DYNARE
所属分类:Windows编程
开发工具:Others
文件大小:32KB
下载次数:3
上传日期:2015-07-24 03:52:22
上 传 者:
tokohashi
说明: Gauss library for DYNARE econometrics
文件列表:
DYNARE\DYNARE.SRC (32033, 2011-07-11)
DYNARE\DYNARE.SRC.txt (32033, 2011-07-11)
DYNARE\DYNARE1.SRC (18466, 2011-07-11)
DYNARE\dynare_link.txt (198, 2011-07-11)
DYNARE\EEA.TEX (21837, 2011-07-11)
DYNARE\MANUAL.TEX (16337, 2011-07-11)
DYNARE\RAMST.MDL (411, 2011-07-11)
DYNARE\RAMST1.MDL (523, 2011-07-11)
DYNARE (0, 2011-07-11)
DYNARE, a program for the resolution of non-linear models with forward
looking variables
version 1.2 3/31/95
Michel Juillard
Cepremap, Paris
juillard@cepremap.msh-paris.fr
We just released a new version of DYNARE. It is a program to simulate
non-linear dynamic models with lag and lead variables. It uses a direct
Newton-Raphson algorithm, proposed a few years ago by J.P. Laffargue.
By taking into account the special structure of the Jacobian matrix, it can
be applied to large models without prohibitive storage requirements.
DYNARE is written in GAUSS and includes a parser which let the researcher
write the model in standard modelling language. It requires GAUSS version 3
and the NLSYS optional package distributed by Aptech. DYNARE itself is free
software, available for public non-commercial use, and can be obtained at
ftp.msh-paris.fr /pub/cepremap/dynare.zip
(It is also contained in the GAUSS source code archive.)
The program is provided without performance guarantees.
Please cite the program if it is used in your research.
Content of dynare.zip
readme.txt this file
manual.dvi documentation in TeX dvi format
eea.dvi a paper explaining the algorithm, given at the EEA
Conference, March 17-19, in New York
dynare.txt the first Gauss library
dynare1.txt the second Gauss library
ramst.mdl an example with a productivity shock of Ramsey's model
ramst1.mdl an example of transition phase with Ramsey's model
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