Introduction to Dynare

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The dataset Dynare: Introduction. Structure of a mod-file Additional insights I Dynare output Additional insights II Steady state computation The dataset Observed variables are declared after varobs. You can include the dataset in the following ways: As matlab savefile (*.mat). Names of variables have to correspond to the ones declared under varobs. As m-file. Again names of variables have to correspond to the ones declared under varobs. Alexander Kriwoluzky Introduction to Dynare
Dynare: Introduction. Structure of a mod-file Additional insights I Dynare output Additional insights II Matching data to the model Steady state computation The dataset The variables of the model are often log deviations from the steady state with zero mean and no growth trend. To fit the model and the data: Detrend the data before by HP filter or a linear detrending. Compute first differences of the dataset and fit the model by: Declaring additional endogenous variables, for example: var y_obs. Augmenting the model block with observation equations, e.g.: y_obs = y − y(−1) Alexander Kriwoluzky Introduction to Dynare
Page 1 and 2: Dynare: Introduction. Structure of
Page 5 and 6: Overview Dynare: Introduction. Stru
Page 15 and 16: What is ’ #’ Dynare: Introducti
Page 27 and 28: Outline Dynare: Introduction. Struc
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Page 37 and 38: Stored output Dynare: Introduction.
Page 39 and 40: Prior vs. Posterior 400 200 0 0.02
Page 47 and 48: Filtered variables 0.2 0.1 0 −0.1
Page 49 and 50: Smoothed shocks 0.1 0.05 0 −0.05
Page 59: Tex output Dynare: Introduction. St

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