Minimum number of state variables in dynare++

Dynare++
1

Hi,

How do I check the state variables in a model, in dynare++? Say I want to know the dimension of the state space (the rank should be invariant to how to define the state space)

I am aware of the command dyn_state_vars, But, it listed all predetermined vars, shocks, and all forward-looking variables.

The command dyn_npred only reports the number – no names so that I couldn’t check them one by one. As a result, I couldn’t calculate the minimum number of state variables.

I know that the state variables are different, depending on how you define the state space. But the rank of the state space should be the same, right? If it is, is it possible to find the rank of the state space through dynare++?

Thanks!

2

Is there a reason you cannot use Dynare?

3

dynare++ is for calculating equity premium.

But for obtaining the dimension of state space alone, is there an easier way to resolve this problem in dynare? Thanks

4

I don’t see why you cannot do that in Dynare. There, the decision rules will show the state space.

5

Would you provide some guidance on how to find the “rank” of the state space?

I am looking into oo_.dr. and am trying to find the information on this, but there does not seem to be information telling me what the rank of state space is. I thought the dimension of oo_.dr.kstate is the number of exogenous shocks? Thanks

6

You may want to have a look at https://github.com/JohannesPfeifer/DSGE_mod/blob/master/FV_et_al_2007/ABCD_test.m and https://github.com/JohannesPfeifer/DSGE_mod/blob/master/FV_et_al_2007/FV_et_al_2007_ABCD.mod