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* This file implements a simple RBC model with additively separable utility and TFP news calibrated to US data. It shows how
* to generate IRFs to a "pure" news shock where an 8 period anticipated news shock does not materialize at time 0.
* This is the type of policy experiment that is for example performed in Beaudry Portier (2004): An exploration
* into Pigou�s theory of cycles, Journal of Monetary Economics 51, pp. 1183�1216.
* This is done using Dynare's simult_ function, which can be used to simulate time series given the decision rules. This capability
* can be useful if user's want to use a particular shock series (e.g. truncated normal, historical smoothed shocks etc.)
* Note that having two exactly offsetting shocks from continuous distributions to keep the exogenous variable constant
* is a 0 probability event for the agents of the model.
* Moreover, this mod-file shows how to use Dynare's capacities to generate TeX-files of the model equations. If you want to see the model
* equations belonging to this mod-file, run it using Dynare and then use a TeX-editor to compile the TeX-files generated.
* This implementation was written by Johannes Pfeifer. In case you spot mistakes,
* email me at email@example.com
* This mod-file uses variable substitution to perform a log-linearization of the model. All variables,
* except for the interest rate (which is already in percent), are put in exp() for this purpose.
I’m studying this mod file, but I find that some functions and variables in it can’t be found in the manual, such as m_ maximum_ lag、simult_ wait. I want to ask if there is a file that contains the introduction of all functions and variables of dynare.
M_.maximum_lags stores the maximum number of lags in Dynare’s internal representation and therefore indicates when the actual simulations start.
simult_-functions header is explained at
matlab/simult_.m · master · Dynare / dynare · GitLab