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Sébastien Villemot 365fb27f3d
New “structural” option to “var_model” 
As the name implies, this option allows contemporaneous variables on the RHS.

The A0 matrix for contemporaneous variables is added as a second (optional)
output to the generated var_ar.m file. Note that for reduced-form VAR, this
matrix will be the identity.

Also, the user is now allowed to write the VAR models in a more flexible form:
the LHS must still be a single variable, but the RHS can be an arbitrary
expression (as long as it is linear, obviously). Internally, the preprocessor
now uses derivation to compute the coefficients of the AR and A0. This change
applies to both reduced-form and structural VAR models.

Ref. dynare#1785
 		2021-07-08 12:55:47 +02:00
doc Macroprocessor slides: various improvements 2021-06-18 17:29:46 +02:00
m4 Use secure URL for link to GNU licenses 2021-06-09 17:21:00 +02:00
scripts Use secure URL for link to GNU licenses 2021-06-09 17:21:00 +02:00
src New “structural” option to “var_model” 2021-07-08 12:55:47 +02:00
.gitignore Rename preprocessor binary to dynare-preprocessor 2021-01-06 17:08:42 +01:00
.gitlab-ci.yml macOS: bump to GCC 11 (for compilation and for use_dll) 2021-06-24 12:34:29 +02:00
COPYING Use secure URL for link to GNU licenses 2021-06-09 17:21:00 +02:00
Makefile.am Fix source tarball creation following removal of license.txt 2020-01-22 20:14:57 +01:00
README.md Updates to README 2021-01-06 16:09:35 +01:00
configure.ac Use secure URL for link to GNU licenses 2021-06-09 17:21:00 +02:00

README.md

Dynare Preprocessor

The Dynare Preprocessor defines the Dynare model language. It takes in a .mod file, computes the derivatives of the model represented therein, and produces MATLAB/Octave, Julia, or JSON output.

License

Most of the source files are covered by the GNU General Public Licence version 3 or later. There are some exceptions, see the respective file headers.