Dynare Forum

Topic	Replies	Views	Activity
20th Dynare conference Info Dear all, We are pleased to announce that the next Dynare conference will be held in person in Ottawa, Canada on 2-3 June 2026. The conference is organized by the Bank of Canada together with DSGE-net, and the Dynare …	1	72	11 January 2026
What is the difference and reason of the model when the loan income takes Rt-1Dt-1 or RtDt-1 when setting the banker part in Iacoviello(2014)？ Replication Attempts	10	369	24 January 2026
Issues with replication of Erceg & Levin (2003) Replication Attempts	3	45	24 January 2026
Help with Blanchard & Kahn conditions are not satisfied: indeterminacy due to rank failure Stochastic simulations	1	11	24 January 2026
Measurement equations issuee ML/Bayesian estimation	1	14	24 January 2026
Sensivity analysis Identification/Sensitivity	2	15	24 January 2026
Steady State Solved, but System has a Unit Root Stochastic simulations	3	19	24 January 2026
Seek help fixing Blanchard and Kahn condition: no stable equilibrium please Stochastic simulations	3	24	24 January 2026
Taylor rule problem Stochastic simulations	1	22	23 January 2026
Calibration & steady state Steady state	28	293	23 January 2026
IRF matching with gaps SMM/GMM/IRF-Matching	2	30	22 January 2026
Diagnosing the DSGE model estimation results Stochastic simulations	1	39	22 January 2026
GIRF for Asymmetric effects General DSGE Modeling	2	17	22 January 2026
Block decomposition failure with change_type() in Dynare 6 Steady state	9	74	19 January 2026
Generalized Schur (QZ) error coding Stochastic simulations	1	15	19 January 2026
Singularity problem—about production function General DSGE Modeling	1	19	19 January 2026
Galí, López-Salido & Vallés (2007): Blanchard Kahn conditions are not satisfied: indeterminacy Stochastic simulations	4	398	18 January 2026
Marginal likelihood code ML/Bayesian estimation	5	701	18 January 2026
Issues replicating Galí (2007) (Heterogenous agents & Government spending) Replication Attempts	27	2216	16 January 2026
Blanchard & Kahn conditions for less forward-looking variable(s) Stochastic simulations	4	48	13 January 2026
Issues replicating Chilean Ministry of Finance Semi-Structural Multivariate Filter (FMV) for Output Gap – Hessian not positive definite Semistructural Modeling	1	19	13 January 2026
Beginner: Generalised Schur (QZ) Decomposition Failed Stochastic simulations	6	39	13 January 2026
Reproducing Annicchiarico & Di Dio (2015, JEEM) Environmental DSGE Model issue Replication Attempts	6	90	10 January 2026
Controlling IRF output in Dynare with many variables and shocks Dynare Julia	1	25	9 January 2026
Some problems with welfare analysis Optimal Policy	1	22	9 January 2026
Random starting points for mode-finding ML/Bayesian estimation	96	814	7 January 2026
Second order linearization does not generate IRFS Stochastic simulations	2	25	6 January 2026
Attempt to replicate Smets and Wouters (2024) Replication Attempts	0	24	5 January 2026
Solving the transition path of bank runs Perfect foresight simulations	4	47	4 January 2026
Bayesian DSGE Estimation Example in Julia Dynare Julia	2	83	29 December 2025

20th Dynare conference

Dear all, We are pleased to announce that the next Dynare conference will be held in person in Ottawa, Canada on 2-3 June 2026. The conference is organized by the Bank of Canada together with DSGE-net, and the Dynare …