Retrieving the state-space representation from Dynare

João Costa-Filho
Authors registered in the RePEc Author Service: João Ricardo Mendes Gonçalves Costa Filho

No 2022/0245, Working Papers REM from ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa

Abstract: 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.

Keywords: DSGE; Dynare; State-Space (search for similar items in EconPapers)
JEL-codes: C61 C63 (search for similar items in EconPapers)
Date: 2022-09
New Economics Papers: this item is included in nep-dge
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