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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