源碼、講義3.2dynare變量的分類和書寫

1、3.2 Dynare變量的分類和書寫規(guī)范OutlineTypology (Dynare變量的分類)StaticPurely Forward-lookingPurely Backward-lookingMixedOrdering(變量的排序)Declaration OrderDR OrderListing Variables(如何查看當前變量DR排序)I. TypologyStatic Variable: Variable that only shows up in the model at date t, not t-1 and t+1; (M_.nstatic )Purely Forward

2、-looking: Variable that shows up at t+1 and t, not t-1; (M_.nfwrd)Purely Backward-looking : Variable that shows up at t-1 and t, not t+1; (M_.npred )Mixed :Variable that shows up at t+1, t and t-1;(M_.both)I. TypologyOne Identity:oo_.dr.npred + oo_.dr.nboth + oo_.dr.nfwrd + oo_.dr.nstatic = M_.endo_

3、nbrShow in MatlabGrowthApproximate_exp.modoo_.dr.npred + oo_.dr.nboth + oo_.dr.nfwrd + oo_.dr.nstatic = M_.endo_nbroo_.dr.npred = 2; % k, zoo_.dr.nstatic =2; % y,ioo_.dr.nfwrd = 2; % c,loo_.dr.nboth =0;M_.endo_nbr =6;I I. OrderingDeclaration Order: the order of declaration when we use the Dynare Com

4、mand var (which is reflected in M_.endo_names)DR Order: the order based on the four types variables described above, which we will call the DR-order (“DR” stands for decision rules). The order is: static, purely backward, mixed, and purely forward.Most of time, the declaration order is used, but for

5、 elements of decision rules, DR order is used.III. Listing Variables1. M_.endo_names will list all endogenous variables out in declaration order;2. M_.endo_names(oo_.dr.order_var,:): will list all endogenous variables out in DR order3. Show in Matlab: Lets run the example in section 3.1.SummaryDefinitions of Four type of variables. Every variable only fall into one