Tutorials, courses, guides and setup instructions on YouTube

[wmutschl]

We have evaluated the results of Dynare’s user survey. One thing that came up frequently was a wish for more tutorials and examples on all the features Dynare offers. Albeit the manual covers most of it, it is a reference but not a user guide. Note that there is an outdated user guide which we do not support anymore, and which has also several errors in it.

So we decided that a milestone of Dynare 4.7 should be better documentation and a new user guide. I am quite thankful that Johannes Pfeifer took the lead here; however, I will also post and update my teaching materials as written tutorials as well as videos online. I hope this is useful.

You can find everything on a dedicated subpage: Dynare and on my YouTube Channel.

Online Courses and Materials

You might find the following courses useful as they heavily make use of Dynare:

• Computational Macroeconomics (Willi Mutschler)
• Quantitative Macroeconomics (Willi Mutschler)

Please let me know of other courses that helped you on your journey with Dynare, so I can update the list.

Finished videos

The following videos are already online (newest are on top):

• k-order perturbation for DSGE: tensor vs matrix, Einstein summation, Faà Di Bruno, tensor unfolding
• What does it mean to numerically compute the steady-state in Dynare vs MATLAB
• Understanding Dynare’s Preprocessor OR How to manually preprocess a DSGE model (with MATLAB)
• Algebra of New Keynesian Models with Calvo price rigidities
• Quick Tour Dynare (focus on solution methods and simulations)
• New Keynesian Model: Zero-Lower-Bound and Optimal Monetary Policy in Dynare
• Method of Moments (GMM and SMM) Estimation in Dynare 4.7 and 5
• Identification Analysis of DSGE model parameters with Dynare
• New Keynesian Model: Optimal Policy in Dynare
• RBC Baseline Model in Dynare: Deterministic vs Stochastic Simulations
• RBC Baseline Model in Dynare: Simple vs Advanced Calibration using Modularization and Changing Types
• RBC Baseline Model: steady-state derivations and implementation in Dynare (with preprocessing tips)
• RBC Baseline Model Equations and Introduction to preprocessing with Dynare
• 4 methods to compute the steady state of a DSGE model in Dynare
• How to debug and report Dynare errors
• Dynare parallel on Windows: setup and example
• Dynare parallel on macOS: setup and example
• Dynare parallel on Ubuntu Linux: setup and example

There are also several videos on how to install Dynare with MATLAB or Octave on Windows, macOS and Linux.

Plan for future videos

If you want a tutorial on a specific topic, please let me know via email or in this thread.

Help is much appreciated

Of course, the video most likely will contain errors, so I’d appreciate if you let me know, so I can either correct these in the description of the videos or, if it is a very severe one, remake the video. Contributions of videos or scripts are very much appreciated!

[shengan28]

Excellent. Thanks so much.

[Apica]

Please make video on calculating parameter values in Dynare.

[kofiemma]

Awesome!!! Many thanks!!!

[wmutschl]

@Apica

Please make video on calculating parameter values in Dynare.

What do you mean by this?

[Apica]

Thank you for your response.
You have given the values of the parameters(coefficients). But how can one determine those values in the first place?

Awaiting response.

Thanks

[Apica]

It is able to perform simulations of the
model given a calibration of the model parameters and is also able to estimate these parameters given a dataset.

this line in the ref manual of dynare. I meant asking you how to do the later part, that is, estimate the parameters given the dataset.

awaiting response.

[Zelnor]

Could be interesting a tutorial on Optimal Policy with the related multiple methods (OSR, LQA or Ramsey)

[Max1]

@wmutschl

Smets and Wouters (2007) with Dynare: analytical derivations, codes, simulation, and estimation

@wmutschl: If you need any support from the community in order to facilitate the production of the SW (2007) tutorial, please let me know.

[wmutschl]

Yes please, if you have any material you would like to share that be awesome, just write me an email (willi@mutschler.eu) and we can chat about that.

I am on parental leave, so production of further videos will take some time. Sorry about that.

[wmendieta]

Hi! This is great!

I think It would be nice to have a tutorial on bayesian estimation. Another topic of interest is the estimation of models containing unit roots using the diffuse kalman filter.

[Mohamed]

Excellent. Thanks so much.

[Fabio1]

please make a video installing and configuring Dynare in macOS! I have several difficulties configuring it. My Octave simply does not recognize my Dynare… I just published a new topic on that

[aymgoa]

Thank You so much

[wmutschl]

I’ve updated this thread with some completed videos and a future plan. Please keep commenting in this thread so I am aware of videos you would be interested in. Of course, the video most likely will contain errors, so I’d appreciate if you let me know, so I can either correct these in the description of the videos or, if it is a very severe one, remake the video.

Thanks!

[Mih]

Thank you a lot for your work @wmutschl and prof. Pfeifer, I mainly used your github materials / youtube videos to get started on dynare.

Nonetheless, it would be great if you could make some tutorials on bayesian estimation in dynare (from scratch: mh_replic, mode_compute, mh_jscale, etc).

Thanks a lot

[paanjii2]

this is really good post, thank you for sharing with us

[paanjii2]

Thanks so much...

[Zonda]

Thank you so much for the great tutorials.
I would like to request for a video/tutorial on implementing an endogenous policy regime switch via e.g. Markov Chain technique. See e.g. R. Mao et al (2023) or Davig et al (2010). I look forward to your exposition on this.