Dynare: Reference Manual Version 4

By S. Adjemian, Houtan Bastani, Michel Juillard, F. Karamé, Junior Maih, Ferhat Mihoubi, George Perendia, Johannes Pfeifer, Marco Ratto, Sébastien Villemot. 2011

580 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/37d2c272b70052a4898606b8d65a1bbec121ecec

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Citations in the corpus

Uncertainty Shocks in a Model of Effective Demand (2011, unknown): “To solve the baseline model, we use the Dynare software package developed by Adjemian et al. (2011). Dynare computes the rational expectations solution to the model using thirdorder Taylor series approximation around the deterministic steady state of the model.”
Bayesian inference on structural impulse response functions (2019, unknown): “3 (Adjemian et al., 2011).”
What Can the Data Tell Us About the Equilibrium Real Interest Rate (2015, unknown): “All my estimation procedures use Dynare (Adjemian et al. 2011).”
GHG Emissions Control and Monetary Policy (2017, background): “fr/dynare/ and Adjemian et al. (2010) (14)For further details, see the Technical Appendix available from the authors upon request.”
A generalized approach to indeterminacy in linear rational expectations models (2017, methodology): “Importantly, the proposed method can be easily implemented to study indeterminacy in standard software packages, such as Dynare (Adjemian et al., 2011) and Sims’(2001) code Gensys.”
OccBin: A Toolkit for Solving Dynamic Models With Occasionally Binding Constraints Easily (2015, methodology): “1 We offer a library of numerical routines, OccBin, that implements the algorithm and is compatible with Dynare, a convenient and popular modeling environment (Adjemian et al. 2011). Second, we present a systematic assessment of the quality of the piecewise linear perturbation method relative to a v”
Efficient Perturbation Methods for Solving Regime-Switching DSGE Models (2015, unknown): “This is the type of notation used for instance in Adjemian et al. (2011). Some solution methods for constant-parameter DSGE models (e.”
Dynare add-on for "Solving DSGE Models with a Nonlinear Moving Average" (2013, methodology): “…varying components will be composed of terms of lower order,which are necessarily constants (terms in the given moments and derivatives with respect toσ only) or products of stable recursions 18As is the case in Dynare, see Adjemian, Bastani, Juillard, Mihoubi, Perendia, Ratto, and Villemot (2011).”