Introduction to Dynare

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Dynare: Introduction. Structure of a mod-file Additional insights I Dynare output Additional insights II Filtered and smoothed variables Characteristics of the model Figures and how to produce them filtered_vars triggers the computation of filtered variables, i.e. forecast on past information: x t|t−1 = E[xt|It−1] smoother computes posterior distribution of smoothed endogenous variables and shocks, i.e. infers about the unobserved state variables using all available information up to T : x t|T = E[xt|IT] Alexander Kriwoluzky Introduction to Dynare
Filtered variables 0.2 0.1 0 −0.1 −0.2 0.2 0.1 0 −0.1 −0.2 0.1 0.05 0 −0.05 −0.1 n 100 200 300 k 0.5 0 −0.5 −1 −0.05 100 200 300 c 0.05 0 0.2 0.1 −0.2 100 200 300 0 −0.1 Dynare: Introduction. Structure of a mod-file Additional insights I Dynare output Additional insights II x 0.1 0.05 −0.05 −0.1 100 200 300 eta_b −0.05 100 200 300 y 100 200 300 0 0.05 0 Characteristics of the model Figures and how to produce them eta_a 100 200 300 eta_x 100 200 300 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
Page 31 and 32: Outline Dynare: Introduction. Struc
Page 37 and 38: Stored output Dynare: Introduction.
Page 39 and 40: Prior vs. Posterior 400 200 0 0.02
Page 45: Dynare: Introduction. Structure of
Page 49 and 50: Smoothed shocks 0.1 0.05 0 −0.05
Page 59: Tex output Dynare: Introduction. St

Introduction to Dynare

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