Commit c854f0c9d709eb8c8ebd7b2dec7e81e1b84cca9c - dynare

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Makefile.am less more

35	35	mkdir -p $(abs_srcdir)/matlab/preprocessor$$ARCH && \
36	36	$(LN_S) -f $(abs_builddir)/preprocessor/src/dynare_m$(EXEEXT) $(abs_srcdir)/matlab/preprocessor$$ARCH
37	37
	38	clean-local:
	39	rm -rf $(abs_srcdir)/matlab/preprocessor32 $(abs_srcdir)/matlab/preprocessor64
	40
38	41	dist-hook:
39	42	rm -rf `find $(distdir)/matlab $(distdir)/examples -name *~`
40	43	rm -rf $(distdir)/matlab/preprocessor* $(distdir)/matlab/dynare_version.m

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Makefile.in less more

746	746	@echo "it deletes files that may require special tools to rebuild."
747	747	clean: clean-recursive
748	748
749		clean-am: clean-generic mostlyclean-am
	749	clean-am: clean-generic clean-local mostlyclean-am
750	750
751	751	distclean: distclean-recursive
752	752	-rm -f $(am__CONFIG_DISTCLEAN_FILES)

817	817
818	818	.PHONY: $(am__recursive_targets) CTAGS GTAGS TAGS all all-am all-local \
819	819	am--refresh check check-am clean clean-cscope clean-generic \
820		cscope cscopelist-am ctags ctags-am dist dist-all dist-bzip2 \
821		dist-gzip dist-hook dist-lzip dist-shar dist-tarZ dist-xz \
822		dist-zip distcheck distclean distclean-generic distclean-tags \
823		distcleancheck distdir distuninstallcheck dvi dvi-am html \
824		html-am info info-am install install-am install-data \
825		install-data-am install-dvi install-dvi-am install-exec \
826		install-exec-am install-exec-local install-html \
	820	clean-local cscope cscopelist-am ctags ctags-am dist dist-all \
	821	dist-bzip2 dist-gzip dist-hook dist-lzip dist-shar dist-tarZ \
	822	dist-xz dist-zip distcheck distclean distclean-generic \
	823	distclean-tags distcleancheck distdir distuninstallcheck dvi \
	824	dvi-am html html-am info info-am install install-am \
	825	install-data install-data-am install-dvi install-dvi-am \
	826	install-exec install-exec-am install-exec-local install-html \
827	827	install-html-am install-info install-info-am install-man \
828	828	install-pdf install-pdf-am install-ps install-ps-am \
829	829	install-strip installcheck installcheck-am installdirs \

842	842	fi; \
843	843	mkdir -p $(abs_srcdir)/matlab/preprocessor$$ARCH && \
844	844	$(LN_S) -f $(abs_builddir)/preprocessor/src/dynare_m$(EXEEXT) $(abs_srcdir)/matlab/preprocessor$$ARCH
	845
	846	clean-local:
	847	rm -rf $(abs_srcdir)/matlab/preprocessor32 $(abs_srcdir)/matlab/preprocessor64
845	848
846	849	dist-hook:
847	850	rm -rf `find $(distdir)/matlab $(distdir)/examples -name *~`

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NEWS.md less more

0		Announcement for Dynare 4.6.0 (in February 2020)
1		================================================
	0	Announcement for Dynare 4.6.1 (on 2020-03-13)
	1	=============================================
	2
	3	We are pleased to announce the release of Dynare 4.6.1.
	4
	5	This maintenance release fixes various bugs.
	6
	7	The Windows, macOS and source packages are already available for download at
	8	[the Dynare website](https://www.dynare.org/download/).
	9
	10	All users are strongly encouraged to upgrade.
	11
	12	This release is compatible with MATLAB versions ranging from 7.9 (R2009b) to
	13	9.7 (R2019b), and with GNU Octave versions 5.2.0 (under Windows) and 4.4.1
	14	(under macOS).
	15
	16	Here is a list of the problems identified in version 4.6.0 and that have been
	17	fixed in version 4.6.1:
	18
	19	* Installation on macOS would fail if the GCC compiler was supposed to be
	20	installed and `www.google.com` was not reachable or blocked
	21	* Dynare++ was missing the `dynare_simul.m` file
	22	* The parameter vector `M_.params` would not be correctly updated after calls
	23	to `stoch_simul` and `discretionary_policy` if parameters had been modified
	24	in a steady state file
	25	* The `stoch_simul` command with both the `nograph` and `TeX` options would
	26	crash
	27	* The `stoch_simul` command with the `noprint` option would crash
	28	* The `prior moments` command would crash if the used parameter vector
	29	triggered an error code
	30	* In case of problem, the `discretionary_policy` command would crash instead of
	31	aborting with a proper error code
	32	* Computing of prior/posterior statistics would not work in parallel
	33	* Closing of parallel estimation on GNU/Linux could crash
	34	* The `histval` command would not work in combination with the
	35	`predetermined_variables` command
	36	* Ramsey optimal policy with multiple instruments would crash if a steady state
	37	file returned complex values, instead of providing an error message
	38	* The `model_diagnostics` command would not correctly update the parameter
	39	vector if the latter was set in a steady state file
	40	* The `model_diagnostics` command would ignore the `nocheck` steady state flag
	41
	42
	43	Announcement for Dynare 4.6.0 (on 2020-02-20)
	44	=============================================
2	45
3	46	We are pleased to announce the release of Dynare 4.6.0.
4	47

161	204
162	205	- `@#for` loops can iterate over several variables at the same time (e.g.
163	206	`@#for (i,j) in X`, where `X` is an array containing tuples of size 2).
	207
	208	- Added the possibility to exclude some elements when iterating over `@#for`
	209	loops (e.g. `@#for i in 1:5 when mod(i,2) == 0` iterates over all even
	210	numbers between 1 and 5).
164	211
165	212	- A `defined()` function allows testing whether macro variables have been
166	213	defined.

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README.md less more

283	283	```
284	284	where the path and version of MATLAB are specified. Note that you should use
285	285	the MSYS2 notation and not put spaces in the MATLAB path, so you probably want
286		to use something like `/c/Progra~1/MATLAB/…`.
	286	to use something like `/c/Progra~1/MATLAB/…`. Alternatively, if your filesystem
	287	does not have short filenames (8dot3), then you can run `mkdir -p
	288	/usr/local/MATLAB && mount c:/Program\ Files/MATLAB /usr/local/MATLAB`, and
	289	then pass `/usr/local/MATLAB/…` as MATLAB path to the configure script.
287	290	- Compile:
288	291	```
289	292	make

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configure less more

0	0	#! /bin/sh
1	1	# Guess values for system-dependent variables and create Makefiles.
2		# Generated by GNU Autoconf 2.69 for dynare 4.6.0.
	2	# Generated by GNU Autoconf 2.69 for dynare 4.6.1.
3	3	#
4	4	#
5	5	# Copyright (C) 1992-1996, 1998-2012 Free Software Foundation, Inc.

576	576	# Identity of this package.
577	577	PACKAGE_NAME='dynare'
578	578	PACKAGE_TARNAME='dynare'
579		PACKAGE_VERSION='4.6.0'
580		PACKAGE_STRING='dynare 4.6.0'
	579	PACKAGE_VERSION='4.6.1'
	580	PACKAGE_STRING='dynare 4.6.1'
581	581	PACKAGE_BUGREPORT=''
582	582	PACKAGE_URL=''
583	583

1347	1347	# Omit some internal or obsolete options to make the list less imposing.
1348	1348	# This message is too long to be a string in the A/UX 3.1 sh.
1349	1349	cat <<_ACEOF
1350		\`configure' configures dynare 4.6.0 to adapt to many kinds of systems.
	1350	\`configure' configures dynare 4.6.1 to adapt to many kinds of systems.
1351	1351
1352	1352	Usage: $0 [OPTION]... [VAR=VALUE]...
1353	1353

1418	1418
1419	1419	if test -n "$ac_init_help"; then
1420	1420	case $ac_init_help in
1421		short \| recursive ) echo "Configuration of dynare 4.6.0:";;
	1421	short \| recursive ) echo "Configuration of dynare 4.6.1:";;
1422	1422	esac
1423	1423	cat <<\_ACEOF
1424	1424

1529	1529	test -n "$ac_init_help" && exit $ac_status
1530	1530	if $ac_init_version; then
1531	1531	cat <<\_ACEOF
1532		dynare configure 4.6.0
	1532	dynare configure 4.6.1
1533	1533	generated by GNU Autoconf 2.69
1534	1534
1535	1535	Copyright (C) 2012 Free Software Foundation, Inc.

2024	2024	This file contains any messages produced by compilers while
2025	2025	running configure, to aid debugging if configure makes a mistake.
2026	2026
2027		It was created by dynare $as_me 4.6.0, which was
	2027	It was created by dynare $as_me 4.6.1, which was
2028	2028	generated by GNU Autoconf 2.69. Invocation command line was
2029	2029
2030	2030	$ $0 $@

2888	2888
2889	2889	# Define the identity of the package.
2890	2890	PACKAGE='dynare'
2891		VERSION='4.6.0'
	2891	VERSION='4.6.1'
2892	2892
2893	2893
2894	2894	cat >>confdefs.h <<_ACEOF

11153	11153	# report actual input values of CONFIG_FILES etc. instead of their
11154	11154	# values after options handling.
11155	11155	ac_log="
11156		This file was extended by dynare $as_me 4.6.0, which was
	11156	This file was extended by dynare $as_me 4.6.1, which was
11157	11157	generated by GNU Autoconf 2.69. Invocation command line was
11158	11158
11159	11159	CONFIG_FILES = $CONFIG_FILES

11210	11210	cat >>$CONFIG_STATUS <<_ACEOF \|\| ac_write_fail=1
11211	11211	ac_cs_config="`$as_echo "$ac_configure_args" \| sed 's/^ //; s/[\\""\`\$]/\\\\&/g'`"
11212	11212	ac_cs_version="\\
11213		dynare config.status 4.6.0
	11213	dynare config.status 4.6.1
11214	11214	configured by $0, generated by GNU Autoconf 2.69,
11215	11215	with options \\"\$ac_cs_config\\"
11216	11216

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configure.ac less more

17	17	dnl along with Dynare. If not, see <http://www.gnu.org/licenses/>.
18	18
19	19	AC_PREREQ([2.62])
20		AC_INIT([dynare], [4.6.0])
	20	AC_INIT([dynare], [4.6.1])
21	21	AC_CONFIG_SRCDIR([preprocessor/src/DynareMain.cc])
22	22	AM_INIT_AUTOMAKE([1.11 -Wall -Wno-portability foreign no-dist-gzip dist-xz tar-pax])
23	23

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doc/manual/Makefile.am less more

15	15
16	16	clean-local:
17	17	rm -rf build
	18	rm -rf utils/__pycache__

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doc/manual/Makefile.in less more

467	467
468	468	clean-local:
469	469	rm -rf build
	470	rm -rf utils/__pycache__
470	471
471	472	# Tell versions [3.59,3.63) of GNU make to not export all variables.
472	473	# Otherwise a system limit (for SysV at least) may be exceeded.

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doc/manual/source/conf.py less more

30	30
31	31	html_static_path = ['_static']
32	32
33		mathjax_path = 'mathjax/MathJax.js?config=TeX-AMS-MML_HTMLorMML'
34	33
35	34	master_doc = 'index'
36	35

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doc/manual/source/running-dynare.rst less more

103	103	Octave, it also means that the ``.mod`` file cannot be named
104	104	``test.mod`` or ``example.mod``.
105	105
	106	.. _quote-note:
	107
	108	.. note::
	109	Note on Quotes
	110
	111	When passing command line options that contains a space (or, under
	112	Octave, a double quote), you must surround the entire option (keyword
	113	and argument) with single quotes, as in the following example.
	114
	115	Example
	116
	117	Call Dynare with options containing spaces
	118
	119	.. code-block:: matlab
	120
	121	>> dynare <<modfile.mod>> '-DA=[ i in [1,2,3] when i > 1 ]' 'conffile=C:\User\My Documents\config.txt'
	122
106	123	Options
107	124
108	125	.. option:: noclearall

139	156
140	157	.. option:: savemacro[=FILENAME]
141	158
142		Instructs ``dynare`` to save the intermediary file which is
143		obtained after macro processing (see :ref:`macro-proc-lang`);
144		the saved output will go in the file specified, or if no file
145		is specified in ``FILENAME-macroexp.mod``
	159	Instructs ``dynare`` to save the intermediary file which is obtained
	160	after macro processing (see :ref:`macro-proc-lang`); the saved output
	161	will go in the file specified, or if no file is specified in
	162	``FILENAME-macroexp.mod``. See the :ref:`note on quotes<quote-note>`
	163	for info on passing a ``FILENAME`` argument containing spaces.
146	164
147	165	.. option:: onlymacro
148	166

297	315
298	316	.. option:: matlabroot=<<path>>
299	317
300		The path to the MATLAB installation for use with
301		:opt:`use_dll`. Dynare is able to set this automatically,
302		so you should not need to set it yourself.
	318	The path to the MATLAB installation for use with :opt:`use_dll`. Dynare
	319	is able to set this automatically, so you should not need to set it
	320	yourself. See the :ref:`note on quotes<quote-note>` for info on
	321	passing a ``<<path>>`` argument containing spaces.
303	322
304	323	.. option:: parallel[=CLUSTER_NAME]
305	324

312	331
313	332	.. option:: conffile=FILENAME
314	333
315		Specifies the location of the configuration file if it differs
316		from the default. See :ref:`conf-file`, for more information
317		about the configuration file and its default location.
	334	Specifies the location of the configuration file if it differs from the
	335	default. See :ref:`conf-file`, for more information about the
	336	configuration file and its default location. See the :ref:`note on
	337	quotes<quote-note>` for info on passing a ``FILENAME`` argument
	338	containing spaces.
318	339
319	340	.. option:: parallel_slave_open_mode
320	341

332	353
333	354	Defines a macro-variable from the command line (the same effect as
334	355	using the Macro directive ``@#define`` in a model file, see
335		:ref:`macro-proc-lang`). Note that when passing a MACRO_EXPRESSION that
336		contains a space (or, under Octave, a double quote), you must surround
337		the entire ``-D`` flag with single quotes, as in the following example.
338		Also note that an expression passed on the command line can reference
339		variables defined before it.
	356	:ref:`macro-proc-lang`). See the :ref:`note on quotes<quote-note>` for
	357	info on passing a ``MACRO_EXPRESSION`` argument containing spaces. Note
	358	that an expression passed on the command line can reference variables
	359	defined before it.
340	360
341	361	Example
342	362

348	368
349	369	.. option:: -I<<path>>
350	370
351		Defines a path to search for files to be included by the
352		macro processor (using the ``@#include`` command). Multiple
353		``-I`` flags can be passed on the command line. The paths will
354		be searched in the order that the ``-I`` flags are passed and
355		the first matching file will be used. The flags passed here
356		take priority over those passed to ``@#includepath``.
	371	Defines a path to search for files to be included by the macro
	372	processor (using the ``@#include`` command). Multiple ``-I`` flags can
	373	be passed on the command line. The paths will be searched in the order
	374	that the ``-I`` flags are passed and the first matching file will be
	375	used. The flags passed here take priority over those passed to
	376	``@#includepath``. See the :ref:`note on quotes<quote-note>` for info
	377	on passing a ``<<path>>`` argument containing spaces.
357	378
358	379	.. option:: nostrict
359	380

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dynare++/Makefile.am less more

0	0	SUBDIRS = utils/cc sylv parser/cc tl doc integ kord src tests
	1
	2	EXTRA_DIST = dynare_simul
	3
	4	install-exec-local:
	5	$(MKDIR_P) $(DESTDIR)$(pkglibdir)/dynare++
	6	cp -r dynare_simul/* $(DESTDIR)$(pkglibdir)/dynare++
	7
	8	uninstall-local:
	9	rm -rf $(DESTDIR)$(pkglibdir)/dynare++
	10

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dynare++/Makefile.in less more

323	323	top_builddir = @top_builddir@
324	324	top_srcdir = @top_srcdir@
325	325	SUBDIRS = utils/cc sylv parser/cc tl doc integ kord src tests
	326	EXTRA_DIST = dynare_simul
326	327	all: all-recursive
327	328
328	329	.SUFFIXES:

574	575
575	576	install-dvi-am:
576	577
577		install-exec-am:
	578	install-exec-am: install-exec-local
578	579
579	580	install-html: install-html-recursive
580	581

612	613
613	614	ps-am:
614	615
615		uninstall-am:
	616	uninstall-am: uninstall-local
616	617
617	618	.MAKE: $(am__recursive_targets) install-am install-strip
618	619

621	622	distclean distclean-generic distclean-tags distdir dvi dvi-am \
622	623	html html-am info info-am install install-am install-data \
623	624	install-data-am install-dvi install-dvi-am install-exec \
624		install-exec-am install-html install-html-am install-info \
625		install-info-am install-man install-pdf install-pdf-am \
626		install-ps install-ps-am install-strip installcheck \
627		installcheck-am installdirs installdirs-am maintainer-clean \
628		maintainer-clean-generic mostlyclean mostlyclean-generic pdf \
629		pdf-am ps ps-am tags tags-am uninstall uninstall-am
	625	install-exec-am install-exec-local install-html \
	626	install-html-am install-info install-info-am install-man \
	627	install-pdf install-pdf-am install-ps install-ps-am \
	628	install-strip installcheck installcheck-am installdirs \
	629	installdirs-am maintainer-clean maintainer-clean-generic \
	630	mostlyclean mostlyclean-generic pdf pdf-am ps ps-am tags \
	631	tags-am uninstall uninstall-am uninstall-local
630	632
631	633	.PRECIOUS: Makefile
632	634
	635
	636	install-exec-local:
	637	$(MKDIR_P) $(DESTDIR)$(pkglibdir)/dynare++
	638	cp -r dynare_simul/* $(DESTDIR)$(pkglibdir)/dynare++
	639
	640	uninstall-local:
	641	rm -rf $(DESTDIR)$(pkglibdir)/dynare++
633	642
634	643	# Tell versions [3.59,3.63) of GNU make to not export all variables.
635	644	# Otherwise a system limit (for SysV at least) may be exceeded.

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dynare++/dynare_simul/dynare_simul.m less more

	0	%
	1	% SYNOPSIS
	2	%
	3	% r = dynare_simul(name, shocks)
	4	% r = dynare_simul(name, prefix, shocks)
	5	% r = dynare_simul(name, shocks, start)
	6	% r = dynare_simul(name, prefix, shocks, start)
	7	%
	8	% name name of MAT-file produced by dynare++
	9	% prefix prefix of variables in the MAT-file
	10	% shocks matrix of shocks
	11	% start zero period value
	12	%
	13	% Note that this file requires the dynare_simul_ DLL to be in the path.
	14	% This DLL is distributed with Dynare, under the mex/matlab or mex/octave
	15	% subdirectory.
	16	%
	17	% SEMANTICS
	18	%
	19	% The command reads a decision rule from the MAT-file having the given
	20	% prefix. Then it starts simulating the decision rule with zero time value
	21	% equal to the given start. It uses the given shocks for the simulation. If
	22	% the start is not given, the state about which the decision rule is
	23	% centralized is taken (called fix point, or stochastic steady state, take
	24	% your pick).
	25	%
	26	% prefix Use the prefix with which you called dynare++, the default
	27	% prefix in dynare++ is 'dyn'.
	28	% shocks Number of rows must be a number of exogenous shocks,
	29	% number of columns gives the number of simulated
	30	% periods. NaNs and Infs in the matrix are substitued by
	31	% draws from the normal distribution using the covariance
	32	% matrix given in the model file.
	33	% start Vector of endogenous variables in the ordering given by
	34	% <prefix>_vars.
	35	%
	36	% Seed for random generator is derived from calling rand(1,1). Therefore,
	37	% seeding can be controlled with rand('state') and rand('state',some_seed).
	38	%
	39	% EXAMPLES
	40	%
	41	% All examples suppose that the prefix is 'dyn' and that your_model.mat
	42	% has been loaded into Matlab.
	43	%
	44	% 1. response to permanent negative shock to the third exo var EPS3 for
	45	% 100 periods
	46	%
	47	% shocks = zeros(4,100); % 4 exogenous variables in the model
	48	% shocks(dyn_i_EPS3,:) = -0.1; % the permanent shock to EPS3
	49	% r = dynare_simul('your_model.mat',shocks);
	50	%
	51	% 2. one stochastic simulation for 100 periods
	52	%
	53	% shocks = zeros(4,100)./0; % put NaNs everywhere
	54	% r = dynare_simul('your_model.mat',shocks);
	55	%
	56	% 3. one stochastic simulation starting at 75% undercapitalized economy
	57	%
	58	% shocks = zeros(4,100)./0; % put NaNs everywhere
	59	% ystart = dyn_ss; % get copy of DR fix point
	60	% ystart(dyn_i_K) = 0.75*dyn_ss(dyn_i_K); % scale down the capital
	61	% r = dynare_simul('your_model.mat',shocks,ystart);
	62	%
	63	%
	64	% SEE ALSO
	65	%
	66	% "DSGE Models with Dynare++. A Tutorial.", Ondra Kamenik, 2005
	67
	68	% Copyright (C) 2005-2011, Ondra Kamenik
	69	% Copyright (C) 2020, Dynare Team
	70
	71
	72	function r = dynare_simul(varargin)
	73
	74	if ~exist('dynare_simul_','file')
	75	error('Can''t find dynare_simul_ DLL in the path. The simplest way to add it is to run Dynare once in this session.')
	76	end
	77
	78	% get the file name and load data
	79	fname = varargin{1};
	80	load(fname);
	81
	82	% set prefix, shocks, ystart
	83	if ischar(varargin{2})
	84	prefix = varargin{2};
	85	if length(varargin) == 3
	86	shocks = varargin{3};
	87	ystart = NaN;
	88	elseif length(varargin) == 4
	89	shocks = varargin{3};
	90	ystart = varargin{4};
	91	else
	92	error('Wrong number of parameters.');
	93	end
	94	else
	95	prefix = 'dyn';
	96	if length(varargin) == 2
	97	shocks = varargin{2};
	98	ystart = NaN;
	99	elseif length(varargin) == 3
	100	shocks = varargin{2};
	101	ystart = varargin{3};
	102	else
	103	error('Wrong number of parameters.');
	104	end
	105	end
	106
	107	% load all needed variables but prefix_g_*
	108	if exist([prefix '_nstat'],'var')
	109	nstat = eval([prefix '_nstat']);
	110	else
	111	error(['Could not find variable ' prefix '_nstat in workspace']);
	112	end
	113	if exist([prefix '_npred'],'var')
	114	npred = eval([prefix '_npred']);
	115	else
	116	error(['Could not find variable ' prefix '_npred in workspace']);
	117	end
	118	if exist([prefix '_nboth'],'var')
	119	nboth = eval([prefix '_nboth']);
	120	else
	121	error(['Could not find variable ' prefix '_nboth in workspace']);
	122	end
	123	if exist([prefix '_nforw'],'var')
	124	nforw = eval([prefix '_nforw']);
	125	else
	126	error(['Could not find variable ' prefix '_nforw in workspace']);
	127	end
	128	if exist([prefix '_ss'],'var')
	129	ss = eval([prefix '_ss']);
	130	else
	131	error(['Could not find variable ' prefix '_ss in workspace']);
	132	end
	133	if exist([prefix '_vcov_exo'],'var')
	134	vcov_exo = eval([prefix '_vcov_exo']);
	135	else
	136	error(['Could not find variable ' prefix '_vcov_exo in workspace']);
	137	end
	138	nexog = size(vcov_exo,1);
	139
	140	if isnan(ystart)
	141	ystart = ss;
	142	end
	143
	144	% newer version of dynare++ doesn't return prefix_g_0, we make it here if
	145	% it does not exist in workspace
	146	g_zero = [prefix '_g_0'];
	147	if ~exist(g_zero,'var')
	148	dr.g_0=zeros(nstat+npred+nboth+nforw,1);
	149	else
	150	dr.g_0=eval(g_zero);
	151	end
	152
	153	% make derstr a string of comma seperated existing prefix_g_*
	154	order = 1;
	155	cont = 1;
	156	while cont == 1
	157	g_ord = [prefix '_g_' num2str(order)];
	158	if exist(g_ord,'var')
	159	dr.(['g_' num2str(order)])=eval(g_ord);
	160	order = order + 1;
	161	else
	162	cont = 0;
	163	end
	164	end
	165
	166	% set seed
	167	seed = ceil(10000*rand(1,1));
	168
	169	% call dynare_simul_
	170	[err,r]=dynare_simul_(order-1,nstat,npred,nboth,nforw,...
	171	nexog,ystart,shocks,vcov_exo,seed,ss,dr);
	172
	173	if err
	174	error('Simulation failed')
	175	end⏎

+97

-85

examples/NK_baseline.mod less more

28	28	*
29	29	* Please note that the following copyright notice only applies to this Dynare
30	30	* implementation of the model.
31
32	31	*/
33	32
34	33	/*
35		* Copyright (C) 2013-2016 Dynare Team
	34	* Copyright (C) 2013-2020 Dynare Team
36	35	*
37	36	* This file is part of Dynare.
38	37	*

50	49	* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
51	50	*/
52	51
53		var d //preference shock
54		c //consumption
55		mu_z //trend growth rate of the economy (from neutral and investment specific technology)
56		mu_I //growth rate of investment-specific technology growth
57		mu_A //growth rate of neutral technology
58		lambda //Lagrange multiplier
59		R //Nominal Interest rate
60		PI //Inflation
61		r //rental rate of capital
62		x //investment
63		u //capacity utilization
64		q //Tobin's marginal q
65		f //variable for recursive formulation of wage setting
66		ld //aggregate labor demand
67		w //real wage
68		wstar //optimal real wage
69		PIstarw //optimal wage inflation
70		PIstar //optimal price inflation
71		g1 //variable 1 for recursive formulation of price setting
72		g2 //variable 2 for recursive formulation of price setting
73		yd //aggregate output
74		mc //marginal costs
75		k //capital
76		vp //price dispersion term
77		vw //wage dispersion term
78		l //aggregate labor bundle
79		phi //labor disutility shock
80		F; //firm profits
	52	var d (long_name='preference shock')
	53	c (long_name='consumption')
	54	mu_z (long_name='trend growth rate of the economy (from neutral and investment specific technology)')
	55	mu_I (long_name='growth rate of investment-specific technology growth')
	56	mu_A (long_name='growth rate of neutral technology')
	57	lambda (long_name='Lagrange multiplier')
	58	R (long_name='Nominal Interest rate')
	59	PI (long_name='Inflation')
	60	r (long_name='rental rate of capital')
	61	x (long_name='investment')
	62	u (long_name='capacity utilization')
	63	q (long_name='Tobin marginal q')
	64	f (long_name='variable for recursive formulation of wage setting')
	65	ld (long_name='aggregate labor demand')
	66	w (long_name='real wage')
	67	wstar (long_name='optimal real wage')
	68	PIstarw (long_name='optimal wage inflation')
	69	PIstar (long_name='optimal price inflation')
	70	g1 (long_name='variable 1 for recursive formulation of price setting')
	71	g2 (long_name='variable 2 for recursive formulation of price setting')
	72	yd (long_name='aggregate output')
	73	mc (long_name='marginal costs')
	74	k (long_name='capital')
	75	vp (long_name='price dispersion term')
	76	vw (long_name='wage dispersion term')
	77	l (long_name='aggregate labor bundle')
	78	phi (long_name='labor disutility shock')
	79	F (long_name='firm profits')
	80	;
81	81
82		varexo epsd epsphi epsmu_I epsA epsm;
	82	varexo epsd (long_name='Innovation preference shock')
	83	epsphi (long_name='Innovation labor disutility shock')
	84	epsmu_I (long_name='Innovation investment-specific technology')
	85	epsA (long_name='Innovation neutral technology')
	86	epsm (long_name='Innovation monetary policy shock')
	87	;
83	88
84	89	predetermined_variables k;
85	90
86		parameters h //consumption habits
87		betta //discount factor
88		gammma1 //capital utilization, linear term
89		gammma2 //capital utilization, quadratic term
90		delta //depreciation rate
91		kappa //capital adjustment costs parameter
92		eta //elasticity of substitution between labor varieties
93		epsilon //elasticity of substitution between goods varieties
94		varpsi //labor disutility parameter
95		gammma //inverse Frisch elasticity
96		chiw //wage indexation parameter
97		chi //price indexation
98		thetap //Calvo parameter prices
99		thetaw //Calvo parameter wages
100		alppha //capital share
101		Rbar //steady state interest rate
102		PIbar //steady state inflation
103		gammmaR //interest smoothing coefficient Taylor rule
104		gammmaPI //feedback coefficient to inflation monetary policy rule
105		gammmay //feedback coefficient to output growth deviation in monetary policy rule
106		Phi //firms fixed costs
107		rhod //autocorrelation preference shock
108		rhophi //autocorrelation labor disutility shock
109		Lambdamu //steady state growth rate of investmentment-specific technology
110		LambdaA //steady state neutral technology growth
111		Lambdax //steady state growth rate of investment
112		LambdaYd //steady state growth rate of output
113		sigma_d //standard deviation preference shock
114		sigma_phi //standard deviation labor disutility shock
115		sigma_mu //standard deviation investment-specific technology
116		sigma_A //standard deviation neutral technology
117		sigma_m; //standard deviation preference shock
118
	91	parameters h (long_name='consumption habits')
	92	betta (long_name='discount factor')
	93	gammma1 (long_name='capital utilization, linear term')
	94	gammma2 (long_name='capital utilization, quadratic term')
	95	delta (long_name='depreciation rate')
	96	kappa (long_name='capital adjustment costs parameter')
	97	eta (long_name='elasticity of substitution between labor varieties')
	98	epsilon (long_name='elasticity of substitution between goods varieties')
	99	varpsi (long_name='labor disutility parameter')
	100	gammma (long_name='inverse Frisch elasticity')
	101	chiw (long_name='wage indexation parameter')
	102	chi (long_name='price indexation')
	103	thetap (long_name='Calvo parameter prices')
	104	thetaw (long_name='Calvo parameter wages')
	105	alppha (long_name='capital share')
	106	Rbar (long_name='steady state interest rate')
	107	PIbar (long_name='steady state inflation')
	108	gammmaR (long_name='interest smoothing coefficient Taylor rule')
	109	gammmaPI (long_name='feedback coefficient to inflation monetary policy rule')
	110	gammmay (long_name='feedback coefficient to output growth deviation in monetary policy rule')
	111	Phi (long_name='firms fixed costs')
	112	rhod (long_name='autocorrelation preference shock')
	113	rhophi (long_name='autocorrelation labor disutility shock')
	114	Lambdamu (long_name='steady state growth rate of investmentment-specific technology')
	115	LambdaA (long_name='steady state neutral technology growth')
	116	Lambdax (long_name='steady state growth rate of investment')
	117	LambdaYd (long_name='steady state growth rate of output')
	118	sigma_d (long_name='standard deviation preference shock')
	119	sigma_phi (long_name='standard deviation labor disutility shock')
	120	sigma_mu (long_name='standard deviation investment-specific technology')
	121	sigma_A (long_name='standard deviation neutral technology')
	122	sigma_m (long_name='standard deviation monetary policy shock')
	123	;
119	124
120	125	//Note that the parameter naming in FV(2010) differs from FV(2006)
121	126	//Fixed parameters, taken from FV(2010), Table 2, p. 37

176	181	*/
177	182
178	183	model;
179		//1. FOC consumption
	184	[name='FOC consumption']
180	185	d(c-hc(-1)mu_z^(-1))^(-1)-hbettad(+1)(c(+1)mu_z(+1)-hc)^(-1)=lambda;
181		//2. Euler equation
	186	[name='Euler equation']
182	187	lambda=bettalambda(+1)mu_z(+1)^(-1)/PI(+1)*R;
183		//3. FOC capital utilization
	188	[name='FOC capital utilization']
184	189	r=gammma1+gammma2*(u-1);
185		//4. FOC capital
	190	[name='FOC capital']
186	191	q=bettalambda(+1)/lambdamu_z(+1)^(-1)mu_I(+1)^(-1)((1-delta)q(+1)+r(+1)u(+1)-(gammma1(u(+1)-1)+gammma2/2(u(+1)-1)^2));
187		//5. FOC investment
	192	[name='FOC investment']
188	193	1=q(1-(kappa/2(x/x(-1)mu_z-Lambdax)^2)-(kappa(x/x(-1)mu_z-Lambdax)x/x(-1)*mu_z))
189	194	+bettaq(+1)lambda(+1)/lambdamu_z(+1)^(-1)kappa(x(+1)/xmu_z(+1)-Lambdax)(x(+1)/xmu_z(+1))^2;
190		//6-7. Wage setting
	195	[name='Wage setting 1']
191	196	f=(eta-1)/etawstar^(1-eta)lambdaw^etald+bettathetaw(PI^chiw/PI(+1))^(1-eta)(wstar(+1)/wstarmu_z(+1))^(eta-1)*f(+1);
	197	[name='Wage setting 2']
192	198	f=varpsidphiPIstarw^(-eta(1+gammma))ld^(1+gammma)+bettathetaw(PI^chiw/PI(+1))^(-eta(1+gammma))(wstar(+1)/wstarmu_z(+1))^(eta(1+gammma))f(+1);
193	199
194		//8-10. firm's price setting
	200	[name='Firm price setting 1']
195	201	g1=lambdamcyd+bettathetap(PI^chi/PI(+1))^(-epsilon)*g1(+1);
	202	[name='Firm price setting 2']
196	203	g2=lambdaPIstaryd+bettathetap(PI^chi/PI(+1))^(1-epsilon)PIstar/PIstar(+1)g2(+1);
	204	[name='Firm price setting 3']
197	205	epsilong1=(epsilon-1)g2;
198		//11-12. optimal inputs
	206	[name='Optimal capital labor ratio']
199	207	uk/ld=alppha/(1-alppha)w/rmu_zmu_I;
	208	[name='Marginal costs']
200	209	mc=(1/(1-alppha))^(1-alppha)(1/alppha)^alpphaw^(1-alppha)*r^alppha;
201		//13. law of motion wages
	210	[name='law of motion wages']
202	211	1=thetaw(PI(-1)^chiw/PI)^(1-eta)(w(-1)/wmu_z^(-1))^(1-eta)+(1-thetaw)PIstarw^(1-eta);
203		//14. law of motion prices
	212	[name='law of motion prices']
204	213	1=thetap(PI(-1)^chi/PI)^(1-epsilon)+(1-thetap)PIstar^(1-epsilon);
205	214
206		//15. Taylor Rule
	215	[name='Taylor Rule']
207	216	R/Rbar=(R(-1)/Rbar)^gammmaR((PI/PIbar)^gammmaPI((yd/yd(-1)mu_z)/exp(LambdaYd))^gammmay)^(1-gammmaR)exp(epsm);
208	217
209		//16-17. Market clearing
	218	[name='Resource constraint']
210	219	yd=c+x+mu_z^(-1)mu_I^(-1)(gammma1(u-1)+gammma2/2(u-1)^2)*k;
	220	[name='Aggregate production']
211	221	yd=(mu_Amu_z^(-1)(uk)^alpphald^(1-alppha)-Phi)/vp;
212		//18-20. Price and wage dispersion terms
	222	[name='Aggregate labor market']
213	223	l=vw*ld;
	224	[name='LOM Price dispersion term']
214	225	vp=thetap(PI(-1)^chi/PI)^(-epsilon)vp(-1)+(1-thetap)*PIstar^(-epsilon);
	226	[name='LOM Wage dispersion term']
215	227	vw=thetaw(w(-1)/wmu_z^(-1)PI(-1)^chiw/PI)^(-eta)vw(-1)+(1-thetaw)*(PIstarw)^(-eta);
216		//21. Law of motion for capital
	228	[name='Law of motion for capital']
217	229	k(+1)mu_zmu_I-(1-delta)k-mu_zmu_I(1-kappa/2(x/x(-1)mu_z-Lambdax)^2)x=0;
218		//22. Profits
	230	[name='Profits']
219	231	F=yd-1/(1-alppha)wld;
220		//23. definition optimal wage inflation
	232	[name='definition optimal wage inflation']
221	233	PIstarw=wstar/w;
222	234
223	235	//exogenous processes
224		//24. Preference Shock
	236	[name='Preference Shock']
225	237	log(d)=rhod*log(d(-1))+epsd;
226		//25. Labor disutility Shock
	238	[name='Labor disutility Shock']
227	239	log(phi)=rhophi*log(phi(-1))+epsphi;
228		//26. Investment specific technology
	240	[name='Investment specific technology']
229	241	log(mu_I)=Lambdamu+epsmu_I;
230		//27. Neutral technology
	242	[name='Neutral technology']
231	243	log(mu_A)=LambdaA+epsA;
232		//28. Defininition composite technology
	244	[name='Defininition composite technology']
233	245	mu_z=mu_A^(1/(1-alppha))*mu_I^(alppha/(1-alppha));
234	246
235	247	end;

+17

-0

examples/NK_baseline_steadystate.m less more

13	13	% - params [vector] vector of parameter values
14	14	% - check [scalar] set to 0 if steady state computation worked and to
15	15	% 1 of not (allows to impose restrictions on parameters)
	16
	17	% Copyright (C) 2013-2020 Dynare Team
	18	%
	19	% This file is part of Dynare.
	20	%
	21	% Dynare is free software: you can redistribute it and/or modify
	22	% it under the terms of the GNU General Public License as published by
	23	% the Free Software Foundation, either version 3 of the License, or
	24	% (at your option) any later version.
	25	%
	26	% Dynare is distributed in the hope that it will be useful,
	27	% but WITHOUT ANY WARRANTY; without even the implied warranty of
	28	% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
	29	% GNU General Public License for more details.
	30	%
	31	% You should have received a copy of the GNU General Public License
	32	% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
16	33
17	34	% read out parameters to access them with their name
18	35	NumberOfParameters = M_.param_nbr;

+5

-10

license.txt less more

246	246	Copyright: 1996-2020 Dynare Team
247	247	License: GFDL-NIV-1.3+
248	248
249		Files: doc/dr.tex doc/dr.bib doc/bvar_a_la_sims.tex
	249	Files: doc/dr.tex doc/dr.bib doc/bvar-a-la-sims.tex
250	250	Copyright: 2007-2011 Sébastien Villemot
251	251	License: GFDL-NIV-1.3+
252	252

308	308	License: BSD-2-clause
309	309
310	310	Files: preprocessor/m4/ax_boost_base.m4
311		preprocessor/m4/ax_boost_system.m4
312		preprocessor/m4/ax_boost_filesystem.m4
313	311	Copyright: 2008-2009 Thomas Porschberg <thomas@randspringer.de>
314	312	2009 Peter Adolphs
315		2008-2009 Michael Tindal
316		2008 Daniel Casimiro <dan.casimiro@gmail.com>
317		2009 Roman Rybalko <libtorrent@romanr.info>
318	313	License: FSFAP
319	314
320	315	Files: preprocessor/m4/ax_cxx_compile_stdcxx.m4

343	338	Copyright: 2007-2019 Dynare Team
344	339	License: CC-BY-SA-4.0
345	340
346		Files: contrib/jsonlab
	341	Files: contrib/jsonlab/*
347	342	Copyright: 2011-2018 Qianqian Fang <q.fang at neu.edu>
348	343	License: BSD-2-clause or GPL-3+
349	344

613	608	material not subject to the license. This includes other CC-
614	609	licensed material, or material used under an exception or
615	610	limitation to copyright. More considerations for licensors:
616		wiki.creativecommons.org/Considerations_for_licensors
	611	wiki.creativecommons.org/Considerations_for_licensors
617	612	.
618	613	Considerations for the public: By using one of our public
619	614	licenses, a licensor grants the public permission to use the

629	624	such as asking that all changes be marked or described.
630	625	Although not required by our licenses, you are encouraged to
631	626	respect those requests where reasonable. More_considerations
632		for the public:
633		wiki.creativecommons.org/Considerations_for_licensees
	627	for the public:
	628	wiki.creativecommons.org/Considerations_for_licensees
634	629	.
635	630	=======================================================================
636	631	.

+2

-1

macOS/build.sh less more

0	0	#!/usr/bin/env bash
1	1
2		# Copyright © 2019 Dynare Team
	2	# Copyright © 2019-2020 Dynare Team
3	3	#
4	4	# This file is part of Dynare.
5	5	#

124	124	cp "$ROOTDIR"/dynare++/doc/*.pdf "$PKGFILES"/doc/dynare++
125	125
126	126	cp "$ROOTDIR"/dynare++/src/dynare++ "$PKGFILES"/dynare++
	127	cp "$ROOTDIR"/dynare++/dynare_simul/dynare_simul.m "$PKGFILES"/dynare++
127	128
128	129	mkdir -p "$PKGFILES"/matlab/modules/dseries/externals/x13/macOS/64
129	130	cp -p "$ROOTDIR"/macOS/deps/lib64/x13as/x13as "$PKGFILES"/matlab/modules/dseries/externals/x13/macOS/64

+1

-1

macOS/distribution_template.xml less more

13	13	<choice id="org.dynare" title="Dynare" description="Dynare Required Files" start_enabled="false" enabled="false">
14	14	<pkg-ref id="org.dynare" />
15	15	</choice>
16		<choice id="org.dynare.gcc" title="GCC compiler for use_dll" description="This is necessary for the use of Dynare with the `use_dll` option. NB: This takes a few minutes and requires an active internet connection">
	16	<choice id="org.dynare.gcc" title="GCC for `use_dll`" description="This is necessary for the use of Dynare with the `use_dll` option. NB: This takes a few minutes and requires an active internet connection.">
17	17	<pkg-ref id="org.dynare.gcc" />
18	18	</choice>
19	19	<pkg-ref id="org.dynare" version="VERSION_NO_SPACE">dynare-VERSION_NO_SPACE.pkg</pkg-ref>

+21

-3

macOS/scripts/postinstall less more

0	0	#!/usr/bin/env bash
1	1
2		# Copyright © 2019 Dynare Team
	2	# Copyright © 2019-2020 Dynare Team
3	3	#
4	4	# This file is part of Dynare.
5	5	#

28	28	rm -f "$2"/dummy
29	29
30	30	# Test for Internet connection
31		[[ -z $(curl -s -m 4 www.google.com) ]] && { echo "No internet connection found"; exit 1; }
	31	[[ -z $(curl -s -m 4 https://github.com) ]] && \
	32	{ \
	33	osascript -e 'display alert "Dynare Installation Error" message "Not able to connect to github.com. Either you are not connected to the internet or github.com is blocked where you are.\n\nAccess to GitHub is necessary to make Dynare work with the `use_dll` option on macOS.\n\nIf you cannot establish this connection or do not want to use the `use_dll` option of Dynare, please run the installer again and choose \"Customize\" from the \"Installation Type\" screen and uncheck the `GCC` option." as critical'; \
	34	echo "No internet connection to github.com"; \
	35	exit 1; \
	36	}
32	37
33	38	# Install Command Line Tools
34	39	if [[ -z $(/usr/bin/xcode-select -print-path) ]]; then

48	53
49	54	# If CLT installation didn't work, exit
50	55	[[ -z $(/usr/bin/xcode-select -print-path) ]] && \
51		{ echo "You must install Command Line Tools to proceed with installation of GCC"; exit 1; }
	56	{ \
	57	osascript -e 'display alert "Dynare Installation Error" message "Not able to find Command Line Tools.\n\nCommand Line Tools is necessary to make Dynare work with the `use_dll` option on macOS.\n\nIf you cannot establish this connection or do not want to use the `use_dll` option of Dynare, please run the installer again and choose \"Customize\" from the \"Installation Type\" screen and uncheck the `GCC` option." as critical'; \
	58	echo "Command Line Tools not installed"; \
	59	exit 1; \
	60	}
	61
	62	# Ensure git is in the path
	63	[[ -z $(which git) ]] && \
	64	{ \
	65	osascript -e 'display alert "Dynare Installation Error" message "Not able to find Git even though the Command Line Tools have already been installed. This is likely a problem with your PATH environment variable.\n\nGit is necessary to make Dynare work with the `use_dll` option on macOS.\n\nIf you cannot establish this connection or do not want to use the `use_dll` option of Dynare, please run the installer again and choose \"Customize\" from the \"Installation Type\" screen and uncheck the `GCC` option." as critical'; \
	66	echo $PATH; \
	67	echo "Git not found in PATH"; \
	68	exit 1; \
	69	}
52	70
53	71	# Install Homebrew
54	72	BREWDIR="$2"/.brew

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-2

macOS/welcome_template.html less more

3	3	<p style="text-align: center;">Version VERSION_NO_SPACE</p>
4	4	<p style="text-align: center;">DATE</p>
5	5
6		<p><b>Just a few things to note</b>. This installation can be customized as you can choose not to install the GNU C Compiler (GCC). Installing GCC is necessary if you want to use the <tt>use_dll</tt> option in Dynare, but otherwise unnecessary.</p>
	6	<p><b>Just a few things to note</b>. This installation can be customized as you can choose not to install the GNU Compiler Collection (GCC). Installing GCC is necessary if you want to use the <tt>use_dll</tt> option in Dynare, but otherwise unnecessary.</p>
7	7
8	8	<p>To install GCC we run a script that first installs the XCode Command Line Tools (an Apple product). The script then installs Homebrew, a package manager for macOS and, finally, GCC itself. Both Homebrew and GCC will be installed in your Dynare installation folder. So, when you delete this folder, they too will be deleted.</p>
9	9
10		<p>Installing GCC will require an active internet connection and will take a few minutes to a half an hour during the <i>Running package scripts</i> phase of Installation. The time it takes depends on your internet speed, the speed of your computer, and whether or not you already have XCode Command Line Tools installed. The progress bar will not advance during this phase. Please be patient.</p>
	10	<p>Installing GCC will require an active internet connection with the ability to connect to the Apple servers and GitHub. The installation will take anywhere from a few minutes to a half an hour during the <i>Running package scripts</i> phase of Installation. The time it takes depends on your internet speed, the speed of your computer, and whether or not you already have XCode Command Line Tools installed. The progress bar will not advance during this phase. Please be patient.</p>
11	11
12	12	<p> You can choose not to install GCC by choosing <i>Customize</i> from the <i>Installation Type</i> screen and deselecting <i>GCC compiler</i>. If you already have <tt>GCC_BINARY</tt> installed under <tt>/usr/local</tt>, you can forgo the installation of GCC here as Dynare will find your system compiler when you use <tt>use_dll</tt>.</p>
13	13	</body>

+1

-1

matlab/cli/prior.m less more

142	142	end
143	143	if info
144	144	skipline()
145		message = get_error_message(info);
	145	message = get_error_message(info,options_);
146	146	fprintf('Cannot solve the model on the prior mode (info = %d, %s)\n', info(1), message);
147	147	skipline()
148	148	return

+5

-4

matlab/discretionary_policy/discretionary_policy.m less more

0		function [info, oo_, options_] = discretionary_policy(M_, options_, oo_, var_list)
1		% function [info, oo_, options_] = discretionary_policy(M_, options_, oo_, var_list)
	0	function [info, oo_, options_, M_] = discretionary_policy(M_, options_, oo_, var_list)
	1	% function [info, oo_, options_, M_] = discretionary_policy(M_, options_, oo_, var_list)
2	2	% INPUTS
3	3	% - M_ [structure] Matlab's structure describing the model (M_).
4	4	% - options_ [structure] Matlab's structure describing the current options (options_).

9	9	% - info [integer] scalar or vector, error code.
10	10	% - oo_ [structure] Matlab's structure containing the results (oo_).
11	11	% - options_ [structure] Matlab's structure describing the current options (options_).
	12	% - M_ [structure] Matlab's structure describing the model (M_).
12	13
13		% Copyright (C) 2007-2019 Dynare Team
	14	% Copyright (C) 2007-2020 Dynare Team
14	15	%
15	16	% This file is part of Dynare.
16	17	%

32	33	origorder = options_.order;
33	34	options_.discretionary_policy = 1;
34	35	options_.order = 1;
35		[info, oo_] = stoch_simul(M_, options_, oo_, var_list);
	36	[info, oo_, options_, M_] = stoch_simul(M_, options_, oo_, var_list);
36	37
37	38	if ~options_.noprint
38	39	disp_steady_state(M_,oo_)

+2

-2

matlab/discretionary_policy/discretionary_policy_1.m less more

32	32	persistent Hold
33	33
34	34	info = 0;
	35
	36	dr=oo_.dr; %initialize output argument
35	37
36	38	beta = get_optimal_policy_discount_factor(M_.params, M_.param_names);
37	39

105	107	[H,G,info]=discretionary_policy_engine(A.lag,A.contemp,A.lead,B,W,M_.instr_id,beta,options_.dp.maxit,options_.discretionary_tol,options_.qz_criterium);
106	108	end
107	109
108
109	110	if info
110	111	return
111	112	else

114	115	end
115	116
116	117	%write back solution to dr
117		dr=oo_.dr;
118	118	dr.ys =zeros(M_.endo_nbr,1);
119	119	dr=set_state_space(dr,M_,options_);
120	120	T=H(dr.order_var,dr.order_var);

+5

-6

matlab/dsge_simulated_theoretical_conditional_variance_decomposition.m less more

18	18	% vartan [char] array of characters (with nvar rows).
19	19	% NumberOfConditionalDecompFiles [integer] scalar, number of prior or posterior data files (for covariance).
20	20
21		% Copyright (C) 2009-2015 Dynare Team
	21	% Copyright (C) 2009-2020 Dynare Team
22	22	%
23	23	% This file is part of Dynare.
24	24	%

38	38
39	39	% Get informations about the _posterior_draws files.
40	40	if strcmpi(type,'posterior')
41		DrawsFiles = dir([M_.dname '/metropolis/' M_.fname '_' type '_draws*' ]);
	41	NumberOfDrawsFiles = length(dir([M_.dname '/metropolis/' M_.fname '_' type '_draws*' ]));
42	42	posterior = 1;
43	43	elseif strcmpi(type,'prior')
44		DrawsFiles = dir([M_.dname '/prior/draws/' type '_draws*' ]);
	44	NumberOfDrawsFiles = length(dir([M_.dname '/prior/draws/' type '_draws*' ]));
45	45	CheckPath('prior/moments',M_.dname);
46	46	posterior = 0;
47	47	else

77	77	nar = options_.ar;
78	78	options_.ar = 0;
79	79
80		NumberOfDrawsFiles = rows(DrawsFiles);
81	80	NumberOfSavedElementsPerSimulation = nvarM_.exo_nbrlength(Steps);
82	81	MaXNumberOfConditionalDecompLines = ceil(options_.MaxNumberOfBytes/NumberOfSavedElementsPerSimulation/8);
83	82

131	130	linea_ME = 0;
132	131	for file = 1:NumberOfDrawsFiles
133	132	if posterior
134		load([M_.dname '/metropolis/' DrawsFiles(file).name ]);
	133	load([M_.dname '/metropolis/' M_.fname '_' type '_draws' num2str(file) ]);
135	134	else
136		load([M_.dname '/prior/draws/' DrawsFiles(file).name ]);
	135	load([M_.dname '/prior/draws/' type '_draws' num2str(file) ]);
137	136	end
138	137	isdrsaved = columns(pdraws)-1;
139	138	NumberOfDraws = rows(pdraws);

+6

-7

matlab/dsge_simulated_theoretical_correlation.m less more

16	16	% vartan [char] array of characters (with nvar rows).
17	17	% CorrFileNumber [integer] scalar, number of prior or posterior data files (for correlation).
18	18
19		% Copyright (C) 2007-2017 Dynare Team
	19	% Copyright (C) 2007-2020 Dynare Team
20	20	%
21	21	% This file is part of Dynare.
22	22	%

37	37
38	38	% Get informations about the _posterior_draws files.
39	39	if strcmpi(type,'posterior')
40		DrawsFiles = dir([M_.dname '/metropolis/' M_.fname '_' type '_draws*' ]);
	40	NumberOfDrawsFiles = length(dir([M_.dname '/metropolis/' M_.fname '_' type '_draws*' ]));
41	41	posterior = 1;
42	42	elseif strcmpi(type,'prior')
43		DrawsFiles = dir([M_.dname '/prior/draws/' type '_draws*' ]);
	43	NumberOfDrawsFiles = length(dir([M_.dname '/prior/draws/' type '_draws*' ]));
44	44	CheckPath('prior/moments',M_.dname);
45	45	posterior = 0;
46	46	else
47	47	disp('dsge_simulated_theoretical_correlation:: Unknown type!');
48	48	error()
49	49	end
50		NumberOfDrawsFiles = length(DrawsFiles);
51	50
52	51	%delete old stale files before creating new ones
53	52	if posterior

94	93	linea = 0;
95	94	for file = 1:NumberOfDrawsFiles
96	95	if posterior
97		load([M_.dname '/metropolis/' DrawsFiles(file).name ]);
	96	load([M_.dname '/metropolis/' M_.fname '_' type '_draws' num2str(file) ]);
98	97	else
99		load([M_.dname '/prior/draws/' DrawsFiles(file).name]);
	98	load([M_.dname '/prior/draws/' type '_draws' num2str(file) ]);
100	99	end
101	100	NumberOfDraws = rows(pdraws);
102	101	isdrsaved = columns(pdraws)-1;

135	134	end
136	135	end
137	136
138		options_.ar = oldnar;⏎
	137	options_.ar = oldnar;

+6

-7

matlab/dsge_simulated_theoretical_covariance.m less more

15	15	% vartan [char] array of characters (with nvar rows).
16	16	% CovarFileNumber [integer] scalar, number of prior or posterior data files (for covariance).
17	17
18		% Copyright (C) 2007-2017 Dynare Team
	18	% Copyright (C) 2007-2020 Dynare Team
19	19	%
20	20	% This file is part of Dynare.
21	21	%

36	36
37	37	% Get informations about the _posterior_draws files.
38	38	if strcmpi(type,'posterior')
39		DrawsFiles = dir([M_.dname '/metropolis/' M_.fname '_' type '_draws*' ]);
	39	NumberOfDrawsFiles = length(dir([M_.dname '/metropolis/' M_.fname '_' type '_draws*' ]));
40	40	posterior = 1;
41	41	elseif strcmpi(type,'prior')
42		DrawsFiles = dir([M_.dname '/prior/draws/' type '_draws*' ]);
	42	NumberOfDrawsFiles = length(dir([M_.dname '/prior/draws/' type '_draws*' ]));
43	43	CheckPath('prior/moments',M_.dname);
44	44	posterior = 0;
45	45	else
46	46	disp('dsge_simulated_theoretical_covariance:: Unknown type!')
47	47	error();
48	48	end
49		NumberOfDrawsFiles = length(DrawsFiles);
50	49
51	50	%delete old stale files before creating new ones
52	51	if posterior

93	92	linea = 0;
94	93	for file = 1:NumberOfDrawsFiles
95	94	if posterior
96		load([M_.dname '/metropolis/' DrawsFiles(file).name ],'pdraws');
	95	load([M_.dname '/metropolis/' M_.fname '_' type '_draws' num2str(file) ]);
97	96	else
98		load([M_.dname '/prior/draws/' DrawsFiles(file).name ],'pdraws');
	97	load([M_.dname '/prior/draws/' type '_draws' num2str(file) ]);
99	98	end
100	99	NumberOfDraws = rows(pdraws);
101	100	isdrsaved = columns(pdraws)-1;

135	134	end
136	135	end
137	136
138		options_.ar = nar;⏎
	137	options_.ar = nar;

+5

-6

matlab/dsge_simulated_theoretical_variance_decomposition.m less more

17	17	% vartan [char] array of characters (with nvar rows).
18	18	% CovarFileNumber [integer] scalar, number of prior or posterior data files (for covariance).
19	19
20		% Copyright (C) 2007-2017 Dynare Team
	20	% Copyright (C) 2007-2020 Dynare Team
21	21	%
22	22	% This file is part of Dynare.
23	23	%

38	38
39	39	% Get informations about the _posterior_draws files.
40	40	if strcmpi(type,'posterior')
41		DrawsFiles = dir([M_.dname '/metropolis/' M_.fname '_' type '_draws*' ]);
	41	NumberOfDrawsFiles = length(dir([M_.dname '/metropolis/' M_.fname '_' type '_draws*' ]));
42	42	posterior = 1;
43	43	elseif strcmpi(type,'prior')
44		DrawsFiles = dir([M_.dname '/prior/draws/' type '_draws*' ]);
	44	NumberOfDrawsFiles = length(dir([M_.dname '/prior/draws/' type '_draws*' ]));
45	45	CheckPath('prior/moments',M_.dname);
46	46	posterior = 0;
47	47	else

80	80
81	81	nexo = M_.exo_nbr;
82	82
83		NumberOfDrawsFiles = rows(DrawsFiles);
84	83	NumberOfSavedElementsPerSimulation = nvar*(nexo+1);
85	84	MaXNumberOfDecompLines = ceil(options_.MaxNumberOfBytes/NumberOfSavedElementsPerSimulation/8);
86	85

130	129	only_non_stationary_vars=0;
131	130	for file = 1:NumberOfDrawsFiles
132	131	if posterior
133		load([M_.dname '/metropolis/' DrawsFiles(file).name ]);
	132	load([M_.dname '/metropolis/' M_.fname '_' type '_draws' num2str(file) ]);
134	133	else
135		load([M_.dname '/prior/draws/' DrawsFiles(file).name ]);
	134	load([M_.dname '/prior/draws/' type '_draws' num2str(file) ]);
136	135	end
137	136	isdrsaved = columns(pdraws)-1;
138	137	NumberOfDraws = rows(pdraws);

+6

-1

matlab/dyn_ramsey_static.m less more

120	120	oo.exo_det_steady_state], ...
121	121	M,options_,~options_.steadystate.nocheck);
122	122	if any(imag(x(1:M.orig_endo_nbr))) %return with penalty
123		resids=1+sum(abs(imag(x(1:M.orig_endo_nbr)))); %return with penalty
	123	resids=ones(inst_nbr,1)+sum(abs(imag(x(1:M.orig_endo_nbr)))); %return with penalty
124	124	steady_state=NaN(endo_nbr,1);
125	125	return
	126	end
	127	if check %return
	128	resids=ones(inst_nbr,1)+sum(abs(x(1:M.orig_endo_nbr))); %return with penalty
	129	steady_state=NaN(endo_nbr,1);
	130	return
126	131	end
127	132
128	133	end

+3

-1

matlab/dynare_estimation.m less more

11	11	% SPECIAL REQUIREMENTS
12	12	% none
13	13
14		% Copyright (C) 2003-2018 Dynare Team
	14	% Copyright (C) 2003-2020 Dynare Team
15	15	%
16	16	% This file is part of Dynare.
17	17	%

213	213	end
214	214	options_.mode_file = mode_file0;
215	215	%reset stored mode-file to user defined one (and in case it was only set by the recursive estimation)
	216	oo_.gui.ran_estimation = true;
	217

+1

-1

matlab/dynare_estimation_1.m less more

438	438	end
439	439	% Tunes the jumping distribution's scale parameter
440	440	if options_.mh_tune_jscale.status
441		if options_.posterior_sampler_options.posterior_sampling_method=='random_walk_metropolis_hastings'
	441	if strcmp(options_.posterior_sampler_options.posterior_sampling_method, 'random_walk_metropolis_hastings')
442	442	options = options_.mh_tune_jscale;
443	443	options.rwmh = options_.posterior_sampler_options.rwmh;
444	444	options_.mh_jscale = calibrate_mh_scale_parameter(objective_function, ...

+1

-1

matlab/dynare_identification.m less more

460	460	identification_analysis(params, indpmodel, indpstderr, indpcorr, options_ident, dataset_info, prior_exist, 1); %the 1 at the end implies initialization of persistent variables
461	461	if info(1)~=0
462	462	% there are errors in the solution algorithm
463		message = get_error_message(info,0,options_);
	463	message = get_error_message(info,options_);
464	464	fprintf('-----------\n');
465	465	fprintf('The model does not solve for %s (info = %d: %s)\n', parameters, info(1), message);
466	466	fprintf('-----------\n');

+2

-1

matlab/evaluate_smoother.m less more

36	36	% [1] This function use persistent variables for the dataset and the description of the missing observations. Consequently, if this function
37	37	% is called more than once (by changing the value of parameters) the sample must not change.
38	38
39		% Copyright (C) 2010-2017 Dynare Team
	39	% Copyright (C) 2010-2020 Dynare Team
40	40	%
41	41	% This file is part of Dynare.
42	42	%

110	110
111	111	%reset qz_criterium
112	112	options_.qz_criterium=qz_criterium_old;
	113	oo_.gui.ran_calib_smoother = true;

+1

-1

matlab/fjaco.m less more

58	58	% there are errors in the solution algorithm
59	59	probl_par = get_the_name(j,varargin{5}.TeX,varargin{3},varargin{2},varargin{5});
60	60	skipline()
61		message = get_error_message(info,0,varargin{5});
	61	message = get_error_message(info,varargin{5});
62	62	fprintf('Parameter error in numerical two-sided difference method:\n')
63	63	fprintf('Cannot solve the model for %s (info = %d, %s)\n', probl_par, info(1), message);
64	64	fprintf('Possible solutions:\n')

+142

-145

matlab/get_error_message.m less more

0		function message = get_error_message(info, noprint, DynareOptions)
	0	function message = get_error_message(info, DynareOptions)
1	1	% Returns error messages
2	2	%
3	3	% INPUTS
4	4	% info [double] vector returned by resol.m
5		% noprint [integer] equal to 0 if the error message has to be printed.
6	5	% DynareOptions [structure] --> options_
7	6	% OUTPUTS
8	7	% message [string] corresponding error message

10	9	% SPECIAL REQUIREMENTS
11	10	% none
12	11
13		% Copyright (C) 2005-2019 Dynare Team
	12	% Copyright (C) 2005-2020 Dynare Team
14	13	%
15	14	% This file is part of Dynare.
16	15	%

27	26	% You should have received a copy of the GNU General Public License
28	27	% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
29	28
30		if ~noprint
31		switch info(1)
32		case 0
33		message = '';
34		case 1
35		message = 'The model doesn''t determine the current variable uniquely.';
36		case 2
37		message = sprintf('The generalized Schur (QZ) decomposition failed. For more information, see the documentation for Lapack function dgges: info=%d, n=%d. You can also run model_diagnostics to get more information on what may cause this problem.', info(2), info(3));
38		case 3
39		message = 'Blanchard & Kahn conditions are not satisfied: no stable equilibrium.';
40		case 4
41		message = 'Blanchard & Kahn conditions are not satisfied: indeterminacy.';
42		case 5
43		message = 'Blanchard & Kahn conditions are not satisfied: indeterminacy due to rank failure.';
44		case 6
45		message = 'The Jacobian matrix evaluated at the steady state contains elements that are not real or are infinite.';
46		case 7
47		message = sprintf('One of the eigenvalues is close to 0/0 (the absolute value of numerator and denominator is smaller than %5.4f!\n If you believe that the model has a unique solution you can try to reduce the value of qz_zero_threshold.',DynareOptions.qz_zero_threshold);
48		case 8
49		if size(info,2)>=2
50		global M_;
51		disp_string = M_.param_names{info(2)};
52		for ii=1:length(info)-2
53		disp_string = [disp_string, ', ', M_.param_names{info(2+ii)}];
54		end
55		message = ['The Jacobian contains NaNs because the following parameters are NaN: ' disp_string];
56		else
57		message = 'The Jacobian contains NaNs. For more information, use options_.debug.';
	29	switch info(1)
	30	case 0
	31	message = '';
	32	case 1
	33	message = 'The model doesn''t determine the current variable uniquely.';
	34	case 2
	35	message = sprintf('The generalized Schur (QZ) decomposition failed. For more information, see the documentation for Lapack function dgges: info=%d, n=%d. You can also run model_diagnostics to get more information on what may cause this problem.', info(2), info(3));
	36	case 3
	37	message = 'Blanchard & Kahn conditions are not satisfied: no stable equilibrium.';
	38	case 4
	39	message = 'Blanchard & Kahn conditions are not satisfied: indeterminacy.';
	40	case 5
	41	message = 'Blanchard & Kahn conditions are not satisfied: indeterminacy due to rank failure.';
	42	case 6
	43	message = 'The Jacobian matrix evaluated at the steady state contains elements that are not real or are infinite.';
	44	case 7
	45	message = sprintf('One of the eigenvalues is close to 0/0 (the absolute value of numerator and denominator is smaller than %5.4f!\n If you believe that the model has a unique solution you can try to reduce the value of qz_zero_threshold.',DynareOptions.qz_zero_threshold);
	46	case 8
	47	if size(info,2)>=2
	48	global M_;
	49	disp_string = M_.param_names{info(2)};
	50	for ii=1:length(info)-2
	51	disp_string = [disp_string, ', ', M_.param_names{info(2+ii)}];
58	52	end
59		case 9
60		message = 'k_order_pert was unable to compute the solution';
61		case 10
62		message = 'The Jacobian of the dynamic model contains Inf. For more information, use options_.debug.';
63		case 11
64		message = 'The Hessian of the dynamic model used for second order solutions must not contain Inf';
65		case 12
66		message = 'The Hessian of the dynamic model used for second order solutions must not contain NaN';
67		case 19
68		message = 'The steadystate file did not compute the steady state';
69		case 20
70		if DynareOptions.linear
71		message = sprintf('Impossible to find the steady state (the sum of square residuals of the static equations is %5.4f). Either the model doesn''t have a steady state or there are an infinity of steady states Check whether your model is truly linear or whether there is a mistake in linearization.', info(2));
72		else
73		message = sprintf('Impossible to find the steady state (the sum of square residuals of the static equations is %5.4f). Either the model doesn''t have a steady state, there are an infinity of steady states, or the guess values are too far from the solution', info(2));
74		end
75		case 21
76		message = sprintf('The steady state is complex (the sum of square residuals of imaginary parts of the steady state is %5.4f)', info(2));
77		case 22
78		message = 'The steady state has NaNs or Inf.';
79		case 23
80		message = 'Parameters have been updated in the steadystate routine and some have complex values.';
81		case 24
82		message = 'Parameters have been updated in the steadystate routine and some are NaNs or Inf.';
83		case 25
84		message = 'The solution to the static equations is not a steady state of the dynamic model: verify that the equations tagged by [static] and [dynamic] are consistent';
85		case 26
86		message = 'The loglinearization of the model cannot be performed, because the steady state is not strictly positive.';
87		case 30
88		message = 'Ergodic variance can''t be computed.';
89		case 41
90		message = 'one (many) parameter(s) do(es) not satisfy the lower bound';
91		case 42
92		message = 'one (many) parameter(s) do(es) not satisfy the upper bound';
93		case 43
94		message = 'Covariance matrix of structural shocks is not positive definite';
95		case 44 %DsgeLikelihood_hh / dsge_likelihood
96		message = 'The covariance matrix of the measurement errors is not positive definite.';
97		case 45 %DsgeLikelihood_hh / dsge_likelihood
98		message = 'Likelihood is not a number (NaN) or a complex number';
99		case 46 %DsgeLikelihood_hh / dsge_likelihood
100		message = 'Likelihood is a complex number';
101		case 47 %DsgeLikelihood_hh / dsge_likelihood
102		message = 'Prior density is not a number (NaN)';
103		case 48 %DsgeLikelihood_hh / dsge_likelihood
104		message = 'Prior density is a complex number';
105		case 49
106		message = 'The model violates one (many) endogenous prior restriction(s)';
107		case 50
108		message = 'Likelihood is Inf';
109		case 51
110		message = sprintf('\n The dsge_prior_weight is dsge_var=%5.4f, but must be at least %5.4f for the prior to be proper.\n You are estimating a DSGE-VAR model, but the value of the dsge prior weight is too low!', info(2), info(3));
111		case 52 %dsge_var_likelihood
112		message = 'You are estimating a DSGE-VAR model, but the implied covariance matrix of the VAR''s innovations, based on artificial and actual sample is not positive definite!';
113		case 53 %dsge_var_likelihood
114		message = 'You are estimating a DSGE-VAR model, but the implied covariance matrix of the VAR''s innovations, based on the artificial sample, is not positive definite!';
115		case 55
116		message = 'Fast Kalman filter only works with stationary models [lik_init=1] or stationary observables for non-stationary models [lik_init=3]';
117		case 61 %Discretionary policy
118		message = 'Discretionary policy: maximum number of iterations has been reached. Procedure failed.';
119		case 62
120		message = 'Discretionary policy: some eigenvalues greater than options_.qz_criterium. Model potentially unstable.';
121		case 63
122		message = 'Discretionary policy: NaN elements are present in the solution. Procedure failed.';
123		case 64
124		message = 'discretionary_policy: the derivatives of the objective function contain NaN.';
125		case 65
126		message = 'discretionary_policy: the model must be written in deviation form and not have constant terms.';
127		case 66
128		message = 'discretionary_policy: the objective function must have zero first order derivatives.';
129		case 71
130		message = 'Calibrated covariance of the structural errors implies correlation larger than +-1.';
131		case 72
132		message = 'Calibrated covariance of the measurement errors implies correlation larger than +-1.';
133		% Aim Code Conversions by convertAimCodeToInfo.m
134		case 81
135		message = ['Ramsey: The solution to the static first order conditions for optimal policy could not be found. Either the model' ...
136		' doesn''t have a steady state, there are an infinity of steady states, ' ...
137		' or the guess values are too far from the solution'];
138		case 82
139		message = 'Ramsey: The steady state computation resulted in NaN in the static first order conditions for optimal policy';
140		case 83
141		message = 'Ramsey: The steady state computation resulted in NaN in the auxiliary equations for optimal policy';
142		case 84
143		message = 'Ramsey: The steady state file computation for the Ramsey problem resulted in NaNs at the initial values of the instruments';
144		case 85
145		message = 'Ramsey: The steady state file does not solve the static first order conditions conditional on the instruments.';
146		case 86
147		message = 'Ramsey: The steady state file provides complex numbers conditional on the instruments.';
148		case 87
149		message = 'Ramsey: The maximum number of iterations has been reached. Try increasing maxit.';
150		case 102
151		message = 'Aim: roots not correctly computed by real_schur';
152		case 103
153		message = 'Aim: too many explosive roots: no stable equilibrium';
154		case 135
155		message = 'Aim: too many explosive roots, and q(:,right) is singular';
156		case 104
157		message = 'Aim: too few explosive roots: indeterminacy';
158		case 145
159		message = 'Aim: too few explosive roots, and q(:,right) is singular';
160		case 105
161		message = 'Aim: q(:,right) is singular';
162		case 161
163		message = 'Aim: too many exact shiftrights';
164		case 162
165		message = 'Aim: too many numeric shiftrights';
166		case 163
167		message = 'Aim: A is NAN or INF.';
168		case 164
169		message = 'Aim: Problem in SPEIG.';
170		otherwise
171		message = 'This case shouldn''t happen. Contact the authors of Dynare';
172		end
	53	message = ['The Jacobian contains NaNs because the following parameters are NaN: ' disp_string];
	54	else
	55	message = 'The Jacobian contains NaNs. For more information, use options_.debug.';
	56	end
	57	case 9
	58	message = 'k_order_pert was unable to compute the solution';
	59	case 10
	60	message = 'The Jacobian of the dynamic model contains Inf. For more information, use options_.debug.';
	61	case 11
	62	message = 'The Hessian of the dynamic model used for second order solutions must not contain Inf';
	63	case 12
	64	message = 'The Hessian of the dynamic model used for second order solutions must not contain NaN';
	65	case 19
	66	message = 'The steadystate file did not compute the steady state';
	67	case 20
	68	if DynareOptions.linear
	69	message = sprintf('Impossible to find the steady state (the sum of square residuals of the static equations is %5.4f). Either the model doesn''t have a steady state or there are an infinity of steady states Check whether your model is truly linear or whether there is a mistake in linearization.', info(2));
	70	else
	71	message = sprintf('Impossible to find the steady state (the sum of square residuals of the static equations is %5.4f). Either the model doesn''t have a steady state, there are an infinity of steady states, or the guess values are too far from the solution', info(2));
	72	end
	73	case 21
	74	message = sprintf('The steady state is complex (the sum of square residuals of imaginary parts of the steady state is %5.4f)', info(2));
	75	case 22
	76	message = 'The steady state has NaNs or Inf.';
	77	case 23
	78	message = 'Parameters have been updated in the steadystate routine and some have complex values.';
	79	case 24
	80	message = 'Parameters have been updated in the steadystate routine and some are NaNs or Inf.';
	81	case 25
	82	message = 'The solution to the static equations is not a steady state of the dynamic model: verify that the equations tagged by [static] and [dynamic] are consistent';
	83	case 26
	84	message = 'The loglinearization of the model cannot be performed, because the steady state is not strictly positive.';
	85	case 30
	86	message = 'Ergodic variance can''t be computed.';
	87	case 41
	88	message = 'one (many) parameter(s) do(es) not satisfy the lower bound';
	89	case 42
	90	message = 'one (many) parameter(s) do(es) not satisfy the upper bound';
	91	case 43
	92	message = 'Covariance matrix of structural shocks is not positive definite';
	93	case 44 %DsgeLikelihood_hh / dsge_likelihood
	94	message = 'The covariance matrix of the measurement errors is not positive definite.';
	95	case 45 %DsgeLikelihood_hh / dsge_likelihood
	96	message = 'Likelihood is not a number (NaN) or a complex number';
	97	case 46 %DsgeLikelihood_hh / dsge_likelihood
	98	message = 'Likelihood is a complex number';
	99	case 47 %DsgeLikelihood_hh / dsge_likelihood
	100	message = 'Prior density is not a number (NaN)';
	101	case 48 %DsgeLikelihood_hh / dsge_likelihood
	102	message = 'Prior density is a complex number';
	103	case 49
	104	message = 'The model violates one (many) endogenous prior restriction(s)';
	105	case 50
	106	message = 'Likelihood is Inf';
	107	case 51
	108	message = sprintf('\n The dsge_prior_weight is dsge_var=%5.4f, but must be at least %5.4f for the prior to be proper.\n You are estimating a DSGE-VAR model, but the value of the dsge prior weight is too low!', info(2), info(3));
	109	case 52 %dsge_var_likelihood
	110	message = 'You are estimating a DSGE-VAR model, but the implied covariance matrix of the VAR''s innovations, based on artificial and actual sample is not positive definite!';
	111	case 53 %dsge_var_likelihood
	112	message = 'You are estimating a DSGE-VAR model, but the implied covariance matrix of the VAR''s innovations, based on the artificial sample, is not positive definite!';
	113	case 55
	114	message = 'Fast Kalman filter only works with stationary models [lik_init=1] or stationary observables for non-stationary models [lik_init=3]';
	115	case 61 %Discretionary policy
	116	message = 'Discretionary policy: maximum number of iterations has been reached. Procedure failed.';
	117	case 62
	118	message = 'Discretionary policy: some eigenvalues greater than options_.qz_criterium. Model potentially unstable.';
	119	case 63
	120	message = 'Discretionary policy: NaN elements are present in the solution. Procedure failed.';
	121	case 64
	122	message = 'discretionary_policy: the derivatives of the objective function contain NaN.';
	123	case 65
	124	message = 'discretionary_policy: the model must be written in deviation form and not have constant terms.';
	125	case 66
	126	message = 'discretionary_policy: the objective function must have zero first order derivatives.';
	127	case 71
	128	message = 'Calibrated covariance of the structural errors implies correlation larger than +-1.';
	129	case 72
	130	message = 'Calibrated covariance of the measurement errors implies correlation larger than +-1.';
	131	% Aim Code Conversions by convertAimCodeToInfo.m
	132	case 81
	133	message = ['Ramsey: The solution to the static first order conditions for optimal policy could not be found. Either the model' ...
	134	' doesn''t have a steady state, there are an infinity of steady states, ' ...
	135	' or the guess values are too far from the solution'];
	136	case 82
	137	message = 'Ramsey: The steady state computation resulted in NaN in the static first order conditions for optimal policy';
	138	case 83
	139	message = 'Ramsey: The steady state computation resulted in NaN in the auxiliary equations for optimal policy';
	140	case 84
	141	message = 'Ramsey: The steady state file computation for the Ramsey problem resulted in NaNs at the initial values of the instruments';
	142	case 85
	143	message = 'Ramsey: The steady state file does not solve the static first order conditions conditional on the instruments.';
	144	case 86
	145	message = 'Ramsey: The steady state file provides complex numbers conditional on the instruments.';
	146	case 87
	147	message = 'Ramsey: The maximum number of iterations has been reached. Try increasing maxit.';
	148	case 102
	149	message = 'Aim: roots not correctly computed by real_schur';
	150	case 103
	151	message = 'Aim: too many explosive roots: no stable equilibrium';
	152	case 135
	153	message = 'Aim: too many explosive roots, and q(:,right) is singular';
	154	case 104
	155	message = 'Aim: too few explosive roots: indeterminacy';
	156	case 145
	157	message = 'Aim: too few explosive roots, and q(:,right) is singular';
	158	case 105
	159	message = 'Aim: q(:,right) is singular';
	160	case 161
	161	message = 'Aim: too many exact shiftrights';
	162	case 162
	163	message = 'Aim: too many numeric shiftrights';
	164	case 163
	165	message = 'Aim: A is NAN or INF.';
	166	case 164
	167	message = 'Aim: Problem in SPEIG.';
	168	otherwise
	169	message = 'This case shouldn''t happen. Contact the authors of Dynare';
173	170	end⏎

+7

-0

matlab/global_initialization.m less more

92	92	oo_.exo_det_steady_state = [];
93	93	oo_.exo_det_simul = [];
94	94
	95	oo_.gui.ran_estimation = false;
	96	oo_.gui.ran_stoch_simul = false;
	97	oo_.gui.ran_calib_smoother = false;
	98	oo_.gui.ran_perfect_foresight = false;
	99	oo_.gui.ran_shock_decomposition = false;
	100	oo_.gui.ran_realtime_shock_decomposition = false;
	101
95	102	M_.params = [];
96	103	M_.endo_histval = [];
97	104	M_.exo_histval = [];

+1

-1

matlab/identification_analysis.m less more

282	282	end
283	283	analytic_derivation = options_.analytic_derivation;
284	284	options_.analytic_derivation = -2; %this sets asy_Hess=1 in dsge_likelihood.m
285		[info, oo_, options_] = stoch_simul(M_, options_, oo_, options_.varobs);
	285	[info, oo_, options_, M_] = stoch_simul(M_, options_, oo_, options_.varobs);
286	286	dataset_ = dseries(oo_.endo_simul(options_.varobs_id,100+1:end)',dates('1Q1'), options_.varobs); %get information on moments
287	287	derivatives_info.no_DLIK = 1;
288	288	bounds = prior_bounds(bayestopt_, options_.prior_trunc); %reset bounds as lb and ub must only be operational during mode-finding

+1

-1

matlab/model_diagnostics.m less more

70	70
71	71	% check if ys is steady state
72	72	options.debug=1; %locally set debug option to 1
73		[dr.ys,params,check1]=evaluate_steady_state(oo.steady_state,M,options,oo,1);
	73	[dr.ys,M.params,check1]=evaluate_steady_state(oo.steady_state,M,options,oo,options.steadystate.nocheck);
74	74
75	75	% testing for problem
76	76	if check1(1)

+1

-1

matlab/osr.m less more

61	61	end
62	62	osr_res = osr1(i_params,i_var,W);
63	63
64		[~, oo_, options_] = stoch_simul(M_, options_, oo_, var_list);
	64	[~, oo_, options_, M_] = stoch_simul(M_, options_, oo_, var_list);

+15

-9

matlab/parallel/dynareParallelDelete.m less more

10	10	% None
11	11	%
12	12	%
13		% Copyright (C) 2009-2017 Dynare Team
	13	% Copyright (C) 2009-2020 Dynare Team
14	14	%
15	15	% This file is part of Dynare.
16	16	%

27	27	% You should have received a copy of the GNU General Public License
28	28	% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
29	29
30		if nargin ==0
31		disp('dynareParallelDelete(fname)')
	30	if nargin ~= 3
	31	disp('dynareParallelDelete(fname,pname,Parallel)')
32	32	return
33	33	end
34	34
35		if nargin ==1
36		pname='';
37		else
	35	if ~isempty(pname)
38	36	pname=[pname,filesep];
39	37	end
40	38
41	39	for indPC=1:length(Parallel)
42	40	if ~ispc \|\| strcmpi('unix',Parallel(indPC).OperatingSystem)
43	41	if ~isempty(Parallel(indPC).Port)
44		ssh_token = ['-p ',Parallel(indPC).Port];
	42	ssh_token = ['-p ',Parallel(indPC).Port ' '];
45	43	else
46		ssh_token = '';
	44	ssh_token = ' ';
47	45	end
48		[NonServeS NonServeD]=system(['ssh ',ssh_token,' ',Parallel(indPC).UserName,'@',Parallel(indPC).ComputerName,' rm -f ',Parallel(indPC).RemoteDirectory,'/',pname,fname]);
	46	username = Parallel(indPC).UserName;
	47	if ~isempty(username)
	48	username = [username '@'];
	49	end
	50	directory = Parallel(indPC).RemoteDirectory;
	51	if ~isempty(directory)
	52	directory = [directory '/'];
	53	end
	54	[~, ~] = system(['ssh ',ssh_token,username,Parallel(indPC).ComputerName,' ''/bin/bash --norc -c "rm -f ',directory,pname,fname,'"''']);
49	55	else
50	56	fname_temp=['\\',Parallel(indPC).ComputerName,'\',Parallel(indPC).RemoteDrive,'$\',Parallel(indPC).RemoteDirectory,'\',pname,fname];
51	57	if exist(fname_temp,'file')

+4

-1

matlab/perfect-foresight-models/perfect_foresight_solver.m less more

11	11	% SPECIAL REQUIREMENTS
12	12	% none
13	13
14		% Copyright (C) 1996-2019 Dynare Team
	14	% Copyright (C) 1996-2020 Dynare Team
15	15	%
16	16	% This file is part of Dynare.
17	17	%

225	225
226	226	ts = dseries(transpose(oo_.endo_simul), initial_period, M_.endo_names);
227	227	assignin('base', 'Simulated_time_series', ts);
	228	if oo_.deterministic_simulation.status
	229	oo_.gui.ran_perfect_foresight = true;
	230	end

+5

-4

matlab/print_info.m less more

10	10	% SPECIAL REQUIREMENTS
11	11	% none
12	12
13		% Copyright (C) 2005-2019 Dynare Team
	13	% Copyright (C) 2005-2020 Dynare Team
14	14	%
15	15	% This file is part of Dynare.
16	16	%

26	26	%
27	27	% You should have received a copy of the GNU General Public License
28	28	% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
29
30		message = get_error_message(info, noprint, DynareOptions);
31		error(message);
	29	if ~noprint
	30	message = get_error_message(info, DynareOptions);
	31	error(message);
	32	end⏎

+2

-2

matlab/prior_posterior_statistics.m less more

18	18	% See the comments in the posterior_sampler.m funtion.
19	19
20	20
21		% Copyright (C) 2005-2018 Dynare Team
	21	% Copyright (C) 2005-2020 Dynare Team
22	22	%
23	23	% This file is part of Dynare.
24	24	%

293	293	% which files have to be copied to run remotely
294	294	NamFileInput(1,:) = {'',[M_.fname '.static.m']};
295	295	NamFileInput(2,:) = {'',[M_.fname '.dynamic.m']};
296		if M.set_auxiliary_variables
	296	if M_.set_auxiliary_variables
297	297	NamFileInput(3,:) = {'',[M_.fname '.set_auxiliary_variables.m']};
298	298	end
299	299	if options_.steadystate_flag

+1

-1

matlab/ramsey_policy.m less more

38	38	end
39	39	end
40	40
41		[info, oo_, options_] = stoch_simul(M_, options_, oo_, var_list);
	41	[info, oo_, options_, M_] = stoch_simul(M_, options_, oo_, var_list);
42	42
43	43	oo_.steady_state = oo_.dr.ys;
44	44

+2

-1

matlab/realtime_shock_decomposition.m less more

21	21	% SPECIAL REQUIREMENTS
22	22	% none
23	23
24		% Copyright (C) 2009-2019 Dynare Team
	24	% Copyright (C) 2009-2020 Dynare Team
25	25	%
26	26	% This file is part of Dynare.
27	27	%

356	356	if forecast_
357	357	oo_.realtime_forecast_shock_decomposition.pool = zfrcst;
358	358	end
	359	oo_.gui.ran_realtime_shock_decomposition = true;
359	360
360	361	skipline()

+3

-1

matlab/shock_decomposition.m less more

22	22	% SPECIAL REQUIREMENTS
23	23	% none
24	24
25		% Copyright (C) 2009-2019 Dynare Team
	25	% Copyright (C) 2009-2020 Dynare Team
26	26	%
27	27	% This file is part of Dynare.
28	28	%

140	140	if ~options_.no_graph.shock_decomposition
141	141	oo_ = plot_shock_decomposition(M_,oo_,options_,varlist);
142	142	end
	143
	144	oo_.gui.ran_shock_decomposition = true;

+4

-2

matlab/stoch_simul.m less more

0		function [info, oo_, options_] = stoch_simul(M_, options_, oo_, var_list)
	0	function [info, oo_, options_, M_] = stoch_simul(M_, options_, oo_, var_list)
1	1
2	2	% Copyright (C) 2001-2020 Dynare Team
3	3	%

200	200
201	201	if options_.irf
202	202	var_listTeX = M_.endo_names_tex(i_var);
203		if ~options_.nograph
	203	if ~options_.nograph \|\| (TeX && any(strcmp('eps',cellstr(options_.graph_format))))
204	204	if ~exist([M_.fname '/graphs'],'dir')
205	205	mkdir(M_.fname,'graphs');
206	206	end

392	392	options_ = options_old;
393	393	% temporary fix waiting for local options
394	394	options_.partial_information = 0;
	395
	396	oo_.gui.ran_stoch_simul = true;

+1

-1

mex/build/matlab/Makefile.in less more

725	725	maintainer-clean-generic:
726	726	@echo "This command is intended for maintainers to use"
727	727	@echo "it deletes files that may require special tools to rebuild."
	728	@HAVE_M2HTML_FALSE@clean-local:
728	729	@HAVE_M2HTML_FALSE@html-local:
729		@HAVE_M2HTML_FALSE@clean-local:
730	730	clean: clean-recursive
731	731
732	732	clean-am: clean-generic clean-local mostlyclean-am

+10

-10

mex/build/matlab/configure less more

0	0	#! /bin/sh
1	1	# Guess values for system-dependent variables and create Makefiles.
2		# Generated by GNU Autoconf 2.69 for dynare 4.6.0.
	2	# Generated by GNU Autoconf 2.69 for dynare 4.6.1.
3	3	#
4	4	#
5	5	# Copyright (C) 1992-1996, 1998-2012 Free Software Foundation, Inc.

576	576	# Identity of this package.
577	577	PACKAGE_NAME='dynare'
578	578	PACKAGE_TARNAME='dynare'
579		PACKAGE_VERSION='4.6.0'
580		PACKAGE_STRING='dynare 4.6.0'
	579	PACKAGE_VERSION='4.6.1'
	580	PACKAGE_STRING='dynare 4.6.1'
581	581	PACKAGE_BUGREPORT=''
582	582	PACKAGE_URL=''
583	583

1341	1341	# Omit some internal or obsolete options to make the list less imposing.
1342	1342	# This message is too long to be a string in the A/UX 3.1 sh.
1343	1343	cat <<_ACEOF
1344		\`configure' configures dynare 4.6.0 to adapt to many kinds of systems.
	1344	\`configure' configures dynare 4.6.1 to adapt to many kinds of systems.
1345	1345
1346	1346	Usage: $0 [OPTION]... [VAR=VALUE]...
1347	1347

1412	1412
1413	1413	if test -n "$ac_init_help"; then
1414	1414	case $ac_init_help in
1415		short \| recursive ) echo "Configuration of dynare 4.6.0:";;
	1415	short \| recursive ) echo "Configuration of dynare 4.6.1:";;
1416	1416	esac
1417	1417	cat <<\_ACEOF
1418	1418

1522	1522	test -n "$ac_init_help" && exit $ac_status
1523	1523	if $ac_init_version; then
1524	1524	cat <<\_ACEOF
1525		dynare configure 4.6.0
	1525	dynare configure 4.6.1
1526	1526	generated by GNU Autoconf 2.69
1527	1527
1528	1528	Copyright (C) 2012 Free Software Foundation, Inc.

1896	1896	This file contains any messages produced by compilers while
1897	1897	running configure, to aid debugging if configure makes a mistake.
1898	1898
1899		It was created by dynare $as_me 4.6.0, which was
	1899	It was created by dynare $as_me 4.6.1, which was
1900	1900	generated by GNU Autoconf 2.69. Invocation command line was
1901	1901
1902	1902	$ $0 $@

2760	2760
2761	2761	# Define the identity of the package.
2762	2762	PACKAGE='dynare'
2763		VERSION='4.6.0'
	2763	VERSION='4.6.1'
2764	2764
2765	2765
2766	2766	cat >>confdefs.h <<_ACEOF

9916	9916	# report actual input values of CONFIG_FILES etc. instead of their
9917	9917	# values after options handling.
9918	9918	ac_log="
9919		This file was extended by dynare $as_me 4.6.0, which was
	9919	This file was extended by dynare $as_me 4.6.1, which was
9920	9920	generated by GNU Autoconf 2.69. Invocation command line was
9921	9921
9922	9922	CONFIG_FILES = $CONFIG_FILES

9973	9973	cat >>$CONFIG_STATUS <<_ACEOF \|\| ac_write_fail=1
9974	9974	ac_cs_config="`$as_echo "$ac_configure_args" \| sed 's/^ //; s/[\\""\`\$]/\\\\&/g'`"
9975	9975	ac_cs_version="\\
9976		dynare config.status 4.6.0
	9976	dynare config.status 4.6.1
9977	9977	configured by $0, generated by GNU Autoconf 2.69,
9978	9978	with options \\"\$ac_cs_config\\"
9979	9979

+1

-1

mex/build/matlab/configure.ac less more

17	17	dnl along with Dynare. If not, see <http://www.gnu.org/licenses/>.
18	18
19	19	AC_PREREQ([2.62])
20		AC_INIT([dynare], [4.6.0])
	20	AC_INIT([dynare], [4.6.1])
21	21	AC_CONFIG_SRCDIR([configure.ac])
22	22	AM_INIT_AUTOMAKE([-Wall -Wno-portability foreign])
23	23

+10

-10

mex/build/octave/configure less more

0	0	#! /bin/sh
1	1	# Guess values for system-dependent variables and create Makefiles.
2		# Generated by GNU Autoconf 2.69 for dynare 4.6.0.
	2	# Generated by GNU Autoconf 2.69 for dynare 4.6.1.
3	3	#
4	4	#
5	5	# Copyright (C) 1992-1996, 1998-2012 Free Software Foundation, Inc.

576	576	# Identity of this package.
577	577	PACKAGE_NAME='dynare'
578	578	PACKAGE_TARNAME='dynare'
579		PACKAGE_VERSION='4.6.0'
580		PACKAGE_STRING='dynare 4.6.0'
	579	PACKAGE_VERSION='4.6.1'
	580	PACKAGE_STRING='dynare 4.6.1'
581	581	PACKAGE_BUGREPORT=''
582	582	PACKAGE_URL=''
583	583

1325	1325	# Omit some internal or obsolete options to make the list less imposing.
1326	1326	# This message is too long to be a string in the A/UX 3.1 sh.
1327	1327	cat <<_ACEOF
1328		\`configure' configures dynare 4.6.0 to adapt to many kinds of systems.
	1328	\`configure' configures dynare 4.6.1 to adapt to many kinds of systems.
1329	1329
1330	1330	Usage: $0 [OPTION]... [VAR=VALUE]...
1331	1331

1396	1396
1397	1397	if test -n "$ac_init_help"; then
1398	1398	case $ac_init_help in
1399		short \| recursive ) echo "Configuration of dynare 4.6.0:";;
	1399	short \| recursive ) echo "Configuration of dynare 4.6.1:";;
1400	1400	esac
1401	1401	cat <<\_ACEOF
1402	1402

1502	1502	test -n "$ac_init_help" && exit $ac_status
1503	1503	if $ac_init_version; then
1504	1504	cat <<\_ACEOF
1505		dynare configure 4.6.0
	1505	dynare configure 4.6.1
1506	1506	generated by GNU Autoconf 2.69
1507	1507
1508	1508	Copyright (C) 2012 Free Software Foundation, Inc.

1876	1876	This file contains any messages produced by compilers while
1877	1877	running configure, to aid debugging if configure makes a mistake.
1878	1878
1879		It was created by dynare $as_me 4.6.0, which was
	1879	It was created by dynare $as_me 4.6.1, which was
1880	1880	generated by GNU Autoconf 2.69. Invocation command line was
1881	1881
1882	1882	$ $0 $@

2740	2740
2741	2741	# Define the identity of the package.
2742	2742	PACKAGE='dynare'
2743		VERSION='4.6.0'
	2743	VERSION='4.6.1'
2744	2744
2745	2745
2746	2746	cat >>confdefs.h <<_ACEOF

9354	9354	# report actual input values of CONFIG_FILES etc. instead of their
9355	9355	# values after options handling.
9356	9356	ac_log="
9357		This file was extended by dynare $as_me 4.6.0, which was
	9357	This file was extended by dynare $as_me 4.6.1, which was
9358	9358	generated by GNU Autoconf 2.69. Invocation command line was
9359	9359
9360	9360	CONFIG_FILES = $CONFIG_FILES

9411	9411	cat >>$CONFIG_STATUS <<_ACEOF \|\| ac_write_fail=1
9412	9412	ac_cs_config="`$as_echo "$ac_configure_args" \| sed 's/^ //; s/[\\""\`\$]/\\\\&/g'`"
9413	9413	ac_cs_version="\\
9414		dynare config.status 4.6.0
	9414	dynare config.status 4.6.1
9415	9415	configured by $0, generated by GNU Autoconf 2.69,
9416	9416	with options \\"\$ac_cs_config\\"
9417	9417

+1

-1

mex/build/octave/configure.ac less more

17	17	dnl along with Dynare. If not, see <http://www.gnu.org/licenses/>.
18	18
19	19	AC_PREREQ([2.62])
20		AC_INIT([dynare], [4.6.0])
	20	AC_INIT([dynare], [4.6.1])
21	21	AC_CONFIG_SRCDIR([configure.ac])
22	22	AM_INIT_AUTOMAKE([-Wall -Wno-portability foreign])
23	23

+10

-10

preprocessor/configure less more

0	0	#! /bin/sh
1	1	# Guess values for system-dependent variables and create Makefiles.
2		# Generated by GNU Autoconf 2.69 for dynare-preprocessor 4.6.0.
	2	# Generated by GNU Autoconf 2.69 for dynare-preprocessor 4.6.1.
3	3	#
4	4	#
5	5	# Copyright (C) 1992-1996, 1998-2012 Free Software Foundation, Inc.

576	576	# Identity of this package.
577	577	PACKAGE_NAME='dynare-preprocessor'
578	578	PACKAGE_TARNAME='dynare-preprocessor'
579		PACKAGE_VERSION='4.6.0'
580		PACKAGE_STRING='dynare-preprocessor 4.6.0'
	579	PACKAGE_VERSION='4.6.1'
	580	PACKAGE_STRING='dynare-preprocessor 4.6.1'
581	581	PACKAGE_BUGREPORT=''
582	582	PACKAGE_URL=''
583	583

1315	1315	# Omit some internal or obsolete options to make the list less imposing.
1316	1316	# This message is too long to be a string in the A/UX 3.1 sh.
1317	1317	cat <<_ACEOF
1318		\`configure' configures dynare-preprocessor 4.6.0 to adapt to many kinds of systems.
	1318	\`configure' configures dynare-preprocessor 4.6.1 to adapt to many kinds of systems.
1319	1319
1320	1320	Usage: $0 [OPTION]... [VAR=VALUE]...
1321	1321

1387	1387
1388	1388	if test -n "$ac_init_help"; then
1389	1389	case $ac_init_help in
1390		short \| recursive ) echo "Configuration of dynare-preprocessor 4.6.0:";;
	1390	short \| recursive ) echo "Configuration of dynare-preprocessor 4.6.1:";;
1391	1391	esac
1392	1392	cat <<\_ACEOF
1393	1393

1494	1494	test -n "$ac_init_help" && exit $ac_status
1495	1495	if $ac_init_version; then
1496	1496	cat <<\_ACEOF
1497		dynare-preprocessor configure 4.6.0
	1497	dynare-preprocessor configure 4.6.1
1498	1498	generated by GNU Autoconf 2.69
1499	1499
1500	1500	Copyright (C) 2012 Free Software Foundation, Inc.

1830	1830	This file contains any messages produced by compilers while
1831	1831	running configure, to aid debugging if configure makes a mistake.
1832	1832
1833		It was created by dynare-preprocessor $as_me 4.6.0, which was
	1833	It was created by dynare-preprocessor $as_me 4.6.1, which was
1834	1834	generated by GNU Autoconf 2.69. Invocation command line was
1835	1835
1836	1836	$ $0 $@

2694	2694
2695	2695	# Define the identity of the package.
2696	2696	PACKAGE='dynare-preprocessor'
2697		VERSION='4.6.0'
	2697	VERSION='4.6.1'
2698	2698
2699	2699
2700	2700	cat >>confdefs.h <<_ACEOF

8220	8220	# report actual input values of CONFIG_FILES etc. instead of their
8221	8221	# values after options handling.
8222	8222	ac_log="
8223		This file was extended by dynare-preprocessor $as_me 4.6.0, which was
	8223	This file was extended by dynare-preprocessor $as_me 4.6.1, which was
8224	8224	generated by GNU Autoconf 2.69. Invocation command line was
8225	8225
8226	8226	CONFIG_FILES = $CONFIG_FILES

8277	8277	cat >>$CONFIG_STATUS <<_ACEOF \|\| ac_write_fail=1
8278	8278	ac_cs_config="`$as_echo "$ac_configure_args" \| sed 's/^ //; s/[\\""\`\$]/\\\\&/g'`"
8279	8279	ac_cs_version="\\
8280		dynare-preprocessor config.status 4.6.0
	8280	dynare-preprocessor config.status 4.6.1
8281	8281	configured by $0, generated by GNU Autoconf 2.69,
8282	8282	with options \\"\$ac_cs_config\\"
8283	8283

+1

-1

preprocessor/configure.ac less more

17	17	dnl along with Dynare. If not, see <http://www.gnu.org/licenses/>.
18	18
19	19	AC_PREREQ([2.62])
20		AC_INIT([dynare-preprocessor], [4.6.0])
	20	AC_INIT([dynare-preprocessor], [4.6.1])
21	21	AC_CONFIG_AUX_DIR([build-aux])
22	22	AC_CONFIG_SRCDIR([src/DynareMain.cc])
23	23	AM_INIT_AUTOMAKE([1.11 -Wall -Wno-portability foreign no-dist-gzip dist-xz tar-pax])

+2

-2

preprocessor/src/ComputingTasks.cc less more

667	667
668	668	options_list.writeOutput(output);
669	669	symbol_list.writeOutput("var_list_", output);
670		output << "[info, oo_, options_] = stoch_simul(M_, options_, oo_, var_list_);" << endl;
	670	output << "[info, oo_, options_, M_] = stoch_simul(M_, options_, oo_, var_list_);" << endl;
671	671	}
672	672
673	673	void

1064	1064
1065	1065	options_list.writeOutput(output);
1066	1066	symbol_list.writeOutput("var_list_", output);
1067		output << "[info, oo_, options_] = discretionary_policy(M_, options_, oo_, var_list_);" << endl;
	1067	output << "[info, oo_, options_, M_] = discretionary_policy(M_, options_, oo_, var_list_);" << endl;
1068	1068	}
1069	1069
1070	1070	void

+1

-1

preprocessor/src/DynamicModel.cc less more

4633	4633	}
4634	4634	if (lhs.first == -1)
4635	4635	{
4636		cerr << "walkPacParameters: error obtaining LHS varibale." << endl;
	4636	cerr << "walkPacParameters: error obtaining LHS variable." << endl;
4637	4637	exit(EXIT_FAILURE);
4638	4638	}
4639	4639	if (ec_params_and_vars.second.empty() \|\| ar_params_and_vars.empty())

+4

-3

preprocessor/src/ModFile.cc less more

385	385	— except substituting out variables which we know are constant (they
386	386	appear in an equation of the form: X = constant)
387	387	— except adl operators which we always want expanded
	388	— except predetermined variables (which must be handled before the call to
	389	setLeadsLagsOrig(), see preprocessor#47)
388	390	— except diff operators with a lead which have been expanded by
389	391	DataTree:AddDiff()
390	392	*/

392	394	dynamic_model.includeExcludeEquations(include_eqs, false);
393	395	dynamic_model.simplifyEquations();
394	396	dynamic_model.substituteAdl();
	397	if (symbol_table.predeterminedNbr() > 0)
	398	dynamic_model.transformPredeterminedVariables();
395	399	dynamic_model.setLeadsLagsOrig();
396	400	original_model = dynamic_model;
397	401	dynamic_model.expandEqTags();

500	504
501	505	dynamic_model.addEquationsForVar();
502	506
503		if (symbol_table.predeterminedNbr() > 0)
504		dynamic_model.transformPredeterminedVariables();
505
506	507	// Create auxiliary vars for Expectation operator
507	508	dynamic_model.substituteExpectation(mod_file_struct.partial_information);
508	509

+2

-2

preprocessor/src/SymbolList.cc less more

0	0	/*
1		* Copyright © 2003-2019 Dynare Team
	1	* Copyright © 2003-2020 Dynare Team
2	2	*
3	3	* This file is part of Dynare.
4	4	*

177	177	unique_symbols.push_back(it);
178	178	else
179	179	warnings << "WARNING: In " << dynare_command << ": " << it
180		<< " found more than once in symbol list. Removing all but first occurence." << endl;
	180	<< " found more than once in symbol list. Removing all but first occurrence." << endl;
181	181	symbols = unique_symbols;
182	182	}

+15

-9

scripts/dynare.el less more

87	87
88	88	;; Those keywords that makes the lexer enter the DYNARE_BLOCK start condition
89	89	;; Also include "verbatim" in this list
90		(defvar dynare-blocks
91		'("model" "steady_state_model" "initval" "endval" "histval" "shocks"
92		"shock_groups" "init2shocks" "mshocks" "estimated_params" "epilogue" "priors"
93		"estimated_params_init" "estimated_params_bounds" "osr_params_bounds"
94		"observation_trends" "optim_weights" "homotopy_setup"
95		"conditional_forecast_paths" "svar_identification" "moment_calibration"
96		"irf_calibration" "ramsey_constraints" "restrictions" "generate_irfs"
97		"verbatim")
98		"Dynare block keywords.")
	90	;; Needs to be enclosed within eval-when-compile, because this variable is
	91	;; referenced in another eval-when-compile statement in dynare-calculate-indentation
	92	(eval-when-compile
	93	(defvar dynare-blocks
	94	'("model" "steady_state_model" "initval" "endval" "histval" "shocks"
	95	"shock_groups" "init2shocks" "mshocks" "estimated_params" "epilogue" "priors"
	96	"estimated_params_init" "estimated_params_bounds" "osr_params_bounds"
	97	"observation_trends" "optim_weights" "homotopy_setup"
	98	"conditional_forecast_paths" "svar_identification" "moment_calibration"
	99	"irf_calibration" "ramsey_constraints" "restrictions" "generate_irfs"
	100	"verbatim")
	101	"Dynare block keywords."))
99	102
100	103	;; Mathematical functions and operators used in model equations (see "hand_side" in Bison file)
101	104	(defvar dynare-functions

228	231	(add-to-list 'auto-mode-alist '("\\.mod$" . dynare-mode))
229	232
230	233	(provide 'dynare)
	234
	235	;; The following line is for ELPA compatibility (in particular needed for Debian)
	236	;;; dynare.el ends here

+3

-0

tests/Makefile.am less more

99	99	optimal_policy/Ramsey/ramsey_histval.mod \
100	100	optimal_policy/Ramsey/Gali_commitment.mod \
101	101	optimal_policy/RamseyConstraints/test1.mod \
	102	optimal_policy/Ramsey/Ramsey_Example_estimation.mod \
102	103	discretionary_policy/dennis_1.mod \
103	104	discretionary_policy/dennis_1_estim.mod \
104	105	discretionary_policy/Gali_discretion.mod \

112	113	comments.mod \
113	114	histval_sto.mod \
114	115	histval_det.mod \
	116	histval_predetermined.mod \
115	117	auxiliary_variables/test1.mod \
116	118	expectations/expectation.mod \
117	119	expectations/expectation_ss.mod \

275	277	ep/rbcii.mod \
276	278	ep/linearmodel0.mod \
277	279	ep/linearmodel1.mod \
	280	stochastic_simulations/example1_noprint.mod \
278	281	stochastic-backward-models/solow_cd.mod \
279	282	stochastic-backward-models/solow_ces.mod \
280	283	stochastic-backward-models/solow_cd_with_steadystate.mod \

+3

-0

tests/Makefile.in less more

364	364	optimal_policy/Ramsey/ramsey_histval.mod \
365	365	optimal_policy/Ramsey/Gali_commitment.mod \
366	366	optimal_policy/RamseyConstraints/test1.mod \
	367	optimal_policy/Ramsey/Ramsey_Example_estimation.mod \
367	368	discretionary_policy/dennis_1.mod \
368	369	discretionary_policy/dennis_1_estim.mod \
369	370	discretionary_policy/Gali_discretion.mod \

377	378	comments.mod \
378	379	histval_sto.mod \
379	380	histval_det.mod \
	381	histval_predetermined.mod \
380	382	auxiliary_variables/test1.mod \
381	383	expectations/expectation.mod \
382	384	expectations/expectation_ss.mod \

540	542	ep/rbcii.mod \
541	543	ep/linearmodel0.mod \
542	544	ep/linearmodel1.mod \
	545	stochastic_simulations/example1_noprint.mod \
543	546	stochastic-backward-models/solow_cd.mod \
544	547	stochastic-backward-models/solow_ces.mod \
545	548	stochastic-backward-models/solow_cd_with_steadystate.mod \

+60

-0

tests/histval_predetermined.mod less more

	0	/* Check that histval and predetermined_variables interact correctly, in the
	1	case where no explicit lag appears in the model block (though lags appear
	2	implicitly via the “predetermined_variables” statement).
	3
	4	This is a regression test for preprocessor#47.
	5	*/
	6
	7	var y, c, k, a, h, b;
	8	varexo e, u;
	9
	10	predetermined_variables a b k;
	11
	12	parameters beta, rho, alpha, delta, theta, psi, tau;
	13
	14	alpha = 0.36;
	15	rho = 0.95;
	16	tau = 0.025;
	17	beta = 0.99;
	18	delta = 0.025;
	19	psi = 0;
	20	theta = 2.95;
	21
	22	phi = 0.1;
	23
	24	model;
	25	cthetah^(1+psi)=(1-alpha)*y;
	26	k(+1) = beta(((exp(b(+1))c)/(exp(b(+2))*c(+1)))
	27	(exp(b(+2))alphay(+1)+(1-delta)k(+1)));
	28	y = exp(a(+1))(k^alpha)(h^(1-alpha));
	29	k = exp(b(+1))(y-c)+(1-delta)k;
	30	a(+1) = rho*a+ e;
	31	b(+1) = rho*b+ u;
	32	end;
	33
	34	initval;
	35	y = 1.08068253095672;
	36	c = 0.80359242014163;
	37	h = 0.29175631001732;
	38	k = 11.08360443260358;
	39	a = 0;
	40	b = 0;
	41	e = 0;
	42	u = 0;
	43	end;
	44
	45	shocks;
	46	var e; stderr 0.009;
	47	var u; stderr 0.009;
	48	var e, u = phi0.0090.009;
	49	end;
	50
	51	histval;
	52	b(0) = 0.1;
	53	a(0) = 0.3;
	54	end;
	55
	56	stoch_simul(nograph, periods = 200);
	57
	58	forecast;
	59

+1

-1

tests/moments/fs2000_post_moments.mod less more

129	129
130	130	for par_iter=1:size(par.pdraws,1)
131	131	M_=set_parameters_locally(M_,par.pdraws{par_iter,1});
132		[info, oo_, options_]=stoch_simul(M_, options_, oo_, var_list_);
	132	[info, oo_, options_, M_]=stoch_simul(M_, options_, oo_, var_list_);
133	133	correlation(:,:,par_iter)=cell2mat(oo_.autocorr);
134	134	covariance(:,:,par_iter)=oo_.var;
135	135	conditional_variance_decomposition(:,:,:,par_iter)=oo_.conditional_variance_decomposition;

+249

-0

tests/optimal_policy/Ramsey/Ramsey_Example_estimation.mod less more

	0	/*
	1	* This file replicates the model studied in:
	2	* Lawrence J. Christiano, Roberto Motto and Massimo Rostagno (2007):
	3	* "Notes on Ramsey-Optimal Monetary Policy", Section 2
	4	* The paper is available at http://faculty.wcas.northwestern.edu/~lchrist/d16/d1606/ramsey.pdf
	5	*
	6	* Notes:
	7	* - This mod-files allows to simulate a simple New Keynesian Model with Rotemberg price
	8	* adjustment costs under three different monetary policy arrangements:
	9	* 1. a Taylor rule with a fixed inflation feedback coefficient alpha
	10	* -> set the Optimal_policy switch to 0
	11	* 2. a Taylor rule where the inflation feedback coefficient alpha is chosen
	12	* optimally to minimize a quadratic loss function (optimal simple rule (OSR))
	13	* -> set the Optimal_policy switch to 1 and the Ramsey switch to 0
	14	* 3. fully optimal monetary under commitment (Ramsey)
	15	* -> set the Optimal_policy switch to 1 and the Ramsey switch to 1
	16	*
	17	* - The Efficent_steady_state switch can be used to switch from an distorted steady state
	18	* due to a monopolistic distortion to one where a labor subsidy counteracts this
	19	* distortion. Note that the purely quadratic loss function in the OSR case does not capture
	20	* the full welfare losses with a distorted steady state as there would be a linear term
	21	* appearing.
	22	*
	23	* - This files shows how to use a conditional steady state file in the Ramsey case. It takes
	24	* the value of the defined instrument R as given and then computes the rest of the steady
	25	* state, including the steady state inflation rate, based on this value. The initial value
	26	* of the instrument for steady state search must then be defined in an initval-block.
	27	*
	28	* - The optim_weights in the OSR case are based on a second order approximation to the welfare function
	29	* as in Gali (2015). The relative weight between inflation and output gap volatility is essentially
	30	* given by the slope of the New Keynesian Phillips Curve. Note that the linear terms that would be
	31	* present in case of a distorted steady state need to be dropped for OSR.
	32	*
	33	* - Due to divine coincidence, the first best policy involves fully stabilizing inflation
	34	* and thereby the output gap. As a consequence, the optimal inflation feedback coefficient
	35	* in a Taylor rule would be infinity. The OSR command therefore estimates it to be at the
	36	* upper bound defined via osr_params_bounds.
	37	*
	38	* - The mod-file also allows to conduct estimation under Ramsey policy by setting the
	39	* Estimation_under_Ramsey switch to 1.
	40	*
	41	* This implementation was written by Johannes Pfeifer.
	42	*
	43	* If you spot mistakes, email me at jpfeifer@gmx.de
	44	*
	45	* Please note that the following copyright notice only applies to this Dynare
	46	* implementation of the model.
	47	*/
	48
	49	/*
	50	* Copyright (C) 2019 Dynare Team
	51	*
	52	* This is free software: you can redistribute it and/or modify
	53	* it under the terms of the GNU General Public License as published by
	54	* the Free Software Foundation, either version 3 of the License, or
	55	* (at your option) any later version.
	56	*
	57	* It is distributed in the hope that it will be useful,
	58	* but WITHOUT ANY WARRANTY; without even the implied warranty of
	59	* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
	60	* GNU General Public License for more details.
	61	*
	62	* For a copy of the GNU General Public License,
	63	* see <http://www.gnu.org/licenses/>.
	64	*/
	65
	66	//********Define which monetary policy setup to use *********
	67
	68	@#ifndef Optimal_policy
	69	@#define Optimal_policy=1
	70	@#ifndef Ramsey
	71	@#define Ramsey=1
	72	@#endif
	73	@#endif
	74
	75	//********Define whether to use distorted steady state*********
	76
	77	@#ifndef Efficent_steady_state
	78	@#define Efficent_steady_state=0
	79	@#endif
	80
	81	@#ifndef Estimation_under_Ramsey
	82	@#define Estimation_under_Ramsey=1
	83	@#endif
	84
	85	var C $C$ (long_name='Consumption')
	86	pi $\pi$ (long_name='Gross inflation')
	87	h $h$ (long_name='hours worked')
	88	Z $Z$ (long_name='TFP')
	89	R $R$ (long_name='Net nominal interest rate')
	90	log_C ${\ln C}$ (long_name='Log Consumption')
	91	log_h ${\ln h}$ (long_name='Log hours worked')
	92	pi_ann ${\pi^{ann}}$ (long_name='Annualized net inflation')
	93	R_ann ${R^{ann}}$ (long_name='Annualized net nominal interest rate')
	94	r_real ${r^{ann,real}}$ (long_name='Annualized net real interest rate')
	95	y_nat ${y^{nat}}$ (long_name='Natural (flex price) output')
	96	y_gap ${r^{gap}}$ (long_name='Output gap')
	97	;
	98
	99	varexo epsilon ${\varepsilon}$ (long_name='TFP shock')
	100	;
	101
	102	parameters beta ${\beta}$ (long_name='discount factor')
	103	theta ${\theta}$ (long_name='substitution elasticity')
	104	tau ${\tau}$ (long_name='labor subsidy')
	105	chi ${\chi}$ (long_name='labor disutility')
	106	phi ${\phi}$ (long_name='price adjustment costs')
	107	rho ${\rho}$ (long_name='TFP autocorrelation')
	108	@# if !defined(Ramsey) \|\| Ramsey==0
	109	pi_star ${\pi^*}$ (long_name='steady state inflation')
	110	alpha ${\alpha}$ (long_name='inflation feedback Taylor rule')
	111	@# endif
	112	;
	113
	114	beta=0.99;
	115	theta=5;
	116	phi=100;
	117	rho=0.9;
	118	@# if !defined(Ramsey) \|\| Ramsey==0
	119	alpha=1.5;
	120	pi_star=1;
	121	@# endif
	122	@# if Efficent_steady_state
	123	tau=1/(theta-1);
	124	@# else
	125	tau=0;
	126	@# endif
	127	chi=1;
	128
	129	model;
	130	[name='Euler equation']
	131	1/(1+R)=betaC/(C(+1)pi(+1));
	132	[name='Firm FOC']
	133	(tau-1/(theta-1))(1-theta)+theta(chihC/(exp(Z))-1)=phi(pi-1)pi-betaphi(pi(+1)-1)*pi(+1);
	134	[name='Resource constraint']
	135	C(1+phi/2(pi-1)^2)=exp(Z)*h;
	136	[name='TFP process']
	137	Z=rho*Z(-1)+epsilon;
	138	@#if !defined(Ramsey) \|\| Ramsey==0
	139	[name='Taylor rule']
	140	R=pi_star/beta-1+alpha*(pi-pi_star);
	141	@#endif
	142	[name='Definition log consumption']
	143	log_C=log(C);
	144	[name='Definition log hours worked']
	145	log_h=log(h);
	146	[name='Definition annualized inflation rate']
	147	pi_ann=4*log(pi);
	148	[name='Definition annualized nominal interest rate']
	149	R_ann=4*R;
	150	[name='Definition annualized real interest rate']
	151	r_real=4*log((1+R)/pi(+1));
	152	[name='Definition natural output']
	153	y_nat=exp(Z)sqrt((theta-1)/theta(1+tau)/chi);
	154	[name='output gap']
	155	y_gap=log_C-log(y_nat);
	156	end;
	157
	158	steady_state_model;
	159	Z=0;
	160	@# if !defined(Ramsey) \|\| Ramsey==0
	161	R=pi_star/beta-1; %only set this if not conditional steady state file for Ramsey
	162	@# endif
	163	pi=(R+1)*beta;
	164	C=sqrt((1+1/theta((1-beta)(pi-1)pi-(tau-1/(theta-1))(1-theta)))/(chi(1+phi/2(pi-1)^2)));
	165	h=C(1+phi/2(pi-1)^2);
	166	log_C=log(C);
	167	log_h=log(h);
	168	pi_ann=4*log(pi);
	169	R_ann=4*R;
	170	r_real=4*log((1+R)/pi);
	171	y_nat=sqrt((theta-1)/theta*(1+tau)/chi);
	172	y_gap=log_C-log(y_nat);
	173	end;
	174
	175	@# if defined(Ramsey) && Ramsey==1
	176	//define initial value of instrument for Ramsey
	177	initval;
	178	R=1/beta-1;
	179	end;
	180	@# endif
	181
	182	shocks;
	183	var epsilon = 0.01^2;
	184	end;
	185
	186	@#if Optimal_policy==0
	187	//use Taylor rule
	188	stoch_simul(order=2) pi_ann log_h R_ann log_C Z r_real y_nat;
	189	@#else
	190	@# if !defined(Ramsey) \|\| Ramsey==0
	191	//use OSR Taylor rule
	192
	193	//set weights on (co-)variances for OSR
	194	optim_weights;
	195	pi theta/((theta-1)/phi);
	196	y_gap 1;
	197	end;
	198
	199	//define OSR parameters to be optimized
	200	osr_params alpha;
	201
	202	//starting value for OSR parameter
	203	alpha = 1.5;
	204
	205	//define bounds for OSR during optimization
	206	osr_params_bounds;
	207	alpha, 0, 100;
	208	end;
	209
	210	//compute OSR and provide output
	211	osr(opt_algo=9) pi_ann log_h R_ann log_C Z r_real;
	212
	213	@# else
	214	//use Ramsey optimal policy
	215
	216	//define planner objective, which corresponds to utility function of agents
	217	planner_objective log(C)-chi/2*h^2;
	218
	219	//set up Ramsey optimal policy problem with interest rate R as the instrument,...
	220	// defining the discount factor in the planner objective to be the one of private agents
	221	ramsey_model(instruments=(R),planner_discount=beta,planner_discount_latex_name=$\beta$);
	222
	223	//conduct stochastic simulations of the Ramsey problem
	224	stoch_simul(order=1,irf=20,periods=500) pi_ann log_h R_ann log_C Z r_real;
	225	evaluate_planner_objective;
	226
	227	@# if Estimation_under_Ramsey==1
	228	datatomfile('ramsey_simulation',{'log_C'})
	229
	230	estimated_params;
	231	rho,0.5,uniform_pdf, , ,0,1;
	232	end;
	233	varobs log_C;
	234
	235	estimation(datafile=ramsey_simulation,mode_compute=5,mh_nblocks=1,mh_replic=0);
	236	@# endif
	237	@# endif
	238	@# endif
	239
	240	write_latex_static_model(write_equation_tags);
	241	write_latex_dynamic_model(write_equation_tags);
	242	write_latex_original_model(write_equation_tags);
	243	write_latex_steady_state_model;
	244
	245	collect_latex_files;
	246	if system(['pdflatex -halt-on-error -interaction=batchmode ' M_.fname '_TeX_binder.tex'])
	247	error('TeX-File did not compile.')
	248	end⏎

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tests/stochastic_simulations/example1_noprint.mod less more

	0	/*
	1	* Example 1 from F. Collard (2001): "Stochastic simulations with DYNARE:
	2	* A practical guide" (see "guide.pdf" in the documentation directory).
	3	*/
	4
	5	/*
	6	* Copyright (C) 2001-2010 Dynare Team
	7	*
	8	* This file is part of Dynare.
	9	*
	10	* Dynare is free software: you can redistribute it and/or modify
	11	* it under the terms of the GNU General Public License as published by
	12	* the Free Software Foundation, either version 3 of the License, or
	13	* (at your option) any later version.
	14	*
	15	* Dynare is distributed in the hope that it will be useful,
	16	* but WITHOUT ANY WARRANTY; without even the implied warranty of
	17	* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
	18	* GNU General Public License for more details.
	19	*
	20	* You should have received a copy of the GNU General Public License
	21	* along with Dynare. If not, see <http://www.gnu.org/licenses/>.
	22	*/
	23
	24
	25	var y, c, k, a, h, b;
	26	varexo e, u;
	27
	28	parameters beta, rho, alpha, delta, theta, psi, tau;
	29
	30	alpha = -0.36; // changed "0.36" to "-0.36" to generate an error
	31	rho = 0.95;
	32	tau = 0.025;
	33	beta = 0.99;
	34	delta = 0.025;
	35	psi = 0;
	36	theta = 2.95;
	37
	38	phi = 0.1;
	39
	40	model;
	41	cthetah^(1+psi)=(1-alpha)*y;
	42	k = beta(((exp(b)c)/(exp(b(+1))*c(+1)))
	43	(exp(b(+1))alphay(+1)+(1-delta)k));
	44	y = exp(a)(k(-1)^alpha)(h^(1-alpha));
	45	k = exp(b)(y-c)+(1-delta)k(-1);
	46	a = rhoa(-1)+taub(-1) + e;
	47	b = taua(-1)+rhob(-1) + u;
	48	end;
	49
	50	initval;
	51	y = 1.08068253095672;
	52	c = 0.80359242014163;
	53	h = 0.29175631001732;
	54	k = 11.08360443260358;
	55	a = 0;
	56	b = 0;
	57	e = 0;
	58	u = 0;
	59	end;
	60
	61	shocks;
	62	var e; stderr 0.009;
	63	var u; stderr 0.009;
	64	var e, u = phi0.0090.009;
	65	end;
	66
	67	stoch_simul(noprint); // added "noprint"

+2

-2

windows/build.sh less more

4	4	# The binaries are cross compiled for Windows (32/64bits), Octave and MATLAB
5	5	# (all supported versions).
6	6
7		# Copyright © 2017-2019 Dynare Team
	7	# Copyright © 2017-2020 Dynare Team
8	8	#
9	9	# This file is part of Dynare.
10	10	#

269	269	mkdir -p "$ZIPDIR"/scripts
270	270	cp -p scripts/dynare.el "$ZIPDIR"/scripts
271	271	mkdir "$ZIPDIR"/dynare++
272		cp -pr dynare++/32-bit/ dynare++/64-bit/ "$ZIPDIR"/dynare++
	272	cp -pr dynare++/32-bit/ dynare++/64-bit/ dynare++/dynare_simul/dynare_simul.m "$ZIPDIR"/dynare++
273	273	mkdir -p "$ZIPDIR"/doc/dynare++
274	274	mkdir -p "$ZIPDIR"/doc/dynare-manual.html
275	275	cp -pr doc/manual/build/html/* "$ZIPDIR"/doc/dynare-manual.html

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windows/dynare.nsi less more

157	157	SetOutPath $INSTDIR\dynare++\64-bit
158	158	File ..\dynare++\64-bit\dynare++.exe
159	159
	160	SetOutPath $INSTDIR\dynare++
	161	File ..\dynare++\dynare_simul\dynare_simul.m
	162
160	163	SetOutPath $INSTDIR\doc\dynare++
161	164	File ..\dynare++\doc\*.pdf
162	165