2023 Jun 7
Solving DSGE models with first-order perturbation: what Dynare does
In this video tutorial we have an in-depth look at first-order perturbation techniques.
In this video tutorial we have an in-depth look at first-order perturbation techniques.
We cover deterministic simulations in DSGE models also known as perfect foresight simulations and how one can do this in Dynare.
This video is a didactic reference and in-depth review of k-order perturbation.
This is a Zoom recording (hope the quality is still okay) of a session on Dynare’s preprocessor and what it actually does.
What is the underlying objective function and what does it mean to use numerical optimization techniques when computing the steady-state? This is illustrated by the RBC model, preprocessed manually in MATLAB and using different optimization methods.
This tutorial covers the math of deriving the nonlinear model equations of a basic New Keynesian model with a linear production function and nominal price rigidities a la Calvo.
A quick and rough introduction to Dynare on MATLAB with a focus on solution and simulation methods.
A quick tutorial on MATLAB and the most important features that one uses in Macroeconomics or for Dynare.
This is a quick video tutorial for macOS Big Sur on how to compile Dynare from the git source. The installation is done on an Apple Silicon M1 Macbook Air.
This is a quick video tutorial for macOS Big Sur on how to (1) install MATLAB R2021a, (2) install Dynare 4.6.4, (3) add the path of Dynare to MATLAB and (4) test if everything is working. The installation is done on an Apple Silicon M1 Macbook Air.
This is a quick video tutorial for Windows 10 on how to (1) install MATLAB R2021a, (2) install Dynare 4.6.4, (3) add the path of Dynare to MATLAB and (4) test if everything is working.
This is a quick video tutorial for macOS Big Sur on how to (1) use Homebrew to install Octave 6.2.0 and Dynare 4.6.4, (2) add the path of Dynare to Octave and (3) test if everything is working. The installation is done on an Apple Silicon M1 Macbook Air.
This is a quick video tutorial for Windows 10 on how to (1) install GNU Octave 6.2.0, (2) install Dynare 4.6.4, (3) add the path of Dynare to Octave and (4) test if everything is working.
In this quick tutorial, I will cover the necessary steps to run dynare parallel for (i) Windows, (ii) macOS, and (iii) Ubuntu Linux (which should also work on other Linux distributions).
In this tutorial we will discuss four different ways to compute the steady-state of a DSGE model in Dynare.
Lecture notes and problem set used in the session on identification at the “Course on Identification and Global Sensitivity Analysis 2020” in Ispra, Italy.
Recordings, lecture notes and problem set used in the session on identification at the “Dynare Summer School 2021”.
This is a quick video tutorial for macOS Big Sur on how to install MATLAB using Rosetta 2 on an Apple Silicon M1 Macbook Air running Big Sur.
Recordings and lecture notes used in the session on Method-of-Moments estimation at the “Dynare Summer School 2021”.
In this video I focus on Optimal Policy in the baseline New Keynesian model and discuss concepts like the Divine Coincidence, Indeterminacy, Taylor Principle, Optimal Policy under Commitment, Optimal Policy under Discretion, Simple Implementable Rules and how to compare different policy regimes.
In this video I will show you how to incorporate the Zero Lower Bound on nominal interest rates in the canonical New Keynesian model with Dynare.
How to derive the model equations of the baseline Real Business Cycle model and introduce Dynare’s preprocessor.
In this video I focus on simulations and discuss the difference between the deterministic and stochastic model framework of Dynare.
How to calibrate the parameters of the RBC model in a sophisticated way using Dynare’s preprocessing capabilities.
How to compute the steady-state of the RBC model both analytically and numerically, with preprocessing tips.
This tutorial covers the theory and derivations of the Real-Business-Cycle (RBC) model with leisure.
A quick tutorial on how to proceed in case there is an error in the MATLAB routines of Dynare.