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Retrieving the state-space representation from Dynare
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Autores
Orientador(es)
Resumo(s)
How is it possible to recover the state-space representation after solving a DSGE model
in Dynare? This note presents how to simulate impulse-response functions and the
dynamics of a system after a series of exogenous shocks after solving the model with
Dynare. I present a step-by-step framework and apply it to a simple Real Business Cycles
model and a basic New Keynesian model. Nevertheless, the same structure can be used
in large DSGE models.
Descrição
Palavras-chave
DSGE Dynare State-Space
Contexto Educativo
Citação
Costa-Filho, João (2022). "Retrieving the state-space representation from Dynare". REM Working paper series, nº 0245/2022
Editora
ISEG - REM - Research in Economics and Mathematics