Questions tagged [dynare]
Dynare is a software for handling a wide array of economic models, with specific focus on dynamic stochastic general equilibrium (DSGE) and overlapping generations (OLG) models
7 questions with no upvoted or accepted answers
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Solving Rational Expectation Models Linear vs. Nonlinear
Since I am coding some linear New Keynesian models in python and solving them under rational expectations (using the method of undetermined coefficients/linear time iteration), I was wondering whether ...
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Consumption smoothing in RBC Model
I have the following inter temporal utility function:
$U(t)=(\frac{s(t)}{1-\sigma})(c_t/c_{t-1}^\gamma)^{(1-\sigma)} - \chi*h(t)$
where $h(t)$ is the hours worked.
I know that gamma is responsible ...
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2
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Running Dynare from Matlab
I am new to Dynare++ and I have really quick question I cannot seem to find the answer too.
What is the difference between these two commands and why is the output different?
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1
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Help me understand the shock process in this DSGE model
I'm looking at the model proposed in Hansen2020.
The not linearized model features a shock equation looking like this:
$A_t = \bar{A}*e^{\epsilon_t}$ , where $\bar{A}$ is the steady state of $A_t$ and ...
1
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Monthly vs quarterly calibration of models
I'm struggling with moving from a quarterly calibration of a baseline NK model to the corresponding monthly calibration, so that IRFs give the same results with the appropriate timing.
What are the ...
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1
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How call a function outside of .Mod file of Dynare? (using Command Prompt of MATLAB)
How we can call a function (for example dynare_sensitivity();) in command prompt of MATLAB not in .Mod file of Dynare? I can see ...
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Generalized method of moments in Dynare
I am new to dynare. I am trying to replicate the calibration of the paper 'Structural transformation and aggregate productivity' by Margarida Duarte and Diego Restuccia. (Picture attached)
In this ...
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