run_dynare | R Documentation |
Dynare
mod
fileUse this function to create and run Dynare
mod
file.
Use run_dynare(code="someCode",model="someModel")
if you want the Dynare
files to live in the current working directory.
Use run_dynare(run_dynare(code="someCode",model="someDirectory/someModel"))
if you want the Dynare
files to live in the path different from the current working directory (for example, someDirectory
).
run_dynare(code, model, import_log = FALSE)
code |
Object or a character string representing the set of |
model |
Object or a character string representing the name of the |
import_log |
Logical. Whether or not to import |
Set of Dynare
(open-source software for DSGE modelling) outputs
Other important functions:
DynareR
,
add_path()
,
eng_dynare()
,
import_log()
,
include_IRF()
,
run_models()
,
set_dynare_version()
,
set_octave_path()
,
write_dyn()
,
write_mod()
library(DynareR) ## Not run: DynareCodes='var y, c, k, a, h, b; varexo e, u; parameters beta, rho, alpha, delta, theta, psi, tau; alpha = 0.36; rho = 0.95; tau = 0.025; beta = 0.99; delta = 0.025; psi = 0; theta = 2.95; phi = 0.1; model; c*theta*h^(1+psi)=(1-alpha)*y; k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1))) *(exp(b(+1))*alpha*y(+1)+(1-delta)*k)); y = exp(a)*(k(-1)^alpha)*(h^(1-alpha)); k = exp(b)*(y-c)+(1-delta)*k(-1); a = rho*a(-1)+tau*b(-1) + e; b = tau*a(-1)+rho*b(-1) + u; end; initval; y = 1.08068253095672; c = 0.80359242014163; h = 0.29175631001732; k = 11.08360443260358; a = 0; b = 0; e = 0; u = 0; end; shocks; var e; stderr 0.009; var u; stderr 0.009; var e, u = phi*0.009*0.009; end; stoch_simul;' # This is "example1" of the `Dynare` example files executed in current working directory run_dynare(code=DynareCodes,model="example1",import_log=T) # import_log=T returns the `dynare` log file as a list of dataframes in an environment `dynare`, # which can be accessed using `dynare$modelName` dynare$example1 dynare$example1$correlations dynare$example1$autocorrelation[4,3] knitr::kable(dynare$example1$moments,format='pandoc') # This is "example1" of the `Dynare` example files executed in "DynareR/run_dynare/" folder run_dynare(code=DynareCodes,model="DynareR/run_dynare/example1") ## End(Not run)
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