A note on minimality in Dynare

Alessandro Saccal

MPRA Paper from University Library of Munich, Germany

Abstract: Since January 2014 this note and a manuscript entailing it have shown that the syntactic implication ‘Minimal linear time invariant state space representations if Dynare’ is false, with consequences on the vector autoregression representations of the states in the outputs. In 2020 the Dynare team materially adopted the remedy of reducing its representations to minimal ones, as this note and the manuscript entailing it had been suggesting. The interested Dynare user must still manually reduce the representation to minimality.

Keywords: Dynare; minimality; state space. (search for similar items in EconPapers)
JEL-codes: C02 C32 (search for similar items in EconPapers)
Date: 2020-10-18
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