
+  diff(x) = b_x_1*y(-2) + b_x_2*diff(x(-1)) + ex ;
+
+  [name='eq:v']
+  v = x + d_y*y ;  // Composite target, no residuals here only variables defined in the auxiliary VAR model.
+
+  [name='zpac']
+  diff(z) = e_c_m*(pac_target_nonstationary(pacman)-z(-1)) + c_z_1*diff(z(-1))  + c_z_2*diff(z(-2)) + pac_expectation(pacman) + ez;
+
+end;
+
+shocks;
+  var ex = .10;
+  var ey = .15;
+  var ez = .05;
+end;
+
+// Initialize the PAC model (build the Companion VAR representation for the auxiliary model).
+pac.initialize('pacman');
+
+// Update the parameters of the PAC expectation model (h0 and h1 vectors).
+pac.update.expectation('pacman');
+
+/*
+**
+** Simulate artificial dataset
+**
+*/
+
+// Set initial conditions to zero.
+initialconditions = dseries(zeros(10, M_.endo_nbr+M_.exo_nbr), 2000Q1, vertcat(M_.endo_names,M_.exo_names));
+
+// Simulate the model for 5000 periods
+TrueData = simul_backward_model(initialconditions, 5000);
+
+/*
+**
+** Estimate PAC equation (using the artificial data)
+**
+*/
+
+
+// Provide initial conditions for the estimated parameters
+clear eparams
+eparams.e_c_m   =  .9;
+eparams.c_z_1   =  .5;
+eparams.c_z_2   =  .2;
+
+edata = TrueData;                // Set the dataset used for estimation
+edata.ez = dseries(NaN, 2000Q1); // Remove residuals for the PAC equation from the database.
+
+pac.estimate.nls('zpac', eparams, edata, 2005Q1:2005Q1+4000, 'fmincon'); // Should produce a table with the estimates (close to the calibration given in lines 21-23)

macOS/build.sh

@@ -1,6 +1,6 @@
 #!/usr/bin/env bash
 
-# Copyright © 2019-2023 Dynare Team
+# Copyright © 2019-2024 Dynare Team
 #
 # This file is part of Dynare.
 #
@@ -150,8 +150,8 @@ cp     "$ROOTDIR"/build-doc/*.pdf                                    "$PKGFILES"
 cp     "$ROOTDIR"/build-doc/preprocessor/doc/*.pdf                   "$PKGFILES"/doc
 cp -r  "$ROOTDIR"/build-doc/dynare-manual.html                       "$PKGFILES"/doc
 
-mkdir -p                                                             "$PKGFILES"/matlab/modules/dseries/externals/x13/macOS/64
-cp -p  "$ROOTDIR"/macOS/deps/"$PKG_ARCH"/lib64/x13as/x13as           "$PKGFILES"/matlab/modules/dseries/externals/x13/macOS/64
+mkdir -p                                                             "$PKGFILES"/matlab/dseries/externals/x13/macOS/64
+cp -p  "$ROOTDIR"/macOS/deps/"$PKG_ARCH"/lib64/x13as/x13as           "$PKGFILES"/matlab/dseries/externals/x13/macOS/64
 
 
 cd "$ROOTDIR"/macOS/pkg

macOS/deps/Makefile

@@ -1,4 +1,4 @@
-# Copyright © 2019-2023 Dynare Team
+# Copyright © 2019-2024 Dynare Team
 #
 # This file is part of Dynare.
 #
@@ -59,10 +59,11 @@ $(DEPS_ARCH)/sources64/slicot-$(SLICOT_VERSION): tarballs/slicot-$(SLICOT_VERSIO
 	rm -rf $(DEPS_ARCH)/sources64/slicot-*
 	mkdir -p $@
 	tar xf $< --directory $@ --strip-components=1
+	patch -d $@ -p1 < ../../windows/deps/slicot-build-system.patch
 	touch $@
 
 $(DEPS_ARCH)/lib64/slicot/libslicot64_pic.a: $(DEPS_ARCH)/sources64/slicot-$(SLICOT_VERSION)
-	make -C $< FORTRAN=$(BREWDIR)/bin/gfortran LOADER=$(BREWDIR)/bin/gfortran SLICOTLIB=../libslicot64_pic.a OPTS="-O3 -fdefault-integer-8" lib -j$(NTHREADS)
+	make -C $< -f makefile_Unix FC=$(BREWDIR)/bin/gfortran LOADER=$(BREWDIR)/bin/gfortran SLICOTLIB=../libslicot64_pic.a FFLAGS="-O3 -fdefault-integer-8" lib -j$(NTHREADS)
 	strip -S $</libslicot64_pic.a
 	mkdir -p $(dir $@)
 	cp $</libslicot64_pic.a $@

macOS/deps/versions.mk

@@ -1,2 +1,2 @@
-SLICOT_VERSION = 5.0+20101122
+SLICOT_VERSION = 5.8+20230223.git401037e
 X13AS_VERSION = 1-1-b60

matlab/+pac/+update/parameters.m

@@ -13,7 +13,7 @@ function M_ = parameters(pacname, M_, oo_, verbose)
 % SPECIAL REQUIREMENTS
 %    none
 
-% Copyright © 2018-2023 Dynare Team
+% Copyright © 2018-2024 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -78,6 +78,11 @@ else
     numberofcomponents = 0;
 end
 
+% Makes no sense to have a composite PAC target with a trend component auxiliary model (where all the variables are non stationnary)
+if numberofcomponents>0 && strcmp(M_.pac.pacman.auxiliary_model_type, 'trend_component')
+    error('Composite PAC target not allowed with trend component model.')
+end
+
 % Build the vector of PAC parameters (ECM parameter + autoregressive parameters).
 pacvalues = M_.params([pacmodel.ec.params; pacmodel.ar.params(1:pacmodel.max_lag)']);
 
@@ -90,7 +95,7 @@ if numberofcomponents
             % Find the auxiliary variables if any
             ad = find(cell2mat(cellfun(@(x) isauxiliary(x, [8 10]), varmodel.list_of_variables_in_companion_var, 'UniformOutput', false)));
             if isempty(ad)
-                error('Cannot find the trend variable in the Companion VAR/VECM model.')
+                error('Cannot find the trend variable in the Companion VAR model.')
             else
                 for j=1:length(ad)
                     auxinfo = M_.aux_vars(get_aux_variable_id(varmodel.list_of_variables_in_companion_var{ad(j)}));
@@ -105,7 +110,7 @@ if numberofcomponents
                 end
             end
             if isempty(id{i})
-                error('Cannot find the trend variable in the Companion VAR/VECM model.')
+                error('Cannot find the trend variable in the Companion VAR model.')
             end
         end
     end
@@ -115,7 +120,7 @@ else
         % Find the auxiliary variables if any
         ad = find(cell2mat(cellfun(@(x) isauxiliary(x, [8 10]), varmodel.list_of_variables_in_companion_var, 'UniformOutput', false)));
         if isempty(ad)
-            error('Cannot find the trend variable in the Companion VAR/VECM model.')
+            error('Cannot find the trend variable in the auxiliary VAR / Trend component model.')
         else
             for i=1:length(ad)
                 auxinfo = M_.aux_vars(get_aux_variable_id(varmodel.list_of_variables_in_companion_var{ad(i)}));
@@ -130,7 +135,7 @@ else
             end
         end
         if isempty(id{1})
-            error('Cannot find the trend variable in the Companion VAR/VECM model.')
+            error('Cannot find the trend variable in the auxiliary VAR / Trend component model.')
         end
     end
 end

matlab/pac-tools/hVectors.m

@@ -18,7 +18,7 @@ function [h, lrcp] = hVectors(params, H, auxmodel, kind, id)
 %    params(2:end-1) ⟶ Autoregressive parameters.
 %    params(end)     ⟶ Discount factor.
 
-% Copyright © 2018-2021 Dynare Team
+% Copyright © 2018-2024 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -52,21 +52,21 @@ n = length(H);
 tmp = eye(n*m)-kron(G, transpose(H)); % inv(W2)
 
 switch kind
-  case 'll'
+  case 'll' % (A.84), page 28 in Brayton, Davis and Tulip (2000) ⟹ The target is stationary (level-level).
     h = A_1*A_b*((kron(iota(m, m), H))'*(tmp\kron(iota(m, m), iota(n, id))));
-  case 'dd'
+  case 'dd' % (A.79), page 26 in Brayton, Davis and Tulip (2000) ⟹ The target appears in first difference as a dependent variable in the auxiliary model.
     h = A_1*A_b*(kron(iota(m, m)'*inv(eye(m)-G), H')*(tmp\kron(iota(m, m), iota(n, id))));
-  case 'dl'
+  case 'dl' % (A.74), page 24 in Brayton, Davis and Tulip (2000) ⟹ The target appears in level as a dependent variable in the auxiliary model.
     h = A_1*A_b*(kron(iota(m, m)'*inv(eye(m)-G), (H'-eye(length(H))))*(tmp\kron(iota(m, m), iota(n, id))));
   otherwise
     error('Unknown kind value in PAC model.')
 end
 
-if nargin>1
+if nargout>1
     if isequal(kind, 'll')
         lrcp = NaN;
     else
         d = A_1*A_b*(iota(m, m)'*inv((eye(m)-G)*(eye(m)-G))*iota(m, m));
         lrcp = (1-sum(params(2:end-1))-d);
     end
-end
+end

matlab/shock_decomposition/annualized_shock_decomposition.m

@@ -129,7 +129,7 @@ if realtime_==0
         myopts=options_;
         myopts.plot_shock_decomp.type='qoq';
         myopts.plot_shock_decomp.realtime=0;
-        z = plot_shock_decomposition(M_,oo_,myopts,[]);
+        z = plot_shock_decomposition(M_,oo_,myopts,[],true);
     else
         z = oo_;
     end
@@ -139,7 +139,7 @@ if realtime_==0
             myopts=options_;
             myopts.plot_shock_decomp.type='qoq';
             myopts.plot_shock_decomp.realtime=0;
-            [y_aux, steady_state_aux] = plot_shock_decomposition(M_,oo_,myopts,aux.y);
+            [y_aux, steady_state_aux] = plot_shock_decomposition(M_,oo_,myopts,aux.y,true);
             aux.y=y_aux;
             aux.yss=steady_state_aux;
         end
@@ -158,13 +158,13 @@ if realtime_ && isstruct(oo_) && isfield(oo_, 'realtime_shock_decomposition')
         myopts.plot_shock_decomp.realtime=1;
         myopts.plot_shock_decomp.vintage=i;
         % retrieve quarterly shock decomp
-        z = plot_shock_decomposition(M_,oo_,myopts,[]);
+        z = plot_shock_decomposition(M_,oo_,myopts,[],true);
         zdim = size(z);
         z = z(i_var,:,:);
         if isstruct(aux)
             if ischar(aux0.y)
                 % retrieve quarterly shock decomp for aux variable
-                [y_aux, steady_state_aux] = plot_shock_decomposition(M_,oo_,myopts,aux0.y);
+                [y_aux, steady_state_aux] = plot_shock_decomposition(M_,oo_,myopts,aux0.y,true);
                 aux.y=y_aux;
                 aux.yss=steady_state_aux;
             end
@@ -185,13 +185,13 @@ if realtime_ && isstruct(oo_) && isfield(oo_, 'realtime_shock_decomposition')
             if qvintage_>i-4 && qvintage_<i
                 myopts.plot_shock_decomp.vintage=qvintage_;
                 % retrieve quarterly shock decomp
-                z = plot_shock_decomposition(M_,oo_,myopts,[]);
+                z = plot_shock_decomposition(M_,oo_,myopts,[],true);
                 z(:,:,end+1:zdim(3))=nan; % fill with nan's remaining time points to reach Q4
                 z = z(i_var,:,:);
                 if isstruct(aux)
                     if ischar(aux0.y)
                         % retrieve quarterly shock decomp for aux variable
-                        [y_aux, steady_state_aux] = plot_shock_decomposition(M_,oo_,myopts,aux0.y);
+                        [y_aux, steady_state_aux] = plot_shock_decomposition(M_,oo_,myopts,aux0.y,true);
                         y_aux(:,:,end+1:zdim(3))=nan; % fill with nan's remaining time points to reach Q4
                         aux.y=y_aux;
                         aux.yss=steady_state_aux;

matlab/shock_decomposition/plot_shock_decomposition.m

@@ -1,4 +1,4 @@
-function [out, steady_state] = plot_shock_decomposition(M_,oo_,options_,varlist)
+function [out, steady_state] = plot_shock_decomposition(M_,oo_,options_,varlist,get_decomp_only)
 % function plot_shock_decomposition(M_,oo_,options_,varlist)
 % Plots the results of shock_decomposition
 %
@@ -7,11 +7,12 @@ function [out, steady_state] = plot_shock_decomposition(M_,oo_,options_,varlist)
 %    oo_:         [structure]  Storage of results
 %    options_:    [structure]  Options
 %    varlist:     [char]       List of variables
-%
+%    get_decomp_only    [bool] indicator on whether to only return with
+%                               basic decomposition (required for e.g. annualized_shock_decomposition)
 % SPECIAL REQUIREMENTS
 %    none
 
-% Copyright © 2016-2019 Dynare Team
+% Copyright © 2016-2023 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -28,6 +29,10 @@ function [out, steady_state] = plot_shock_decomposition(M_,oo_,options_,varlist)
 % You should have received a copy of the GNU General Public License
 % along with Dynare.  If not, see <https://www.gnu.org/licenses/>.
 
+if nargin<5
+    get_decomp_only=false;
+end
+
 options_.nodisplay = options_.plot_shock_decomp.nodisplay;
 options_.graph_format = options_.plot_shock_decomp.graph_format;
 
@@ -532,7 +537,7 @@ if steadystate
     options_.plot_shock_decomp.steady_state=steady_state;
 end
 
-if nargout == 2
+if get_decomp_only
     out=z(i_var,:,:);
     steady_state = steady_state(i_var);
     return

mex/sources/bytecode/bytecode.cc

@@ -1,5 +1,5 @@
 /*
- * Copyright © 2007-2023 Dynare Team
+ * Copyright © 2007-2024 Dynare Team
  *
  * This file is part of Dynare.
  *
@@ -262,6 +262,22 @@ mexFunction(int nlhs, mxArray* plhs[], int nrhs, const mxArray* prhs[])
       if (!shock_str_date_)
         mexErrMsgTxt(
             "The extended_path description structure does not contain the member: shock_str_date_");
+      mxArray* shock_perfect_foresight_
+          = mxGetField(extended_path_struct, 0, "shock_perfect_foresight_");
+      if (!shock_perfect_foresight_)
+        mexErrMsgTxt("The extended_path description structure does not contain the member: "
+                     "shock_perfect_foresight_");
+
+      // Check that there is no 'perfect_foresight' shocks, which are not implemented
+      double* constrained_pf = mxGetPr(constrained_perfect_foresight_);
+      double* shock_pf = mxGetPr(shock_perfect_foresight_);
+      if (auto is_pf = [](double v) { return v != 0; };
+          any_of(constrained_pf,
+                 constrained_pf + mxGetNumberOfElements(constrained_perfect_foresight_), is_pf)
+          || any_of(shock_pf, shock_pf + mxGetNumberOfElements(shock_perfect_foresight_), is_pf))
+        mexErrMsgTxt(
+            "Shocks of type 'perfect_foresight' are not supported with the bytecode option.");
+
       int nb_constrained = mxGetM(constrained_vars_) * mxGetN(constrained_vars_);
       int nb_controlled = 0;
       mxArray* options_cond_fcst_ = mxGetField(extended_path_struct, 0, "options_cond_fcst_");

mex/sources/libkorder/tl/symmetry.hh

@@ -127,7 +127,7 @@ public:
     return run;
   }
   [[nodiscard]] bool
-  operator==(const symiterator& it)
+  operator==(const symiterator& it) const
   {
     return dim == it.dim && run == it.run;
   }

mex/sources/sobol/gaussian.hh

@@ -2,7 +2,7 @@
 **
 ** Pseudo code of the algorithm is given at http://home.online.no/~pjacklam/notes/invnorm
 **
-** Copyright © 2010-2023 Dynare Team
+** Copyright © 2010-2024 Dynare Team
 **
 ** This file is part of Dynare.
 **
@@ -104,9 +104,8 @@ icdf(const T uniform)
   return gaussian;
 }
 
-template<typename T>
 void
-icdfm(int n, T* U)
+icdfm(int n, auto* U)
 {
 #pragma omp parallel for
   for (int i = 0; i < n; i++)
@@ -114,9 +113,8 @@ icdfm(int n, T* U)
   return;
 }
 
-template<typename T>
 void
-icdfmSigma(int d, int n, T* U, const double* LowerCholSigma)
+icdfmSigma(int d, int n, auto* U, const double* LowerCholSigma)
 {
   double one = 1.0;
   double zero = 0.0;
@@ -128,9 +126,8 @@ icdfmSigma(int d, int n, T* U, const double* LowerCholSigma)
   copy_n(tmp.begin(), d * n, U);
 }
 
-template<typename T>
 void
-usphere(int d, int n, T* U)
+usphere(int d, int n, auto* U)
 {
   icdfm(n * d, U);
 #pragma omp parallel for
@@ -147,9 +144,8 @@ usphere(int d, int n, T* U)
     }
 }
 
-template<typename T>
 void
-usphereRadius(int d, int n, double radius, T* U)
+usphereRadius(int d, int n, double radius, auto* U)
 {
   icdfm(n * d, U);
 #pragma omp parallel for

preprocessor

@@ -1 +1 @@
-Subproject commit e32025a76fb156a9af8101f9f43faf7eaa2f72ef
+Subproject commit b134dba32c9bfc8e0ee25c4977e37558721d7737

windows/build.sh

@@ -5,7 +5,7 @@
 # The binaries are cross compiled for Windows (64-bit), Octave and MATLAB
 # (all supported versions).
 
-# Copyright © 2017-2023 Dynare Team
+# Copyright © 2017-2024 Dynare Team
 #
 # This file is part of Dynare.
 #
@@ -127,8 +127,8 @@ mkdir "$ZIPDIR"/preprocessor
 cp -p build-win-matlab/preprocessor/src/dynare-preprocessor.exe "$ZIPDIR"/preprocessor
 cp -pr matlab "$ZIPDIR"
 cp -p build-win-matlab/dynare_version.m "$ZIPDIR"/matlab
-mkdir -p "$ZIPDIR"/matlab/modules/dseries/externals/x13/windows/64
-cp -p windows/deps/lib64/x13as/x13as.exe "$ZIPDIR"/matlab/modules/dseries/externals/x13/windows/64
+mkdir -p "$ZIPDIR"/matlab/dseries/externals/x13/windows/64
+cp -p windows/deps/lib64/x13as/x13as.exe "$ZIPDIR"/matlab/dseries/externals/x13/windows/64
 cp -pr examples "$ZIPDIR"
 mkdir -p "$ZIPDIR"/scripts
 cp -p scripts/dynare.el "$ZIPDIR"/scripts

windows/deps/Makefile

@@ -1,4 +1,4 @@
-# Copyright © 2017-2023 Dynare Team
+# Copyright © 2017-2024 Dynare Team
 #
 # This file is part of Dynare.
 #
@@ -55,22 +55,24 @@ sources64/slicot-$(SLICOT_VERSION)-with-64bit-integer: tarballs/slicot-$(SLICOT_
 	rm -rf sources64/slicot-*-with-64bit-integer
 	mkdir -p $@
 	tar xf $< --directory $@ --strip-components=1
+	patch -d $@ -p1 < slicot-build-system.patch
 	touch $@
 
 sources64/slicot-$(SLICOT_VERSION)-with-32bit-integer-and-underscore: tarballs/slicot-$(SLICOT_VERSION).tar.gz
 	rm -rf sources64/slicot-*-with-32bit-integer-and-underscore
 	mkdir -p $@
 	tar xf $< --directory $@ --strip-components=1
+	patch -d $@ -p1 < slicot-build-system.patch
 	touch $@
 
 lib64/Slicot/without-underscore/libslicot64_pic.a: sources64/slicot-$(SLICOT_VERSION)-with-64bit-integer
-	make -C $< lib SLICOTLIB=../libslicot64_pic.a OPTS="$(FFLAGS) -fno-underscoring -fdefault-integer-8" FORTRAN=x86_64-w64-mingw32-gfortran LOADER=x86_64-w64-mingw32-gfortran ARCH=x86_64-w64-mingw32-ar
+	make -C $< -f makefile_Unix lib SLICOTLIB=../libslicot64_pic.a FFLAGS="$(FFLAGS) -fno-underscoring -fdefault-integer-8" FC=x86_64-w64-mingw32-gfortran LOADER=x86_64-w64-mingw32-gfortran ARCH=x86_64-w64-mingw32-ar
 	x86_64-w64-mingw32-strip --strip-debug $</libslicot64_pic.a
 	mkdir -p $(dir $@)
 	cp $</libslicot64_pic.a $@
 
 lib64/Slicot/with-underscore/libslicot_pic.a: sources64/slicot-$(SLICOT_VERSION)-with-32bit-integer-and-underscore
-	make -C $< lib SLICOTLIB=../libslicot_pic.a OPTS="$(FFLAGS)" FORTRAN=x86_64-w64-mingw32-gfortran LOADER=x86_64-w64-mingw32-gfortran ARCH=x86_64-w64-mingw32-ar
+	make -C $< -f makefile_Unix lib SLICOTLIB=../libslicot_pic.a FFLAGS="$(FFLAGS)" FC=x86_64-w64-mingw32-gfortran LOADER=x86_64-w64-mingw32-gfortran ARCH=x86_64-w64-mingw32-ar
 	x86_64-w64-mingw32-strip --strip-debug $</libslicot_pic.a
 	mkdir -p $(dir $@)
 	cp $</libslicot_pic.a $@

windows/deps/slicot-build-system.patch

@@ -0,0 +1,593 @@
+Description: Various fixes to the build system
+Author: Sébastien Villemot <sebastien@debian.org>
+Forwarded: https://github.com/SLICOT/SLICOT-Reference/pull/14
+Last-Update: 2024-01-16
+---
+This patch header follows DEP-3: http://dep.debian.net/deps/dep3/
+--- a/makefile_Unix
++++ b/makefile_Unix
+@@ -43,15 +43,15 @@ all: lib example
+ clean: cleanlib cleanexample
+ 
+ lib:
+-	( cd src; $(MAKE) )
+-	( cd src_aux; $(MAKE) )
++	( cd src; $(MAKE) -f makefile_Unix )
++	( cd src_aux; $(MAKE) -f makefile_Unix )
+ 
+ example:
+-	( cd examples; $(MAKE) )
++	( cd examples; $(MAKE) -f makefile_Unix )
+ 
+ cleanlib:
+-	( cd src; $(MAKE) clean )
+-	( cd src_aux; $(MAKE) clean )
++	( cd src; $(MAKE) -f makefile_Unix clean )
++	( cd src_aux; $(MAKE) -f makefile_Unix clean )
+ 
+ cleanexample:
+-	( cd examples; $(MAKE) clean )
++	( cd examples; $(MAKE) -f makefile_Unix clean )
+--- a/src/makefile_Unix
++++ b/src/makefile_Unix
+@@ -28,7 +28,7 @@
+ #
+ #######################################################################
+  
+-include ../make.inc
++include ../make_Unix.inc
+ 
+ SLSRC = \
+     AB01MD.o AB01ND.o AB01OD.o AB04MD.o AB05MD.o AB05ND.o AB05OD.o \
+@@ -78,8 +78,8 @@ SLSRC = \
+     MB04GD.o MB04HD.o MB04ID.o MB04IY.o MB04IZ.o MB04JD.o MB04KD.o \
+     MB04LD.o MB04MD.o MB04ND.o MB04NY.o MB04OD.o MB04OW.o MB04OX.o \
+     MB04OY.o MB04PA.o MB04PB.o MB04PU.o MB04PY.o MB04QB.o MB04QC.o \
+-    MB04QF.o MB04QS.o MB04QU.o MB04RB.o MB04RD.o MB04RS.o MB04RT.o \
+-    MB04RU.o MB04RV.o MB04RW.o MB04RZ.o MB04SU.o MB04TB.o MB04TS.o \
++    MB04QF.o MB04QS.o MB04QU.o MB04RB.o \
++    MB04RU.o MB04SU.o MB04TB.o MB04TS.o \
+     MB04TT.o MB04TU.o MB04TV.o MB04TW.o MB04TX.o MB04TY.o MB04UD.o \
+     MB04VD.o MB04VX.o MB04WD.o MB04WP.o MB04WR.o MB04WU.o MB04XD.o \
+     MB04XY.o MB04YD.o MB04YW.o MB04ZD.o MB05MD.o MB05MY.o MB05ND.o \
+@@ -121,8 +121,7 @@ SLSRC = \
+     TG01HD.o TG01HU.o TG01HX.o TG01HY.o TG01ID.o TG01JD.o TG01JY.o \
+     TG01KD.o TG01KZ.o TG01LD.o TG01LY.o TG01MD.o TG01ND.o TG01NX.o \
+     TG01OA.o TG01OB.o TG01OD.o TG01OZ.o TG01PD.o TG01QD.o TG01WD.o \
+-    UD01BD.o UD01CD.o UD01DD.o UD01MD.o UD01MZ.o UD01ND.o UE01MD.o \
+-    zelctg.o
++    UD01BD.o UD01CD.o UD01DD.o UD01MD.o UD01MZ.o UD01ND.o UE01MD.o
+     
+ all: 	$(SLSRC)
+ 	$(ARCH) $(ARCHFLAGS) $(SLICOTLIB) $(SLSRC)
+@@ -136,4 +135,4 @@ clean:
+ 	rm -f *.o
+ 
+ .f.o: 
+-	$(FORTRAN) $(OPTS) -c $<
++	$(FC) $(FFLAGS) -c $<
+--- a/examples/makefile_Unix
++++ b/examples/makefile_Unix
+@@ -850,248 +850,248 @@ cleanup:
+     TTG01ID TTG01JD TTG01JY TTG01LD TTG01MD TTG01ND TTG01PD TTG01QD \
+     TUD01BD TUD01CD TUD01DD TUD01MD TUD01ND 
+ 
+-TAB01MD.o: TAB01MD.f ; $(FORTRAN) $(OPTS) -c $<
+-TAB01ND.o: TAB01ND.f ; $(FORTRAN) $(OPTS) -c $<
+-TAB01OD.o: TAB01OD.f ; $(FORTRAN) $(OPTS) -c $<
+-TAB04MD.o: TAB04MD.f ; $(FORTRAN) $(OPTS) -c $<
+-TAB05MD.o: TAB05MD.f ; $(FORTRAN) $(OPTS) -c $<
+-TAB05ND.o: TAB05ND.f ; $(FORTRAN) $(OPTS) -c $<
+-TAB05OD.o: TAB05OD.f ; $(FORTRAN) $(OPTS) -c $<
+-TAB05PD.o: TAB05PD.f ; $(FORTRAN) $(OPTS) -c $<
+-TAB05QD.o: TAB05QD.f ; $(FORTRAN) $(OPTS) -c $<
+-TAB05RD.o: TAB05RD.f ; $(FORTRAN) $(OPTS) -c $<
+-TAB07MD.o: TAB07MD.f ; $(FORTRAN) $(OPTS) -c $<
+-TAB07ND.o: TAB07ND.f ; $(FORTRAN) $(OPTS) -c $<
+-TAB08ND.o: TAB08ND.f ; $(FORTRAN) $(OPTS) -c $<
+-TAB08NW.o: TAB08NW.f ; $(FORTRAN) $(OPTS) -c $<
+-TAB08NZ.o: TAB08NZ.f ; $(FORTRAN) $(OPTS) -c $<
+-TAB09AD.o: TAB09AD.f ; $(FORTRAN) $(OPTS) -c $<
+-TAB09BD.o: TAB09BD.f ; $(FORTRAN) $(OPTS) -c $<
+-TAB09CD.o: TAB09CD.f ; $(FORTRAN) $(OPTS) -c $<
+-TAB09DD.o: TAB09DD.f ; $(FORTRAN) $(OPTS) -c $<
+-TAB09ED.o: TAB09ED.f ; $(FORTRAN) $(OPTS) -c $<
+-TAB09FD.o: TAB09FD.f ; $(FORTRAN) $(OPTS) -c $<
+-TAB09GD.o: TAB09GD.f ; $(FORTRAN) $(OPTS) -c $<
+-TAB09HD.o: TAB09HD.f ; $(FORTRAN) $(OPTS) -c $<
+-TAB09ID.o: TAB09ID.f ; $(FORTRAN) $(OPTS) -c $<
+-TAB09JD.o: TAB09JD.f ; $(FORTRAN) $(OPTS) -c $<
+-TAB09KD.o: TAB09KD.f ; $(FORTRAN) $(OPTS) -c $<
+-TAB09MD.o: TAB09MD.f ; $(FORTRAN) $(OPTS) -c $<
+-TAB09ND.o: TAB09ND.f ; $(FORTRAN) $(OPTS) -c $<
+-TAB13AD.o: TAB13AD.f ; $(FORTRAN) $(OPTS) -c $<
+-TAB13BD.o: TAB13BD.f ; $(FORTRAN) $(OPTS) -c $<
+-TAB13CD.o: TAB13CD.f ; $(FORTRAN) $(OPTS) -c $<
+-TAB13DD.o: TAB13DD.f ; $(FORTRAN) $(OPTS) -c $<
+-TAB13ED.o: TAB13ED.f ; $(FORTRAN) $(OPTS) -c $<
+-TAB13FD.o: TAB13FD.f ; $(FORTRAN) $(OPTS) -c $<
+-TAB13ID.o: TAB13ID.f ; $(FORTRAN) $(OPTS) -c $<
+-TAB13MD.o: TAB13MD.f ; $(FORTRAN) $(OPTS) -c $<
+-TAG08BD.o: TAG08BD.f ; $(FORTRAN) $(OPTS) -c $<
+-TAG08BZ.o: TAG08BZ.f ; $(FORTRAN) $(OPTS) -c $<
+-TBB01AD.o: TBB01AD.f ; $(FORTRAN) $(OPTS) -c $<
+-TBB02AD.o: TBB02AD.f ; $(FORTRAN) $(OPTS) -c $<
+-TBB03AD.o: TBB03AD.f ; $(FORTRAN) $(OPTS) -c $<
+-TBB04AD.o: TBB04AD.f ; $(FORTRAN) $(OPTS) -c $<
+-TBD01AD.o: TBD01AD.f ; $(FORTRAN) $(OPTS) -c $<
+-TBD02AD.o: TBD02AD.f ; $(FORTRAN) $(OPTS) -c $<
+-TDE01OD.o: TDE01OD.f ; $(FORTRAN) $(OPTS) -c $<
+-TDE01PD.o: TDE01PD.f ; $(FORTRAN) $(OPTS) -c $<
+-TDF01MD.o: TDF01MD.f ; $(FORTRAN) $(OPTS) -c $<
+-TDG01MD.o: TDG01MD.f ; $(FORTRAN) $(OPTS) -c $<
+-TDG01ND.o: TDG01ND.f ; $(FORTRAN) $(OPTS) -c $<
+-TDG01OD.o: TDG01OD.f ; $(FORTRAN) $(OPTS) -c $<
+-TDK01MD.o: TDK01MD.f ; $(FORTRAN) $(OPTS) -c $<
+-TFB01QD.o: TFB01QD.f ; $(FORTRAN) $(OPTS) -c $<
+-TFB01RD.o: TFB01RD.f ; $(FORTRAN) $(OPTS) -c $<
+-TFB01SD.o: TFB01SD.f ; $(FORTRAN) $(OPTS) -c $<
+-TFB01TD.o: TFB01TD.f ; $(FORTRAN) $(OPTS) -c $<
+-TFB01VD.o: TFB01VD.f ; $(FORTRAN) $(OPTS) -c $<
+-TFD01AD.o: TFD01AD.f ; $(FORTRAN) $(OPTS) -c $<
+-TIB01AD.o: TIB01AD.f ; $(FORTRAN) $(OPTS) -c $<
+-TIB01BD.o: TIB01BD.f ; $(FORTRAN) $(OPTS) -c $<
+-TIB01CD.o: TIB01CD.f ; $(FORTRAN) $(OPTS) -c $<
+-TIB03AD.o: TIB03AD.f ; $(FORTRAN) $(OPTS) -c $<
+-TIB03BD.o: TIB03BD.f ; $(FORTRAN) $(OPTS) -c $<
+-TMB01TD.o: TMB01TD.f ; $(FORTRAN) $(OPTS) -c $<
+-TMB02CD.o: TMB02CD.f ; $(FORTRAN) $(OPTS) -c $<
+-TMB02DD.o: TMB02DD.f ; $(FORTRAN) $(OPTS) -c $<
+-TMB02ED.o: TMB02ED.f ; $(FORTRAN) $(OPTS) -c $<
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++TIB03BD.o: TIB03BD.f ; $(FC) $(FFLAGS) -c $<
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++TMB02CD.o: TMB02CD.f ; $(FC) $(FFLAGS) -c $<
++TMB02DD.o: TMB02DD.f ; $(FC) $(FFLAGS) -c $<
++TMB02ED.o: TMB02ED.f ; $(FC) $(FFLAGS) -c $<
++TMB02FD.o: TMB02FD.f ; $(FC) $(FFLAGS) -c $<
++TMB02GD.o: TMB02GD.f ; $(FC) $(FFLAGS) -c $<
++TMB02HD.o: TMB02HD.f ; $(FC) $(FFLAGS) -c $<
++TMB02ID.o: TMB02ID.f ; $(FC) $(FFLAGS) -c $<
++TMB02JD.o: TMB02JD.f ; $(FC) $(FFLAGS) -c $<
++TMB02JX.o: TMB02JX.f ; $(FC) $(FFLAGS) -c $<
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++TMB02MD.o: TMB02MD.f ; $(FC) $(FFLAGS) -c $<
++TMB02ND.o: TMB02ND.f ; $(FC) $(FFLAGS) -c $<
++TMB02QD.o: TMB02QD.f ; $(FC) $(FFLAGS) -c $<
++TMB02SD.o: TMB02SD.f ; $(FC) $(FFLAGS) -c $<
++TMB02VD.o: TMB02VD.f ; $(FC) $(FFLAGS) -c $<
++TMB03BD.o: TMB03BD.f ; $(FC) $(FFLAGS) -c $<
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++TMB03FZ.o: TMB03FZ.f ; $(FC) $(FFLAGS) -c $<
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++TMB03LD.o: TMB03LD.f ; $(FC) $(FFLAGS) -c $<
++TMB03LF.o: TMB03LF.f ; $(FC) $(FFLAGS) -c $<
++TMB03LZ.o: TMB03LZ.f ; $(FC) $(FFLAGS) -c $<
++TMB03MD.o: TMB03MD.f ; $(FC) $(FFLAGS) -c $<
++TMB03ND.o: TMB03ND.f ; $(FC) $(FFLAGS) -c $<
++TMB03OD.o: TMB03OD.f ; $(FC) $(FFLAGS) -c $<
++TMB03PD.o: TMB03PD.f ; $(FC) $(FFLAGS) -c $<
++TMB03QD.o: TMB03QD.f ; $(FC) $(FFLAGS) -c $<
++TMB03QG.o: TMB03QG.f ; $(FC) $(FFLAGS) -c $<
++TMB03RD.o: TMB03RD.f ; $(FC) $(FFLAGS) -c $<
++TMB03SD.o: TMB03SD.f ; $(FC) $(FFLAGS) -c $<
++TMB03TD.o: TMB03TD.f ; $(FC) $(FFLAGS) -c $<
++TMB03UD.o: TMB03UD.f ; $(FC) $(FFLAGS) -c $<
++TMB03VD.o: TMB03VD.f ; $(FC) $(FFLAGS) -c $<
++TMB03WD.o: TMB03WD.f ; $(FC) $(FFLAGS) -c $<
++TMB03XD.o: TMB03XD.f ; $(FC) $(FFLAGS) -c $<
++TMB03XP.o: TMB03XP.f ; $(FC) $(FFLAGS) -c $<
++TMB03XZ.o: TMB03XZ.f ; $(FC) $(FFLAGS) -c $<
++TMB03ZD.o: TMB03ZD.f ; $(FC) $(FFLAGS) -c $<
++TMB04AD.o: TMB04AD.f ; $(FC) $(FFLAGS) -c $<
++TMB04AZ.o: TMB04AZ.f ; $(FC) $(FFLAGS) -c $<
++TMB04BD.o: TMB04BD.f ; $(FC) $(FFLAGS) -c $<
++TMB04BZ.o: TMB04BZ.f ; $(FC) $(FFLAGS) -c $<
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++TMB04DL.o: TMB04DL.f ; $(FC) $(FFLAGS) -c $<
++TMB4DLZ.o: TMB4DLZ.f ; $(FC) $(FFLAGS) -c $<
++TMB04DP.o: TMB04DP.f ; $(FC) $(FFLAGS) -c $<
++TMB4DPZ.o: TMB4DPZ.f ; $(FC) $(FFLAGS) -c $<
++TMB04DS.o: TMB04DS.f ; $(FC) $(FFLAGS) -c $<
++TMB04DY.o: TMB04DY.f ; $(FC) $(FFLAGS) -c $<
++TMB04DZ.o: TMB04DZ.f ; $(FC) $(FFLAGS) -c $<
++TMB04ED.o: TMB04ED.f ; $(FC) $(FFLAGS) -c $<
++TMB04FD.o: TMB04FD.f ; $(FC) $(FFLAGS) -c $<
++TMB04GD.o: TMB04GD.f ; $(FC) $(FFLAGS) -c $<
++TMB04MD.o: TMB04MD.f ; $(FC) $(FFLAGS) -c $<
++TMB04OD.o: TMB04OD.f ; $(FC) $(FFLAGS) -c $<
++TMB04PB.o: TMB04PB.f ; $(FC) $(FFLAGS) -c $<
++TMB04PU.o: TMB04PU.f ; $(FC) $(FFLAGS) -c $<
++TMB04TB.o: TMB04TB.f ; $(FC) $(FFLAGS) -c $<
++TMB04TS.o: TMB04TS.f ; $(FC) $(FFLAGS) -c $<
++TMB04UD.o: TMB04UD.f ; $(FC) $(FFLAGS) -c $<
++TMB04VD.o: TMB04VD.f ; $(FC) $(FFLAGS) -c $<
++TMB04XD.o: TMB04XD.f ; $(FC) $(FFLAGS) -c $<
++TMB04YD.o: TMB04YD.f ; $(FC) $(FFLAGS) -c $<
++TMB04ZD.o: TMB04ZD.f ; $(FC) $(FFLAGS) -c $<
++TMB05MD.o: TMB05MD.f ; $(FC) $(FFLAGS) -c $<
++TMB05ND.o: TMB05ND.f ; $(FC) $(FFLAGS) -c $<
++TMB05OD.o: TMB05OD.f ; $(FC) $(FFLAGS) -c $<
++TMC01MD.o: TMC01MD.f ; $(FC) $(FFLAGS) -c $<
++TMC01ND.o: TMC01ND.f ; $(FC) $(FFLAGS) -c $<
++TMC01OD.o: TMC01OD.f ; $(FC) $(FFLAGS) -c $<
++TMC01PD.o: TMC01PD.f ; $(FC) $(FFLAGS) -c $<
++TMC01QD.o: TMC01QD.f ; $(FC) $(FFLAGS) -c $<
++TMC01RD.o: TMC01RD.f ; $(FC) $(FFLAGS) -c $<
++TMC01SD.o: TMC01SD.f ; $(FC) $(FFLAGS) -c $<
++TMC01TD.o: TMC01TD.f ; $(FC) $(FFLAGS) -c $<
++TMC01VD.o: TMC01VD.f ; $(FC) $(FFLAGS) -c $<
++TMC01WD.o: TMC01WD.f ; $(FC) $(FFLAGS) -c $<
++TMC01XD.o: TMC01XD.f ; $(FC) $(FFLAGS) -c $<
++TMC03MD.o: TMC03MD.f ; $(FC) $(FFLAGS) -c $<
++TMC03ND.o: TMC03ND.f ; $(FC) $(FFLAGS) -c $<
++TMD03AD.o: TMD03AD.f ; $(FC) $(FFLAGS) -c $<
++TMD03BD.o: TMD03BD.f ; $(FC) $(FFLAGS) -c $<
++TSB01BD.o: TSB01BD.f ; $(FC) $(FFLAGS) -c $<
++TSB01DD.o: TSB01DD.f ; $(FC) $(FFLAGS) -c $<
++TSB01MD.o: TSB01MD.f ; $(FC) $(FFLAGS) -c $<
++TSB02MD.o: TSB02MD.f ; $(FC) $(FFLAGS) -c $<
++TSB02ND.o: TSB02ND.f ; $(FC) $(FFLAGS) -c $<
++TSB02OD.o: TSB02OD.f ; $(FC) $(FFLAGS) -c $<
++TSB02PD.o: TSB02PD.f ; $(FC) $(FFLAGS) -c $<
++TSB02QD.o: TSB02QD.f ; $(FC) $(FFLAGS) -c $<
++TSB02RD.o: TSB02RD.f ; $(FC) $(FFLAGS) -c $<
++TSB02SD.o: TSB02SD.f ; $(FC) $(FFLAGS) -c $<
++TSB03MD.o: TSB03MD.f ; $(FC) $(FFLAGS) -c $<
++TSB03OD.o: TSB03OD.f ; $(FC) $(FFLAGS) -c $<
++TSB03QD.o: TSB03QD.f ; $(FC) $(FFLAGS) -c $<
++TSB03SD.o: TSB03SD.f ; $(FC) $(FFLAGS) -c $<
++TSB03TD.o: TSB03TD.f ; $(FC) $(FFLAGS) -c $<
++TSB03UD.o: TSB03UD.f ; $(FC) $(FFLAGS) -c $<
++TSB04MD.o: TSB04MD.f ; $(FC) $(FFLAGS) -c $<
++TSB04ND.o: TSB04ND.f ; $(FC) $(FFLAGS) -c $<
++TSB04OD.o: TSB04OD.f ; $(FC) $(FFLAGS) -c $<
++TSB04PD.o: TSB04PD.f ; $(FC) $(FFLAGS) -c $<
++TSB04QD.o: TSB04QD.f ; $(FC) $(FFLAGS) -c $<
++TSB04RD.o: TSB04RD.f ; $(FC) $(FFLAGS) -c $<
++TSB06ND.o: TSB06ND.f ; $(FC) $(FFLAGS) -c $<
++TSB08CD.o: TSB08CD.f ; $(FC) $(FFLAGS) -c $<
++TSB08DD.o: TSB08DD.f ; $(FC) $(FFLAGS) -c $<
++TSB08ED.o: TSB08ED.f ; $(FC) $(FFLAGS) -c $<
++TSB08FD.o: TSB08FD.f ; $(FC) $(FFLAGS) -c $<
++TSB08MD.o: TSB08MD.f ; $(FC) $(FFLAGS) -c $<
++TSB08ND.o: TSB08ND.f ; $(FC) $(FFLAGS) -c $<
++TSB09MD.o: TSB09MD.f ; $(FC) $(FFLAGS) -c $<
++TSB10DD.o: TSB10DD.f ; $(FC) $(FFLAGS) -c $<
++TSB10ED.o: TSB10ED.f ; $(FC) $(FFLAGS) -c $<
++TSB10FD.o: TSB10FD.f ; $(FC) $(FFLAGS) -c $<
++TSB10HD.o: TSB10HD.f ; $(FC) $(FFLAGS) -c $<
++TSB10ID.o: TSB10ID.f ; $(FC) $(FFLAGS) -c $<
++TSB10KD.o: TSB10KD.f ; $(FC) $(FFLAGS) -c $<
++TSB10ZD.o: TSB10ZD.f ; $(FC) $(FFLAGS) -c $<
++TSB16AD.o: TSB16AD.f ; $(FC) $(FFLAGS) -c $<
++TSB16BD.o: TSB16BD.f ; $(FC) $(FFLAGS) -c $<
++TSB16CD.o: TSB16CD.f ; $(FC) $(FFLAGS) -c $<
++TSG02AD.o: TSG02AD.f ; $(FC) $(FFLAGS) -c $<
++TSG02ND.o: TSG02ND.f ; $(FC) $(FFLAGS) -c $<
++TSG03AD.o: TSG03AD.f ; $(FC) $(FFLAGS) -c $<
++TSG03BD.o: TSG03BD.f ; $(FC) $(FFLAGS) -c $<
++TTB01ID.o: TTB01ID.f ; $(FC) $(FFLAGS) -c $<
++TTB01IZ.o: TTB01IZ.f ; $(FC) $(FFLAGS) -c $<
++TTB01KD.o: TTB01KD.f ; $(FC) $(FFLAGS) -c $<
++TTB01LD.o: TTB01LD.f ; $(FC) $(FFLAGS) -c $<
++TTB01MD.o: TTB01MD.f ; $(FC) $(FFLAGS) -c $<
++TTB01ND.o: TTB01ND.f ; $(FC) $(FFLAGS) -c $<
++TTB01PD.o: TTB01PD.f ; $(FC) $(FFLAGS) -c $<
++TTB01PX.o: TTB01PX.f ; $(FC) $(FFLAGS) -c $<
++TTB01TD.o: TTB01TD.f ; $(FC) $(FFLAGS) -c $<
++TTB01UD.o: TTB01UD.f ; $(FC) $(FFLAGS) -c $<
++TTB01UY.o: TTB01UY.f ; $(FC) $(FFLAGS) -c $<
++TTB01WD.o: TTB01WD.f ; $(FC) $(FFLAGS) -c $<
++TTB01WX.o: TTB01WX.f ; $(FC) $(FFLAGS) -c $<
++TTB01ZD.o: TTB01ZD.f ; $(FC) $(FFLAGS) -c $<
++TTB03AD.o: TTB03AD.f ; $(FC) $(FFLAGS) -c $<
++TTB04AD.o: TTB04AD.f ; $(FC) $(FFLAGS) -c $<
++TTB04BD.o: TTB04BD.f ; $(FC) $(FFLAGS) -c $<
++TTB04CD.o: TTB04CD.f ; $(FC) $(FFLAGS) -c $<
++TTB05AD.o: TTB05AD.f ; $(FC) $(FFLAGS) -c $<
++TTC01OD.o: TTC01OD.f ; $(FC) $(FFLAGS) -c $<
++TTC04AD.o: TTC04AD.f ; $(FC) $(FFLAGS) -c $<
++TTC05AD.o: TTC05AD.f ; $(FC) $(FFLAGS) -c $<
++TTD03AD.o: TTD03AD.f ; $(FC) $(FFLAGS) -c $<
++TTD04AD.o: TTD04AD.f ; $(FC) $(FFLAGS) -c $<
++TTD05AD.o: TTD05AD.f ; $(FC) $(FFLAGS) -c $<
++TTF01MD.o: TTF01MD.f ; $(FC) $(FFLAGS) -c $<
++TTF01ND.o: TTF01ND.f ; $(FC) $(FFLAGS) -c $<
++TTF01OD.o: TTF01OD.f ; $(FC) $(FFLAGS) -c $<
++TTF01PD.o: TTF01PD.f ; $(FC) $(FFLAGS) -c $<
++TTF01QD.o: TTF01QD.f ; $(FC) $(FFLAGS) -c $<
++TTF01RD.o: TTF01RD.f ; $(FC) $(FFLAGS) -c $<
++TTG01AD.o: TTG01AD.f ; $(FC) $(FFLAGS) -c $<
++TTG01AZ.o: TTG01AZ.f ; $(FC) $(FFLAGS) -c $<
++TTG01CD.o: TTG01CD.f ; $(FC) $(FFLAGS) -c $<
++TTG01DD.o: TTG01DD.f ; $(FC) $(FFLAGS) -c $<
++TTG01ED.o: TTG01ED.f ; $(FC) $(FFLAGS) -c $<
++TTG01FD.o: TTG01FD.f ; $(FC) $(FFLAGS) -c $<
++TTG01FZ.o: TTG01FZ.f ; $(FC) $(FFLAGS) -c $<
++TTG01GD.o: TTG01GD.f ; $(FC) $(FFLAGS) -c $<
++TTG01HD.o: TTG01HD.f ; $(FC) $(FFLAGS) -c $<
++TTG01ID.o: TTG01ID.f ; $(FC) $(FFLAGS) -c $<
++TTG01JD.o: TTG01JD.f ; $(FC) $(FFLAGS) -c $<
++TTG01JY.o: TTG01JY.f ; $(FC) $(FFLAGS) -c $<
++TTG01LD.o: TTG01LD.f ; $(FC) $(FFLAGS) -c $<
++TTG01MD.o: TTG01MD.f ; $(FC) $(FFLAGS) -c $<
++TTG01ND.o: TTG01ND.f ; $(FC) $(FFLAGS) -c $<
++TTG01PD.o: TTG01PD.f ; $(FC) $(FFLAGS) -c $<
++TTG01QD.o: TTG01QD.f ; $(FC) $(FFLAGS) -c $<
++TUD01BD.o: TUD01BD.f ; $(FC) $(FFLAGS) -c $<
++TUD01CD.o: TUD01CD.f ; $(FC) $(FFLAGS) -c $<
++TUD01DD.o: TUD01DD.f ; $(FC) $(FFLAGS) -c $<
++TUD01MD.o: TUD01MD.f ; $(FC) $(FFLAGS) -c $<
++TUD01ND.o: TUD01ND.f ; $(FC) $(FFLAGS) -c $<
+ 
+-.f.o: ; $(FORTRAN) $(OPTS) -c $<
++.f.o: ; $(FC) $(FFLAGS) -c $<
+ 
+--- a/make_Unix.inc
++++ b/make_Unix.inc
+@@ -14,7 +14,6 @@ SHELL = /bin/sh
+ #
+ FC = gfortran
+ FFLAGS = -O2 -fPIC -fdefault-integer-8
+-FFLAGS_NOOPT = -O0
+ 
+ #  Define LDFLAGS to the desired linker options for your machine.
+ #
+@@ -24,10 +23,11 @@ LDFLAGS =
+ #  (library).  If your system has no ranlib, set RANLIB = echo.
+ #
+ ARCH = ar
+-ARFLAGS = cr
++ARCHFLAGS = cr
+ # ARCHFLAGS= r
+ # RANLIB   = ranlib
+ 
++LOADER   = $(FC)
+ LOADOPTS = $(SLICOTLIB) $(LPKAUXLIB) $(LAPACKLIB) $(BLASLIB)
+ #
+ #  The location of the libraries to which you will link.  (The
+--- a/src_aux/makefile_Unix
++++ b/src_aux/makefile_Unix
+@@ -47,4 +47,4 @@ clean:
+ 	rm -f *.o
+ 
+ .f.o: 
+-	$(FORTRAN) $(OPTS) -c $<
++	$(FC) $(FFLAGS) -c $<

windows/deps/versions.mk

@@ -1,4 +1,4 @@
-SLICOT_VERSION = 5.0+20101122
+SLICOT_VERSION = 5.8+20230223.git401037e
 X13AS_VERSION = 1-1-b60
 
 OCTAVE_VERSION = 8.4.0

windows/dynare.nsi

@@ -60,7 +60,7 @@ Section "Dynare core (preprocessor and M-files)"
  SetOutPath $INSTDIR\matlab\preprocessor64
  File ..\matlab\preprocessor64\dynare_m.exe
 
- SetOutPath $INSTDIR\matlab\modules\dseries\externals\x13\windows\64
+ SetOutPath $INSTDIR\matlab\dseries\externals\x13\windows\64
  File deps\lib64\x13as\x13as.exe
 
  SetOutPath $INSTDIR\contrib