Dynare

Described on the homepage: https://www.dynare.org/

Most users should use the precompiled package available for their OS, also available via the Dynare homepage: https://www.dynare.org/download/.

Contributions

To contribute to Dynare and participate in the Dynare community, please see: CONTRIBUTING.md

License

Most of the source files are covered by the GNU General Public Licence version 3 or later (there are some exceptions to this, see license.txt in Dynare distribution for specifics).

Building Dynare From Source

Here, we explain how to build from source:

• Dynare, including preprocessor and MEX files for MATLAB and Octave
• Dynare++
• all the associated documentation (PDF and HTML)

This source can be retrieved in three forms:

• via git, at https://git.dynare.org/Dynare/dynare.git
• using the stable source archive of the latest Dynare version from https://www.dynare.org/download/
• using a source snapshot of the unstable version, also from https://www.dynare.org/download/

Note that if you obtain the source code via git, you will need to install more tools (see below).

The first section of this page gives general instructions, which apply to all platforms. Then some specific platforms are discussed.

Note: Here, when we refer to 32-bit or 64-bit, we refer to the type of MATLAB or Octave installation, not the type of operating system installation. For example, it is perfectly possible to run a 32-bit MATLAB on a 64-bit Windows: in that case, instructions for Windows 32-bit should be followed. To determine the type of your MATLAB/Octave installation, type:

>> computer

at the MATLAB/Octave prompt. Under MATLAB, if it returns PCWIN64, GLNX64 or MACI64, then it is a 64-bit MATLAB; if it returns PCWIN, MACI or GLNX, then it is a 32-bit MATLAB. Under Octave, if it returns a string that begins with x86_64, it is a 64-bit Octave; if the strings begins with i686, it is a 32-bit Octave.

Contents

1. General Instructions
2. Debian or Ubuntu
3. Fedora, CentOS or RHEL
4. Windows
5. macOS

General Instructions

Prerequisites

A number of tools and libraries are needed in order to recompile everything. You don't necessarily need to install everything, depending on what you want to compile.

• A POSIX compliant shell and an implementation of Make (mandatory)

• The GNU Compiler Collection, version 8 or later, with gcc, g++ and gfortran (mandatory)

• MATLAB (if you want to compile the MEX for MATLAB)

• GNU Octave with

  • the development headers (if you want to compile the MEX for Octave)
  • the development libraries corresponding to the UMFPACK packaged with Octave
  • Optionally, the Control, IO, Optimization and Statistics package either installed via your package manager or through Octave Forge.

• Boost libraries, version 1.36 or later

• Bison, version 3.2 or later (only if you get the source through Git)

• Flex, version 2.5.4 or later (only if you get the source through Git)

• Autoconf, version 2.62 or later (only if you get the source through Git)

• Automake, version 1.11.2 or later (only if you get the source through Git)

• An implementation of BLAS and LAPACK: either ATLAS, OpenBLAS, Netlib (BLAS, LAPACK) or MKL (only if you want to build Dynare++)

• MAT File I/O library, version 1.5 or later (if you want to compile Markov-Switching code, the estimation DLL, k-order DLL and Dynare++)

• SLICOT (if you want to compile the Kalman steady state DLL)

• GSL library (if you want to compile Markov-Switching code)

• A decent LaTeX distribution (if you want to compile PDF documentation), ideally with Beamer

• For building the reference manual:

  • Sphinx
  • MathJax

• Doxygen (if you want to build Dynare preprocessor source documentation)

• X-13ARIMA-SEATS Seasonal Adjustment Program

Preparing the sources

If you have downloaded the sources from an official source archive or the source snapshot, just unpack it.

If you want to use Git, do the following from a terminal:

git clone --recurse-submodules https://git.dynare.org/Dynare/dynare.git
cd dynare
autoreconf -si

The last line runs Autoconf and Automake in order to prepare the build environment (this is not necessary if you got the sources from an official source archive or the source snapshot). If you want a certain version (e.g. 4.6) , then add --single-branch --branch 4.6 to the git clone command.

Configuring the build tree

Simply launch the configure script from a terminal:

./configure

If you have MATLAB, you need to indicate the MATLAB location using the with-matlab flag. For example, on GNU/Linux:

./configure --with-matlab=/usr/local/MATLAB/R2019a

Some important options:

• --disable-matlab: skip the compilation of MEX files for MATLAB
• --disable-octave: skip the compilation of MEX files for Octave
• --disable-doc: skip the compilation of the documentation (PDF and HTML)
• CFLAGS="-O3" CXXFLAGS="-O3": don't compile the C/C++ programs with debugging information
• MATLAB_MEX_CFLAGS="-O3" MATLAB_MEX_CXXFLAGS="-O3": remove debugging information for MATLAB MEX functions

You may need to specify additional options to the configure script, see the output of the --help option, and also the platform specific instructions below. If the configuration goes well, the script will tell you which components are correctly configured and will be built.

Note that it is possible that some MEX files cannot be compiled, due to missing build dependencies. If you find no way of installing the missing dependencies, a workaround can be to give up on compiling these MEX files and rather use slower implementations (in the MATLAB/Octave language) that are available under the matlab/missing/mex/ subdirectories. For example, if you fail to compile the gensylv MEX, you can type the following at the MATLAB/Octave prompt before running Dynare:

addpath <DYNARE_ROOT>/matlab/missing/mex/gensylv

(where you need to replace <DYNARE_ROOT> with the full path to your Dynare copy).

Building

Binaries are built with:

make

PDF and HTML documentation are respectively built with:

make pdf
make html

Check

The Git source comes with unit tests (in the MATLAB functions) and integration tests (under the tests subfolder). All the tests can be run with:

make check

in the tests subfolder. If Dynare has been compiled against MATLAB and Octave, the tests will be run with both MATLAB and Octave. Depending on the performance of your machine, this can take several hours. It is possible to run the tests only with MATLAB:

make check-matlab

or only with Octave:

make check-octave

Note that running the testsuite with Octave requires the additional packages pstoedit, epstool, xfig, and gnuplot.

A summary of the results is available in tests/run_test_matlab_output.txt or tests/run_test_octave_output.txt. 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:

make deterministic_simulations

This will run all the integration tests in tests/deterministic_simulations with MATLAB and Octave. Again, it is possible to do this only with MATLAB:

make m/deterministic_simulations

or with Octave:

make o/deterministic_simulations

Finally if you want to run a single integration test, e.g. deterministic_simulations/lbj/rbc.mod with MATLAB:

make deterministic_simulations/lbj/rbc.m.trs

or with Octave:

make deterministic_simulations/lbj/rbc.o.trs

The result of the test (PASSED or FAILED) will be printed in the terminal, the produced log can be displayed with:

make deterministic_simulations/lbj/rbc.m.drs

or

make deterministic_simulations/lbj/rbc.o.drs

Note that only tests will be executed where the m.trs/o.trs does not yet exist. You can run

make clean

in the tests folder to delete files that were created by the run of the testsuite. You can also manually delete the desired m.trs/o.trs file(s).

Debian or Ubuntu

All the prerequisites are packaged:

• build-essential (for gcc, g++ and make)
• gfortran
• liboctave-dev
• libboost-graph-dev
• libgsl-dev
• libmatio-dev
• libslicot-dev and libslicot-pic
• libsuitesparse-dev
• flex
• bison
• autoconf
• automake
• texlive
• texlive-publishers (for Econometrica bibliographic style)
• texlive-latex-extra (for fullpage.sty)
• texlive-fonts-extra (for ccicons)
• texlive-latex-recommended
• texlive-science (for amstex)
• texlive-plain-generic
• lmodern (for macroprocessor PDF)
• python3-sphinx
• latexmk
• libjs-mathjax
• doxygen
• x13as

You can install them all at once with:

apt install build-essential gfortran liboctave-dev libboost-graph-dev libgsl-dev libmatio-dev libslicot-dev libslicot-pic libsuitesparse-dev flex bison autoconf automake texlive texlive-publishers texlive-latex-extra texlive-fonts-extra texlive-latex-recommended texlive-science texlive-plain-generic lmodern python3-sphinx latexmk libjs-mathjax doxygen x13as

If you use MATLAB, we strongly advise to also apt install matlab-support and confirm to rename the GCC libraries shipped with MATLAB to avoid possible conflicts with GCC libraries shipped by your distribution.

Tested on

• Debian 10
• Ubuntu 20.04
• Ubuntu 20.10

Fedora, CentOS or RHEL

Almost all prerequisites are packaged:

• gcc, gcc-c++, make
• gcc-gfortran
• lapack and lapack-devel
• openblas and openblas-devel
• boost-devel
• gsl-devel
• matio-devel
• suitesparse-devel
• flex
• bison
• autoconf
• automake
• redhat-rpm-config
• octave, octave-devel, octave-statistics, octave-io, octave-optim, octave-control
• texlive-scheme-minimal, texlive-collection-publishers, texlive-collection-latexextra, texlive-collection-fontsextra, texlive-collection-latexrecommended, texlive-collection-science, texlive-collection-plaingeneric, texlive-lm
• python3-sphinx
• latexmk
• mathjax
• doxygen

You can install them all at once with:

# Minimal packages (use --disable-doc and --disable-octave flags)
dnf install -y gcc gcc-c++ make gcc-gfortran lapack lapack-devel openblas openblas-devel boost-devel gsl-devel matio-devel suitesparse-devel flex bison autoconf automake redhat-rpm-config
# Octave packages (use --disable-doc flag)
dnf install octave octave-devel octave-statistics octave-io octave-optim octave-control
# Documentation packages
dnf install texlive-scheme-minimal texlive-collection-publishers texlive-collection-latexextra texlive-collection-fontsextra texlive-collection-latexrecommended texlive-collection-science texlive-collection-plaingeneric texlive-lm python3-sphinx latexmk mathjax doxygen

In Fedora these are available from the default repositories; whereas for CentOS and RHEL you need to enable the Extra Packages for Enterprise Linux (EPEL) repository and either the PowerTools repository for CentOS or the CodeReady Linux Builder repository for RHEL:

yum install https://dl.fedoraproject.org/pub/epel/epel-release-latest-8.noarch.rpm
# CentOS 8
dnf config-manager --set-enabled PowerTools
# RHEL 8
ARCH=$( /bin/arch )
subscription-manager repos --enable "codeready-builder-for-rhel-8-${ARCH}-rpms"

The documentation packages have slightly different names in CentOS and RHEL, you can also choose to pass the --disable-doc flag to your configure script to skip these dependencies.

Slicot and x13as need to be compiled from source:

# compile slicot from source and put it into /home/$USER/dynare/slicot/lib/
mkdir -p /home/$USER/dynare/slicot
cd /home/$USER/dynare/slicot
wget https://deb.debian.org/debian/pool/main/s/slicot/slicot_5.0+20101122.orig.tar.gz
tar xf slicot_5.0+20101122.orig.tar.gz
cd slicot-5.0+20101122
make FORTRAN=gfortran OPTS="-O2 -fPIC -fdefault-integer-8" LOADER=gfortran lib
mkdir -p /home/$USER/dynare/slicot/lib
cp slicot.a /home/$USER/dynare/slicot/lib/libslicot64_pic.a #for matlab
cp slicot.a /home/$USER/dynare/slicot/lib/libslicot_pic.a #for octave

# compile x13as from source and put it into /usr/bin/
mkdir -p /home/$USER/dynare/x13as
cd /home/$USER/dynare/x13as
wget https://www.census.gov/ts/x13as/unix/x13assrc_V1.1_B39.tar.gz
tar xf x13assrc_V1.1_B39.tar.gz
sed -i "s|-static| |" makefile.gf # this removes '-static' in the makefile.gf
make -f makefile.gf FFLAGS="-O2 -std=legacy" PROGRAM=x13as
sudo cp x13as /usr/bin/

If you use MATLAB, we strongly advise to also rename or exclude the GCC libraries shipped with MATLAB to avoid possible conflicts with GCC libraries shipped by Fedora, see e.g. Matlab on Fedora 33 or MATLAB-ArchWiki for instructions.

Keep in mind to use the --with-slicot option to the configure command, e.g.:

cd /home/$USER/dynare
git clone --recurse-submodules https://git.dynare.org/dynare/dynare.git unstable
cd unstable
autoreconf -si
./configure --with-slicot=/home/$USER/dynare/slicot --with-matlab=/usr/local/MATLAB/R2020b
make -j$(($(nproc)+1)) #rule of thumb: one more than CPUs as shown by e.g. lscpu

If your distribution ships an older version of bison, compile it from source and append it temporarily to your path before calling the configure script:

bison --version # bison (GNU Bison) 3.0.4
mkdir -p /home/$USER/dynare/bison
cd /home/$USER/dynare/bison
wget http://ftp.gnu.org/gnu/bison/bison-3.6.4.tar.gz #change the version number accordingly
tar xf bison-3.6.4.tar.gz
cd bison-3.6.4
./configure --prefix=/home/$USER/dynare/bison
make
make install
export PATH=/home/$USER/dynare/bison/bin:$PATH
bison --version # bison (GNU Bison) 3.6.4

Now configure dynare as above.

Tested on

• CentOS 8
• Fedora Workstation 32
• Fedora Workstation 33
• Red Hat Enterprise Linux 8

Windows

• Install MSYS2 (pick the 64-bit version, unless you have a 32-bit Windows, in which case see below)
• Run a MSYS MinGW 64-bit shell
• Update the system:

pacman -Syu

You may be asked to close the window at the end of the first upgrade batch, in which case you should rerun the upgrade in a new window to complete the upgrade.

• Install all needed dependencies:

pacman -S git autoconf automake-wrapper bison flex make tar texinfo mingw-w64-x86_64-gcc mingw-w64-x86_64-gcc-fortran mingw-w64-x86_64-boost mingw-w64-x86_64-gsl mingw-w64-x86_64-matio mingw-w64-x86_64-openblas

• Compile and install SLICOT, needed for the kalman_steady_state MEX file

wget https://deb.debian.org/debian/pool/main/s/slicot/slicot_5.0+20101122.orig.tar.gz
tar xf slicot_5.0+20101122.orig.tar.gz
cd slicot-5.0+20101122
make FORTRAN=gfortran OPTS="-O2 -fno-underscoring -fdefault-integer-8" LOADER=gfortran lib
mkdir -p /usr/local/lib
cp slicot.a /usr/local/lib/libslicot64_pic.a
cd ..

• Prepare the Dynare sources, either by unpacking the source tarball, or with:

git clone --recurse-submodules https://git.dynare.org/Dynare/dynare.git
cd dynare
autoreconf -si

• Configure Dynare from the source directory:

./configure --with-slicot=/usr/local --with-matlab=<…> --disable-octave --disable-doc

where the path of MATLAB is specified. Note that you should use the MSYS2 notation and not put spaces in the MATLAB path, so you probably want to use something like /c/Progra~1/MATLAB/…. Alternatively, if your filesystem does not have short filenames (8dot3), then you can run mkdir -p /usr/local/MATLAB && mount c:/Program\ Files/MATLAB /usr/local/MATLAB, and then pass /usr/local/MATLAB/… as MATLAB path to the configure script.

• Compile:

make

• Run the testsuite:

make -C tests check-matlab

Note: The above assumes that you have a 64-bit version of MATLAB. It can be adapted to a 32-bit MATLAB with the following modifications:

• run the MSYS MinGW 32-bit shell
• replace x86_64 by i686 in packages names on the pacman command-line
• for SLICOT, remove the -fdefault-integer-8 option, and instead copy the library into /usr/local/lib/libslicot_pic.a

Note: Compiling the MEX files for Octave and the documentation under MSYS2 is currently not supported.

macOS

To simply use a snapshot of Dynare, you have two choices. On MATLAB, you can use the snapshot build provided by Dynare. On Octave, you can simply install Homebrew and run brew install dynare --HEAD (See the Install Dynare (unstable) section of this webpage for more details).

If you do not wish to use the snapshots provided by Dynare or Homebrew, follow the directions below to build Dynare on your local machine.

Preparatory work:

• Install the Xcode Command Line Tools:
  • Open Terminal.app and type xcode-select --install
• Install Homebrew by following the instructions on their website

The following commands will install the programs that Dynare needs to compile. They should be entered at the command prompt in Terminal.app.

• brew install automake bison flex boost fftw gcc gsl hdf5 libmatio metis veclibfort
• (Optional) To compile Dynare mex files for use on Octave:
  • brew install octave
• (Optional) To compile Dynare documentation
  • Install the latest version of MacTeX, deselecting the option to install Ghostscript
  • brew install doxygen latex2html

The following commands will download the Dynare source code and compile it. They should be entered at the command prompt in Terminal.app from the folder where you want Dynare installed.

• git clone --recurse-submodules https://git.dynare.org/Dynare/dynare.git
• cd dynare
• PATH="/usr/local/opt/bison/bin:/usr/local/opt/flex/bin:$PATH"
• autoreconf -si
• CC=gcc-9 CXX=g++-9 ./configure --disable-octave --with-matlab=/Applications/MATLAB_R2019a.app --with-matio=/usr/local --with-gsl=/usr/local --with-slicot=/usr/local, adjusting the MATLAB path to accord with your local installation. If you don't have MATLAB, simply remove --with-matlab=/Applications/MATLAB_R2019a.app from the above command
• make -j
• (Optional) To then build mex files for Octave, run
  • cd mex/build/octave
  • CC=gcc-9 CXX=g++-9 ./configure --with-matio=/usr/local --with-gsl=/usr/local --with-slicot=/usr/local LDFLAGS=-L/usr/local/lib
  • make -j