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Introduction

In practice, the simulation process is done in two steps: in the first one, the model and the processing instructions written by the user in a model file are interpreted and the proper GAUSS, MATLAB or SCILAB instructions are generated; in the second step, the program actually computes the simulation. Both steps are triggered by a single keyword: dynare.

Software requirements

This version of Dynare works only under Windows 95/98/NT/2000. For a Unix version, please, write me.

The Gauss version of Dynare has been written with Gauss version 3.2. It most likely doesn't work with previous versions.

The Matlab version has been written with Matlab 6.5.

The Scilab version has been tested with Scilab 2.6 and 2.7 (CVS 7/30/2002).

Installation

In case of update from a previous version, it is a good idea to copy the old version in a backup directory so as to be able to revert to it in case of problems. None of the previous files are usefull anymore, so you are strongly encouraged to remove them from directory c:\dynare.

Unpack the zip file in the directory c:\ (If you want to use another directory, see below). The Gauss version in automatically installed in c:\dynare\gauss, the Matlab version in c:\dynare\matlab and the Scilab version in c:\dynare\scilab.

Installing the GAUSS version

If you had any previous version of Dynare, use the Gauss editor or any text editor to remove all references to it from the library file user.lcg.

After unpacking the archive, start the Gauss program and type the following:

   library pgraph
   lib user c:\dynare\gauss\dynare.src
   lib user c:\dynare\gauss\dynare1.src
   lib user c:\dynare\gauss\dynare2.src
   lib user c:\dynare\gauss\dynare3.src

If you installed Dynare for Gauss in a directory different from c:\dynare\gauss, change the above instructions accordingly and edit the following line in dynare.src

declare string PARSER = "c:\\dynare\\gauss\dynare_g ";

Installing the Matlab version

After unpacking the archive, start the Matlab program and use the menu File/Set path to add c:\dynare\matlab to the list of your paths.

If you installed Dynare for Matlab in a directory different from c:\dynare\matlab, change the above instructions accordingly and edit the following line in dynare.m

command = ['c:\dynare\matlab\dynare_m ' x];

Installing the Scilab version

In the top directory of your Scilab distribution (identified by the presence of the scilab.star file), create a file scilab.ini containing

load('c:/dynare/scilab/lib');
or add this lines to your scilab.ini file if it already exists. Alternatively, the line can be added to the file scilab.star, after similar statements. This second solution has the advantage of keeping access to Dynare even after the command clear.

If you installed Dynare for Scilab in a directory different from c:\dynare\scilab, change the above instructions accordingly and edit the following line in dynare.sci

command = 'c:\dynare\scilab\dynare_s '+fname;
Then, restart Scilab and run the command uplib().

Executing Dynare

dynare filename[.mod] Command
dynare executes instruction included in filename.mod. filename.mod is the name of the model file containing the model and the processing instructions.

In Gauss, dynare creates an intermediary file <filename>.gau with the instructions for the simulations. The Gauss version still accepts the former .mdl extension, but it is now deprecated.

In Matlab, dynare creates three intermediary files:

  • <filename>.m with the instructions for the simulations
  • <filename>_ff.m with the dynamic model equations
  • <filename>_fff.m with the long run static model equations

In Scilab, dynare creates three intermediary files:

  • <filename>.sci with the instructions for the simulations
  • <filename>_ff.sci with the dynamic model equations
  • <filename>_fff.sci with the long run static model equations

These files may be looked at to understand errors reported at the simulation stage.

Examples

dynare ramst
or
dynare ramst.mod