Introduction to Dynare

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Dynare: Introduction. Structure of a mod-file Additional insights I Dynare output Additional insights II Model description I s.t. ∞ max E β t e η b,t (log ct − Ant) t=0 (1) ct + xt = yt (2) yt = e ηz,t k θ t−1 n 1−θ t (3) e ηx,t xt = kt − (1 − δ)kt−1 (4) Alexander Kriwoluzky Introduction to Dynare
Dynare: Introduction. Structure of a mod-file Additional insights I Dynare output Additional insights II Model description II ηa,t = ρaηa,t−1 + ɛa,t, ɛa,t ∼ N(0,σ 2 a) i.i.d. (5) ηb,t = ρbηb,t−1 + ɛb,t, ɛb,t ∼ N(0,σ 2 b ) i.i.d. (6) ηx,t = ρxηx,t−1 + ɛx,t, ɛx,t ∼ N(0,σ 2 x) i.i.d. (7) The structural shocks are assumed to be uncorrelated. Alexander Kriwoluzky Introduction to Dynare
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Introduction to Dynare

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