Retrieving the state-space representation from Dynare

Detalhes bibliográficos
Autor(a) principal: Costa-Filho, João
Data de Publicação: 2022
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10400.5/25575
Resumo: How is it possible to recover the state-space representation after solving a DSGE model in Dynare? This note presents how to simulate impulse-response functions and the dynamics of a system after a series of exogenous shocks after solving the model with Dynare. I present a step-by-step framework and apply it to a simple Real Business Cycles model and a basic New Keynesian model. Nevertheless, the same structure can be used in large DSGE models.
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spelling Retrieving the state-space representation from DynareDSGEDynareState-SpaceHow is it possible to recover the state-space representation after solving a DSGE model in Dynare? This note presents how to simulate impulse-response functions and the dynamics of a system after a series of exogenous shocks after solving the model with Dynare. I present a step-by-step framework and apply it to a simple Real Business Cycles model and a basic New Keynesian model. Nevertheless, the same structure can be used in large DSGE models.ISEG - REM - Research in Economics and MathematicsRepositório da Universidade de LisboaCosta-Filho, João2022-09-22T09:09:42Z2022-092022-09-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/10400.5/25575engCosta-Filho, João (2022). "Retrieving the state-space representation from Dynare". REM Working paper series, nº 0245/20222184-108Xinfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-03-06T14:55:08Zoai:www.repository.utl.pt:10400.5/25575Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T17:09:24.755156Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Retrieving the state-space representation from Dynare
title Retrieving the state-space representation from Dynare
spellingShingle Retrieving the state-space representation from Dynare
Costa-Filho, João
DSGE
Dynare
State-Space
title_short Retrieving the state-space representation from Dynare
title_full Retrieving the state-space representation from Dynare
title_fullStr Retrieving the state-space representation from Dynare
title_full_unstemmed Retrieving the state-space representation from Dynare
title_sort Retrieving the state-space representation from Dynare
author Costa-Filho, João
author_facet Costa-Filho, João
author_role author
dc.contributor.none.fl_str_mv Repositório da Universidade de Lisboa
dc.contributor.author.fl_str_mv Costa-Filho, João
dc.subject.por.fl_str_mv DSGE
Dynare
State-Space
topic DSGE
Dynare
State-Space
description How is it possible to recover the state-space representation after solving a DSGE model in Dynare? This note presents how to simulate impulse-response functions and the dynamics of a system after a series of exogenous shocks after solving the model with Dynare. I present a step-by-step framework and apply it to a simple Real Business Cycles model and a basic New Keynesian model. Nevertheless, the same structure can be used in large DSGE models.
publishDate 2022
dc.date.none.fl_str_mv 2022-09-22T09:09:42Z
2022-09
2022-09-01T00:00:00Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10400.5/25575
url http://hdl.handle.net/10400.5/25575
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv Costa-Filho, João (2022). "Retrieving the state-space representation from Dynare". REM Working paper series, nº 0245/2022
2184-108X
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv ISEG - REM - Research in Economics and Mathematics
publisher.none.fl_str_mv ISEG - REM - Research in Economics and Mathematics
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
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repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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