Publicação
Retrieving the state-space representation from Dynare
| dc.contributor.author | Costa-Filho, João | |
| dc.date.accessioned | 2022-09-22T09:09:42Z | |
| dc.date.available | 2022-09-22T09:09:42Z | |
| dc.date.issued | 2022-09 | |
| dc.description.abstract | 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. | pt_PT |
| dc.description.version | info:eu-repo/semantics/publishedVersion | pt_PT |
| dc.identifier.citation | Costa-Filho, João (2022). "Retrieving the state-space representation from Dynare". REM Working paper series, nº 0245/2022 | pt_PT |
| dc.identifier.issn | 2184-108X | |
| dc.identifier.uri | http://hdl.handle.net/10400.5/25575 | |
| dc.language.iso | eng | pt_PT |
| dc.peerreviewed | yes | pt_PT |
| dc.publisher | ISEG - REM - Research in Economics and Mathematics | pt_PT |
| dc.relation | Markups, Fluctuations, and Financial Frictions | |
| dc.relation.ispartofseries | REM Working paper series;nº 0245/2022 | |
| dc.relation.publisherversion | https://rem.rc.iseg.ulisboa.pt/wps/pdf/REM_WP_0245_2022.pdf | pt_PT |
| dc.subject | DSGE | pt_PT |
| dc.subject | Dynare | pt_PT |
| dc.subject | State-Space | pt_PT |
| dc.title | Retrieving the state-space representation from Dynare | pt_PT |
| dc.type | working paper | |
| dspace.entity.type | Publication | |
| oaire.awardNumber | PTDC/EGE-ECO/28814/2017 | |
| oaire.awardTitle | Markups, Fluctuations, and Financial Frictions | |
| oaire.awardURI | info:eu-repo/grantAgreement/FCT/3599-PPCDT/PTDC%2FEGE-ECO%2F28814%2F2017/PT | |
| oaire.fundingStream | 3599-PPCDT | |
| project.funder.identifier | http://doi.org/10.13039/501100001871 | |
| project.funder.name | Fundação para a Ciência e a Tecnologia | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | workingPaper | pt_PT |
| relation.isProjectOfPublication | 6f28215c-8e97-429b-be2b-1036cfabfb2c | |
| relation.isProjectOfPublication.latestForDiscovery | 6f28215c-8e97-429b-be2b-1036cfabfb2c |