JohannesPfeifer / DynareExamples

Geek Repo:Geek Repo

Github PK Tool:Github PK Tool

Dynare examples

Table of Contents

ramstexample1example2example3fs2000example3example3example3example3example3

ramst.mod Open in MATLAB Online

An elementary real business cycle (RBC) model, simulated in a deterministic setup.

cd ./models/ramst
dynare ramst.mod

example1.mod Open in MATLAB Online

An example of a small RBC model in a stochastic setup, presented in Collard (2001) (see the file guide.pdf which comes with Dynare).

cd ./models/example1
dynare example1.mod

example2.mod Open in MATLAB Online

An example of a small RBC model in a stochastic setup, presented in Collard (2001) (see the file guide.pdf which comes with Dynare).

cd ./models/example2
dynare example2.mod

example3.mod Open in MATLAB Online

A small RBC model in a stochastic setup, presented in Collard (2001). The steady state is solved analytically using the steady_state_model block (see steady_state_model).

cd ./models/example3
dynare example3.mod

fs2000.mod Open in MATLAB Online

A cash in advance model, estimated by Schorfheide (2000). The file shows how to use Dynare for estimation.

cd models\fs2000
dynare fs2000.mod

fs2000_nonstationary.mod Open in MATLAB Online

The same model than fs2000.mod, but written in non-stationary form. Detrending of the equations is done by Dynare.

cd models\fs2000_nonstationary
dynare fs2000_nonstationary.mod

bkk.mod

Multi-country RBC model with time to build, presented in Backus, Kehoe and Kydland (1992). The file shows how to use Dynare’s macro processor.

cd ./models/bkk
dynare bkk.mod

agtrend.mod

Small open economy RBC model with shocks to the growth trend, presented in Aguiar and Gopinath (2004).

cd ./models/agtrend
dynare agtrend.mod

Gali_2015.mod

Basic New Keynesian model of Galí (2015), Chapter 3 showing how to i) use “system prior”-type prior restrictions as in Andrle and Plašil (2018) and ii) run prior/posterior-functions.

cd ./models/Gali_2015/
dynare Gali_2015.mod

NK_baseline.mod

Baseline New Keynesian Model estimated in Fernández-Villaverde (2010). It demonstrates how to use an explicit steady state file to update parameters and call a numerical solver.

cd ./models/NK_baseline
dynare NK_baseline.mod

Occbin_example.mod

RBC model with two occasionally binding constraints. Demonstrates how to set up Occbin.

cd ./models/Occbin
dynare Occbin_example.mod

Ramsey_Example.mod

File demonstrating how to conduct optimal policy experiments in a simple New Keynesian model either under commitment (Ramsey) or using optimal simple rules (OSR)

cd ./models/Ramsey_Example/
dynare Ramsey_example.mod

Ramsey_steady_file.mod

File demonstrating how to conduct optimal policy experiments in a simple New Keynesian model under commitment (Ramsey) with a user-defined conditional steady state file

cd ./models/Ramsey_steady_file/
dynare Ramsey_steady_file.mod

About


Languages

Language:AMPL 75.9%Language:MATLAB 23.7%Language:Objective-C 0.5%