Hello all,
I've recently been messing with dynare, and noticed that since we
support octave via gretl's "foreign" apparatus, we basically get
dynare support for free.
In light of that I've added support for dynare ".mod" files: you can
open a .mod file in gretl's script editor, and send it for execution
via octave by clicking the gear-wheel ("Run") button.
(I should point out: If you have happen to have matlab installed,
you should be able to get matlab + dynare support in gretl by going
to /Tools/Preferences/General/Programs and entering the appropriate
matlab path, or executable name, in the box titled "Path to octave
executable".)
Anyway, the ability to execute a dynare .mod file via octave or
matlab from gretl's script editor is really just for the sake of
completeness. For anyone interested in substantive interaction
between gretl and dynare the more interesting workflow is likely to
be of this sort:
* Write a hansl script that calls octave/matlab using the "foreign"
apparatus. Within the foreign block you can have octave/matlab call
dynare and store results that you'd like to share with gretl.
* Still within the gretl "foreign" block, make results available to
gretl by using the gretl_export() function.
* Back in gretl, read results from octave/matlab/dynare and analyse
them or compare them with natively generated results.
In case anyone is interested, I've put a couple of relevant files in
http://users.wfu.edu/cottrell/ramsey/
* gr_dynare.inp : gretl/hansl driver script
* gr_ramsey.mod : dynare model file called by the above
You can open both of these in current gretl. Running the first may
be of interest. I'm not going to try to explain the motivation, it
would take too long, but if you're familiar with the Ramsey growth
model it might be apparent.
Brief word to the wise: I'd like to know, if you're heading for the
Golden Rule steady state "from below", is there any advantage in
respecting the Euler equation as opposed to just saving at the
steady-state Golden Rule rate from the start (given a CRRA utility
function with parameter sigma = 2): the answer appears to be Yes.
Allin
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