Do Dynare.jl support user defined steady state files?

Dynare Julia
1

I’m trying to transport codes on matlab to Julia, and my mod file is accompanied with a steady state file.
The document of Dynare.jl had not mentioned support on such approach, nor did examples in its test directory used such approach.
So I wonder if I can run my model with Dynare.jl with my steady state file reweitten into a Julia function.

2

Most likely not. Can you use a steady_state_model block instead?

3

I’ve not tried that on the matlab version, and I don’t think steady_state_model will work for it, as the model I had is quite large in state dimension.
The large dimension makes the code slow, and even impossible to run when the dimension increase further with extra settings to the model, and that’s also a reason for me to try Dynare.jl

4
  1. The steady_state_model block is considerably faster than the usual steady state file.
  2. Have you tried the use_dll option to speed up the code?
5

The complexity of my model makes it hard for bulit in optimizers of dynare to find the steady state, that’s why I used a custom steady state file.
The use_dll option is not known to me before, and I will try it on my matlab codes, thanks for the suggestion.

6

The example3.mod in the examples folder shows how to call a numerical solver within that steady_state_model block. But that may not work in Julia.

7

The Julia version of example3.mod did not call a outside function, that happen in example3.mod attached with the matlab version.
I’ve tried implementing such structure with Dynare.jl, but it did not work as you think.
The issue is far more frustrating than I originally thought, I can’t call any value or function created before running @dynare xxx.mod, and using Julia function like readdlm within the mod file just gives an error, therefore I found no way for the mod file to interact with any other things that I can use in the plain Julia environment.
I also raised it as an issue on github, see Need ways to interact with Julia within the mod file. · Issue #98 · DynareJulia/Dynare.jl · GitHub, I think the Dynare.jl deserves a better integration with Julia, any way thanks for your patience.

8

I agree that Dynare Julia needs more work, but we currently don’t have the resources for that.