DYNARE homepage

Dynare is a pre--processor and a collection of GAUSS, MATLAB or Scilab routines which solve non--linear models with forward looking variables. It is the result of research carried at CEPREMAP by several people (see Laffargue, 1990, Boucekkine, 1995, and Juillard, 1996, Collard and Juillard 2001, 2001b). Although it can be put to other use, Dynare has been built in order to study the transitory dynamics of non--linear models with consistent expectations.

For deterministic simulations, Dynare uses a Newton--type algorithm, first proposed by Laffargue (1990), instead of a first order technique like the one proposed by Fair and Taylor (1983), and used in earlier generation simulation programs. We believe this approach to be in general both faster and more robust. The details of the algorithm used in Dynare can be found in Juillard (1996).

In a stochastic context, Dynare computes one or several simulations corresponding to a random draw of the shocks. Starting with version 2.3 (available currently only for Matlab), Dynare uses a second order Taylor approximation of the expectation functions (see Judd, 1992, Collard and Juillard, 2001a, 2001b and Schmitt--Grohe and Uribe, 2002).

There is a new testing version for Dynare including a module for estimation (Bayesian and maximum likelihood) of DSGE models. Follow this link to the testing version web page.

NEW: Fellowship at IPSC, Joint Research Center of the European Commission at Ispra, Italy

DOCUMENTATION

MAILING LIST

You can subscribe to a mailing list dealing with DYNARE questions at

http://pythie.cepremap.cnrs.fr/mailman/listinfo/dynare

DOWNLOAD

These are preliminary versions, please forgive, but report, any error.
  1. Toolboxes
    Plateform Version Date Download
    Matlab 2.6.1.7 02/03/2004 dyn_mat_0203.zip
    Scilab 2.5.0.5 03/02/2003 dyn_sci_0302.zip Not all features described in the manual are yet included
    Gauss 2.1.1.3 01/20/2003 dyn_gau_0120.zip
  2. Sources
    Program Version Date Download Comments
    Parser 2.6.1 05/30/2003 parser_0530.zip Source code for parser
    mjdgges.dll 1.0 09/23/2001 mjdgges_0923.zip Matlab dll for LAPACK dgges

Previous versions

For any question or bug report michel.juillard@cepremap.cnrs.fr

INSTALLATION

In case of update from a previous version, it is a good idea to copy the old version in a backup directory so as to be able to revert to it in case of problems. None of the previous files are usefull anymore, so you are strongly encouraged to remove them from directory c:\dynare. Unpack the zip file in the directory c:\ (If you want to use another directory, see below). The Gauss version in automatically installed in c:\dynare\gauss, the Matlab version in c:\dynare\matlab and the Scilab version in c:\dynare\scilab.

Installing the GAUSS version

If you had any previous version of Dynare, use the Gauss editor or any text editor to remove all references to it from the library file @file{user.lcg}. After unpacking the archive, start the Gauss program and type the following:
library pgraph
lib user c:\dynare\gauss\dynare.src
lib user c:\dynare\gauss\dynare1.src
lib user c:\dynare\gauss\dynare2.src
lib user c:\dynare\gauss\dynare3.src
If you installed Dynare for Gauss in a directory different from c:\dynare\gauss, change the above instructions accordingly and edit the following line in dynare.src
declare string PARSER = "c:\\dynare\\gauss\dynare_g ";

Installing the Matlab version

After unpacking the archive, start the Matlab program and use the menu File/Set path to add c:\dynare\matlab to the list of your paths. If you don't have a good reason to do otherwise, you should add it to the TOP of your pathin order to avoid other functions with the same name to interfer with DYNARE operation. If you installed Dynare for Matlab in a directory different from c:\dynare\matlab, change the above instructions accordingly and edit the following line in dynare.m
command = ['c:\dynare\matlab\dynare_m ' x];

Installing the Scilab version

In the top directory of your Scilab distribution (identified by the presence of the scilab.star file), create a file scilab.ini containing load('c:/dynare/scilab/lib');
or add this lines to your scilab.ini file if it already exists. Alternatively, the line can be added to the file scilab.star, after similar statements. This second solution has the advantage of keeping access to Dynare even after the command clear. If you installed Dynare for Scilab in a directory different from c:\dynare\scilab, change the above instructions accordingly and edit the following line in dynare.sci
command = 'c:\dynare\scilab\dynare_s '+fname;
Then, restart Scilab and run the command uplib(), provided by Dynare.

Examples

Some example models are put in directory \dynare\examples

In order to run the examples or all other model, you have first to change directory to the correct one, then to run dynare:

For Matlab

cd c:\dynare\examples
dynare example1

For Scilab

chdir c:\dynare\examples
dynare example1

For Gauss

chdir c:\dynare\examples
dynare ramst

Documentation

CHANGES

THANKS

DYNARE has benefited of the help of many people. Fabrice Collard helped me develop the stochastic simulation version. Guillaume Vandenbroucke contributed the first Matlab version of Dynare. Raouf Boucekkine, Jean-Pierre Laffargue et Pierre Malgrange have been at the origin of the project and supportive since then. CEPREMAP is the institutional home sheltering the development of DYNARE and providing for its material needs.

updated 05/27/2003 M.J.