# Dynare contributions and examples

**URL:** https://forum.dynare.org/c/contributions-and-examples/7.md?page=3

[Latest](https://forum.dynare.org/latest.md) · [Categories](https://forum.dynare.org/categories.md)

**Page:** 4

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## [Codes for simple model of Gertler 2012 financial crisis](https://forum.dynare.org/t/codes-for-simple-model-of-gertler-2012-financial-crisis/4845)

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**Author:** [@leonard007](https://forum.dynare.org/u/leonard007)\
**Replies:** 10\
**Last updated:** [22 July 2015 09:35 UTC](https://forum.dynare.org/t/codes-for-simple-model-of-gertler-2012-financial-crisis/4845 "2015-07-22T09:35:40Z")

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Hey Everybody, I am a working on a new simple model of “financial crisis bank risk exposure and government financial policy” Gertler(2012) model in endowment economy. I have tried to write the codes to solve this DSGE m…

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## [Dynare code for Hirakata,Sudo and Ueda(2011) needed, Thanks](https://forum.dynare.org/t/dynare-code-for-hirakata-sudo-and-ueda-2011-needed-thanks/4840)

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**Author:** [@gangjian](https://forum.dynare.org/u/gangjian)\
**Replies:** 0\
**Last updated:** [18 July 2015 17:25 UTC](https://forum.dynare.org/t/dynare-code-for-hirakata-sudo-and-ueda-2011-needed-thanks/4840 "2015-07-18T17:25:39Z")

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Dear all, I am currently working on my thesis based on “do banking shocks matter for U.S. economy(2011)” and the deadline is coming close. But I can’t find any relevant material about its code on internet. Could anybody…

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## [New book - Dynamic Macroeconomic General Equilibrium Models](https://forum.dynare.org/t/new-book-dynamic-macroeconomic-general-equilibrium-models/4211)

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**Author:** [@Vernon\_Press](https://forum.dynare.org/u/Vernon_Press)\
**Replies:** 2\
**Last updated:** [17 July 2015 21:24 UTC](https://forum.dynare.org/t/new-book-dynamic-macroeconomic-general-equilibrium-models/4211 "2015-07-17T21:24:44Z")

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Hi, I would like to announce a new book of possible interest to the forum members. I hope this is the right place to post the announcement. Thank you. New book on introductory Dynamic CGE modelling using Dynare. Book …

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## [DYNARE relevance for macroeconomics](https://forum.dynare.org/t/dynare-relevance-for-macroeconomics/4420)

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**Author:** [@matric](https://forum.dynare.org/u/matric)\
**Replies:** 1\
**Last updated:** [17 July 2015 20:54 UTC](https://forum.dynare.org/t/dynare-relevance-for-macroeconomics/4420 "2015-07-17T20:54:49Z")

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Hi, does anybody have some quantitative idea of how important DYNARE has become for the macroeconomic profession? E.g. number of downloads by year, number of papers employing DYNARE by year? Thanks a lot. Matteo

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## [Steady state from fsolve to calculate parameters in dynare](https://forum.dynare.org/t/steady-state-from-fsolve-to-calculate-parameters-in-dynare/4824)

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**Author:** [@nk178](https://forum.dynare.org/u/nk178)\
**Replies:** 5\
**Last updated:** [14 July 2015 11:25 UTC](https://forum.dynare.org/t/steady-state-from-fsolve-to-calculate-parameters-in-dynare/4824 "2015-07-14T11:25:52Z")

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Dear all, I use fsolve to calculate the steady-state values of my model. I want to “transfer” these values to my dynare .mod file directly. However, my model is log-linearised by hand, so I know that the ss values (init…

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## [Dynare code for Jesper Linde(2009) needed](https://forum.dynare.org/t/dynare-code-for-jesper-linde-2009-needed/4796)

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**Author:** [@sevgim](https://forum.dynare.org/u/sevgim)\
**Replies:** 0\
**Last updated:** [28 June 2015 09:07 UTC](https://forum.dynare.org/t/dynare-code-for-jesper-linde-2009-needed/4796 "2015-06-28T09:07:13Z")

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Hello, is there anyone who might be able to provide me the Dynare Code for Jesper Linde´ (2009) The effects of permanent technology shocks on hours: Can the RBC-model fit the VAR evidence? Journal of Economic Dynamics & …

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## [SmetsWouters2003 model code](https://forum.dynare.org/t/smetswouters2003-model-code/2218)

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**Author:** [@mukhon](https://forum.dynare.org/u/mukhon)\
**Replies:** 7\
**Last updated:** [27 June 2015 14:27 UTC](https://forum.dynare.org/t/smetswouters2003-model-code/2218 "2015-06-27T14:27:55Z")

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Hi, all! I am tring to replicate SmetsWouters 2003 model. Please see the .mod file, filtered AWM statistics and the article. Now i get IRFs for all real endogenous variables on all shocks almost exactly as in the articl…

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## [Question about financial accelerator in soe](https://forum.dynare.org/t/question-about-financial-accelerator-in-soe/3374)

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**Author:** [@lipetty](https://forum.dynare.org/u/lipetty)\
**Replies:** 3\
**Last updated:** [26 June 2015 08:43 UTC](https://forum.dynare.org/t/question-about-financial-accelerator-in-soe/3374 "2015-06-26T08:43:10Z")

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The model is Based on BGG(1999) and Gertler (2007) External Constraints on Monetary Policy and the Financial Accelerator.but there is something wrong with dynare code I wrote,as follow: Error using print\_info (line 36) …

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## [Dynare Code for GERTLER (2007) Needed](https://forum.dynare.org/t/dynare-code-for-gertler-2007-needed/4792)

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**Author:** [@Lawyue](https://forum.dynare.org/u/Lawyue)\
**Replies:** 0\
**Last updated:** [26 June 2015 02:14 UTC](https://forum.dynare.org/t/dynare-code-for-gertler-2007-needed/4792 "2015-06-26T02:14:25Z")

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is there anyone who might be able to provide me with the Dynare Code for Gertler(2007) “External Constraints on Monetary Policy and the Financial Accelerator”? Thank you in advance! External Constraints on Monetary Poli…

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## [Approximation impact on theoretical moments](https://forum.dynare.org/t/approximation-impact-on-theoretical-moments/4775)

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**Author:** [@mricci](https://forum.dynare.org/u/mricci)\
**Replies:** 3\
**Last updated:** [25 June 2015 07:28 UTC](https://forum.dynare.org/t/approximation-impact-on-theoretical-moments/4775 "2015-06-25T07:28:45Z")

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Hi all, I am writing for the following question. While using Dynare I have noticed that working with log-linearized equations (e.g the log-linearization is operated by hand by myself) rather than Non-linear exp() equat…

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## [Zero Lower Bound in loglinearised (by hand) stochastic model](https://forum.dynare.org/t/zero-lower-bound-in-loglinearised-by-hand-stochastic-model/4780)

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**Author:** [@nk178](https://forum.dynare.org/u/nk178)\
**Replies:** 0\
**Last updated:** [22 June 2015 14:42 UTC](https://forum.dynare.org/t/zero-lower-bound-in-loglinearised-by-hand-stochastic-model/4780 "2015-06-22T14:42:14Z")

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Dear all, I am trying to impose the Zero Lower Bound condition on the nominal interest rate in a stochastic NK model with a financial intermediation sector that I have developed. I have already log-linearised by hand as…

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## [Problem with IRFs in Rabanal & Rubio-Ramirez model (2001)](https://forum.dynare.org/t/problem-with-irfs-in-rabanal-rubio-ramirez-model-2001/4772)

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**Author:** [@Sinbad](https://forum.dynare.org/u/Sinbad)\
**Replies:** 0\
**Last updated:** [17 June 2015 03:16 UTC](https://forum.dynare.org/t/problem-with-irfs-in-rabanal-rubio-ramirez-model-2001/4772 "2015-06-17T03:16:19Z")

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I used data of Japan from 1994q1:2012q4 and try to run the code of DSGE-VAR in Rabanal & Rubio-Ramirez model (2001). GDP and real wage is de-trend using HP-filter (file predata.m). The code didn’t have errors but the res…

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## [Priors](https://forum.dynare.org/t/priors/4753)

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**Author:** [@lin123](https://forum.dynare.org/u/lin123)\
**Replies:** 1\
**Last updated:** [15 June 2015 08:13 UTC](https://forum.dynare.org/t/priors/4753 "2015-06-15T08:13:46Z")

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Hello, Has any of you read authors who use “informed priors” or estimate some parameters outside the DSGE model? Thanks in advance.

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## [Dynare Code for Smets Wouters 2003 desperately needed](https://forum.dynare.org/t/dynare-code-for-smets-wouters-2003-desperately-needed/4709)

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**Author:** [@boakwa](https://forum.dynare.org/u/boakwa)\
**Replies:** 3\
**Last updated:** [8 June 2015 17:26 UTC](https://forum.dynare.org/t/dynare-code-for-smets-wouters-2003-desperately-needed/4709 "2015-06-08T17:26:10Z")

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Hi, is there anyone who might be able to provide us with the Dynare Code for the Smets Wouters paper (2003) “An estimated stochastic dynamic general equilibrium model of the Euro area”? We are running behind a deadline a…

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## [Matlb/Octave code for econometric estimator](https://forum.dynare.org/t/matlb-octave-code-for-econometric-estimator/3198)

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**Author:** [@MichaelCreel](https://forum.dynare.org/u/MichaelCreel)\
**Replies:** 1\
**Last updated:** [5 June 2015 15:00 UTC](https://forum.dynare.org/t/matlb-octave-code-for-econometric-estimator/3198 "2015-06-05T15:00:30Z")

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Attached is simple Matlab/Octave code to estimate all parameters of a small DSGE model using the “simulated Bayesian indirect likelihood” estimator discussed in the Dynare working paper “Indirect Likelihood Inference" dy…

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## [\[share\] shock contributions labels and groups](https://forum.dynare.org/t/share-shock-contributions-labels-and-groups/3091)

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**Author:** [@Vermandel](https://forum.dynare.org/u/Vermandel)\
**Replies:** 11\
**Last updated:** [2 June 2015 09:42 UTC](https://forum.dynare.org/t/share-shock-contributions-labels-and-groups/3091 "2015-06-02T09:42:19Z")

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I run a medium scale model for my thesis with a lot of shocks. I needed to group them to make the shock contribution more clear than the current way it’s showed by dynare. To do so, download attached dynare files and pu…

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## [Shock decomposition](https://forum.dynare.org/t/shock-decomposition/4716)

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**Author:** [@lin123](https://forum.dynare.org/u/lin123)\
**Replies:** 1\
**Last updated:** [25 May 2015 12:50 UTC](https://forum.dynare.org/t/shock-decomposition/4716 "2015-05-25T12:50:38Z")

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Hello, I have been working in a shock decomposition exercise, but since I am not very familiar with that, I cannot judge my results. For example, I have this results (see attachment) and I have a question Why do the in…

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## [Leads and lags in planner's objective\_policy with capital](https://forum.dynare.org/t/leads-and-lags-in-planners-objective-policy-with-capital/4696)

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**Author:** [@nk178](https://forum.dynare.org/u/nk178)\
**Replies:** 4\
**Last updated:** [20 May 2015 19:18 UTC](https://forum.dynare.org/t/leads-and-lags-in-planners-objective-policy-with-capital/4696 "2015-05-20T19:18:06Z")

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Dear all, I am trying to solve the optimal policy problem in a New Keynesian DSGE with capital accumulation. Given that capital at time t is predetermined (standard law of motion of capital), after using the linear quad…

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## [Problem with discretionary policy only](https://forum.dynare.org/t/problem-with-discretionary-policy-only/4705)

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**Author:** [@nk178](https://forum.dynare.org/u/nk178)\
**Replies:** 0\
**Last updated:** [20 May 2015 19:16 UTC](https://forum.dynare.org/t/problem-with-discretionary-policy-only/4705 "2015-05-20T19:16:13Z")

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Hi all, I am trying to compute the optimal monetary policy for a New Keynesian model with financial frictions. I derive the objective (loss) function by taking a second order approximation of households utility. Dynare…

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## [Two country model with labour adjustment costs](https://forum.dynare.org/t/two-country-model-with-labour-adjustment-costs/4704)

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**Author:** [@jd1090](https://forum.dynare.org/u/jd1090)\
**Replies:** 0\
**Last updated:** [20 May 2015 15:24 UTC](https://forum.dynare.org/t/two-country-model-with-labour-adjustment-costs/4704 "2015-05-20T15:24:33Z")

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Hi, I’m trying to run a simple two country NK model with an extension of non-linear labour adjustment costs. This is why I don’t log-linearise the model by hand and use a second order approximation in the simulation. The…

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## [Output interpretation/Oil Revenues savings](https://forum.dynare.org/t/output-interpretation-oil-revenues-savings/4680)

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**Author:** [@alfredoMX](https://forum.dynare.org/u/alfredoMX)\
**Replies:** 1\
**Last updated:** [18 May 2015 14:44 UTC](https://forum.dynare.org/t/output-interpretation-oil-revenues-savings/4680 "2015-05-18T14:44:22Z")

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Hello! I have this DSGE model triying to stablish the government´s optimal saving policy for his oil revenues. The model has two stochastic (correlated) variables: TPF (z) and Oil Revenues (IP). Seems verry clear to me …

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## [Oil revenues savings/HELP thesis](https://forum.dynare.org/t/oil-revenues-savings-help-thesis/4649)

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**Author:** [@alfredoMX](https://forum.dynare.org/u/alfredoMX)\
**Replies:** 2\
**Last updated:** [5 May 2015 00:36 UTC](https://forum.dynare.org/t/oil-revenues-savings-help-thesis/4649 "2015-05-05T00:36:04Z")

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Hi everybody I´m a undergrad figthing with his thesis wich is about how much does Mexico has to save from the oil revenues.I´m also a new user of Dynare.I was hoping that somebody with a good soul can help me giving me a…

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## [Almost running](https://forum.dynare.org/t/almost-running/3169)

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**Author:** [@15291057](https://forum.dynare.org/u/15291057)\
**Replies:** 7\
**Last updated:** [1 May 2015 19:04 UTC](https://forum.dynare.org/t/almost-running/3169 "2015-05-01T19:04:28Z")

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I get the following error message from Dynare "Warning: Matrix is close to singular or badly scaled. Results may be inaccurate. RCOND = 6.644063e-28. In dyn\_first\_order\_solver at 217 In stochastic\_solvers at 172 In…

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## [Finding Steady state of New Keynesian Model](https://forum.dynare.org/t/finding-steady-state-of-new-keynesian-model/2093)

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**Author:** [@Anh\_Nguyen](https://forum.dynare.org/u/Anh_Nguyen)\
**Replies:** 4\
**Last updated:** [28 April 2015 05:10 UTC](https://forum.dynare.org/t/finding-steady-state-of-new-keynesian-model/2093 "2015-04-28T05:10:31Z")

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I am having a problem with the steady state as follows, can anyone help me? var x infl i; varexo uis uas ui; parameters alf bet lam rho pi1 pi2; bet=0.99; rho=-ln(bet); model; x = x(+1)-alf\*(i-infl(+1)-rho)+uis; …

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## [Problem with DSGE](https://forum.dynare.org/t/problem-with-dsge/4642)

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**Author:** [@vechoque](https://forum.dynare.org/u/vechoque)\
**Replies:** 3\
**Last updated:** [25 April 2015 07:48 UTC](https://forum.dynare.org/t/problem-with-dsge/4642 "2015-04-25T07:48:07Z")

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Hi, I am a student of economics, and I’m developing a DSGE. Unfortunately I have a problem: I can not run a model in Dynare. If they were so kind to colaborarme, to find out where is the error. Add the .mod file 1.2 …

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## [Negative variable in equilibrium](https://forum.dynare.org/t/negative-variable-in-equilibrium/4646)

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**Author:** [@lin123](https://forum.dynare.org/u/lin123)\
**Replies:** 1\
**Last updated:** [24 April 2015 09:27 UTC](https://forum.dynare.org/t/negative-variable-in-equilibrium/4646 "2015-04-24T09:27:45Z")

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I have a very basc question. I have a model with two agents. One of them is a lender and has “negative debt” (let us call it d). The other one is a borrower and has positive debt (let us call it b). When Dynare simulate…

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## [Variance Decomposition](https://forum.dynare.org/t/variance-decomposition/4640)

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**Author:** [@lin123](https://forum.dynare.org/u/lin123)\
**Replies:** 1\
**Last updated:** [21 April 2015 19:55 UTC](https://forum.dynare.org/t/variance-decomposition/4640 "2015-04-21T19:55:28Z")

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Hi, I have two questions about the variance decomposition. I have calibrated and simulated a model and I obtained the variance decomposition in gamma\_{7} file. Is this the same as the information shown in Table 6 (page …

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## [Question](https://forum.dynare.org/t/question/4639)

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**Author:** [@lin123](https://forum.dynare.org/u/lin123)\
**Replies:** 1\
**Last updated:** [20 April 2015 15:55 UTC](https://forum.dynare.org/t/question/4639 "2015-04-20T15:55:28Z")

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Hello, I have simulated a DSGE for the same time and Dynare shows me a result I cannot fully understand. In the correlation matrix, it shows me there is a perfect correlation between two variables, but however, it stil…

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## [Simulated annealing in dynare](https://forum.dynare.org/t/simulated-annealing-in-dynare/817)

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**Author:** [@lombard](https://forum.dynare.org/u/lombard)\
**Replies:** 4\
**Last updated:** [17 April 2015 05:15 UTC](https://forum.dynare.org/t/simulated-annealing-in-dynare/817 "2015-04-17T05:15:19Z")

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Hi, some time ago I posted the Goffe’s simulated annealing code. I see that in version 4 the SA minimization algorithm has bee eliminated \[quote\] error(‘ESTIMATION: mode\_compute=2 option (Lester Ingber’‘s Adaptive Si…

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## [OSR: indeterminacy](https://forum.dynare.org/t/osr-indeterminacy/4592)

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**Author:** [@reubenpjacob](https://forum.dynare.org/u/reubenpjacob)\
**Replies:** 3\
**Last updated:** [14 April 2015 08:18 UTC](https://forum.dynare.org/t/osr-indeterminacy/4592 "2015-04-14T08:18:43Z")

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Hi All Is it possible that the optimal simple rules computed by dynare violate the Blanchard-Kahn determinacy conditions? Thanks Reuben

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