Running Dynare

In order to give instructions to Dynare, the user has to write a model file whose filename extension must be .mod. This file contains the description of the model and the computing tasks required by the user. Its contents are described in The model file

Dynare invocation

Once the model file is written, Dynare is invoked using the @dynare Julia macro (with the filename of the .mod given as argument).

In practice, the handling of the model file is done in two steps: in the first one, the model and the processing instructions written by the user in a model file are interpreted and the proper Julia instructions are generated; in the second step, the program actually runs the computations. Both steps are triggered automatically by the @dynare macro:

context = @dynare "FILENAME [.mod ]" [OPTIONS... ]";

This command launches Dynare and executes the instructions included in FILENAME.mod. This user-supplied file contains the model and the processing instructions, as described in The model file. The options, listed below, can be passed on the command line, following the name of the .mod file or in the first line of the .mod file itself (see below).

Dynare begins by launching the preprocessor on the .mod file.

Options

  • debug

    Instructs the preprocessor to write some debugging information about the scanning and parsing of the .mod file.

  • notmpterms

    Instructs the preprocessor to omit temporary terms in the static and dynamic files; this generally decreases performance, but is used for debugging purposes since it makes the static and dynamic files more readable.

  • savemacro\[=FILENAME\]

    Instructs Dynare to save the intermediary file which is obtained after macro processing (see (@ref "Macro processing language")); the saved output will go in the file specified, or if no file is specified in FILENAME-macroexp.mod. See the (@ref "note on quotes") for info on passing a FILENAME argument containing spaces.

  • onlymacro

    Instructs the preprocessor to only perform the macro processing step, and stop just after. Useful for debugging purposes or for using the macro processor independently of the rest of Dynare toolbox.

  • linemacro

    Instructs the macro preprocessor include @#line directives specifying the line on which macro directives were encountered and expanded from. Only useful in conjunction with savemacro <savemacro[=FILENAME]>.

  • onlymodel

    Instructs the preprocessor to print only information about the model in the driver file; no Dynare commands (other than the shocks statement and parameter initializations) are printed and hence no computational tasks performed. The same ancillary files are created as would otherwise be created (dynamic, static files, etc.).

  • nolog

    Instructs Dynare to no create a logfile of this run in FILENAME.log. The default is to create the logfile.

  • output=second\|third

    Instructs the preprocessor to output derivatives of the dynamic model at least up to the given order.

  • language=matlab\|julia

Instructs the preprocessor to write output for MATLAB or Julia. Default: MATLAB

  • params\_derivs\_order=0\|1\|2

    When (@ref "identification"), (@ref "dynaresensitivity") (with identification), or (@ref "estimationcmd") are present, this option is used to limit the order of the derivatives with respect to the parameters that are calculated by the preprocessor. 0 means no derivatives, 1 means first derivatives, and 2 means second derivatives. Default: 2

  • transform\_unary\_ops

    Transform the following operators in the model block into auxiliary variables: exp, log, log10, cos, sin, tan, acos, asin, atan, cosh, sinh, tanh, acosh, asinh, atanh, sqrt, cbrt, abs, sign, erf. Default: no obligatory transformation

  • json = parse\|transform\|compute

    Causes the preprocessor to output a version of the .mod file in JSON format to <<M_.fname>>/model/json/. When the JSON output is created depends on the value passed. These values represent various steps of processing in the preprocessor.

    If parse is passed, the output will be written after the parsing of the .mod file to a file called FILENAME.json but before file has been checked (e.g. if there are unused exogenous in the model block, the JSON output will be created before the preprocessor exits).

If check is passed, the output will be written to a file called FILENAME.json after the model has been checked.

If transform is passed, the JSON output of the transformed model (maximum lead of 1, minimum lag of -1, expectation operators substituted, etc.) will be written to a file called FILENAME.json and the original, untransformed model will be written in FILENAME_original.json.

And if compute is passed, the output is written after the computing pass. In this case, the transformed model is written to FILENAME.json, the original model is written to FILENAME_original.json, and the dynamic and static files are written to FILENAME_dynamic.json and FILENAME_static.json.

  • jsonstdout

    Instead of writing output requested by json to files, write to standard out, i.e. to the Julia command window (and the log-file).

  • onlyjson

    Quit processing once the output requested by json has been written.

  • jsonderivsimple

    Print a simplified version (excluding variable name(s) and lag information) of the static and dynamic files in FILENAME_static.json and FILENAME_dynamic..

  • warn\_uninit

Display a warning for each variable or parameter which is not initialized. See (@ref "Parameter initialization"), or (@ref "loadparamsandsteadystate") for initialization of parameters. See (@ref "Initial and Terminal conditions"), or (@ref "loadparamsandsteadystate") for initialization of endogenous and exogenous variables.

  • nopreprocessoroutput

    Prevent Dynare from printing the output of the steps leading up to the preprocessor as well as the preprocessor output itself.

  • -DMACRO\_VARIABLE\[=MACRO\_EXPRESSION\]

    Defines a macro-variable from the command line (the same effect as using the Macro directive @#define in a model file, see (@ref "Macro processing language")). See the (@ref "note on quotes") for info on passing a MACRO_EXPRESSION argument containing spaces. Note that an expression passed on the command line can reference variables defined before it. If MACRO_EXPRESSION is omitted, the variable is assigned the true logical value.

    Example

    Call dynare with command line defines

    julia julia> @dynare <<modfile.mod>> -DA=true '-DB="A string with space"' -DC=[1,2,3] '-DD=[ i in C when i > 1 ]' -DE;

  • -I\<\<path\>\>

    Defines a path to search for files to be included by the macro processor (using the @#include command). Multiple -I flags can be passed on the command line. The paths will be searched in the order that the -I flags are passed and the first matching file will be used. The flags passed here take priority over those passed to @#includepath. See the (@ref "note on quotes") for info on passing a <<path>> argument containing spaces.

  • nostrict

    Allows Dynare to issue a warning and continue processing when

  1. there are more endogenous variables than equations.
  2. an undeclared symbol is assigned in initval or endval.
  3. an undeclared symbol is found in the model block in this case, it is automatically declared exogenous.
  4. exogenous variables were declared but not used in the model block.

  • stochastic

    Tells Dynare that the model to be solved is stochastic. If no Dynare commands related to stochastic models (stoch_simul, estimation, ...) are present in the .mod file, Dynare understands by default that the model to be solved is deterministic.

  • exclude\_eqs=\<\<equation\_tags\_to\_exclude\>\>

    Tells Dynare to exclude all equations specified by the argument. As a .mod file must have the same number of endogenous variables as equations, when ***exclude_eqs*** is passed, certain rules are followed for excluding endogenous variables. If the endogenous tag has been set for the excluded equation, the variable it specifies is excluded. Otherwise, if the left hand side of the excluded equation is an expression that contains only one endogenous variable, that variable is excluded. If neither of these conditions hold, processing stops with an error. If an endogenous variable has been excluded by the ***exclude_eqs*** option and it exists in an equation that has not been excluded, it is transformed into an exogenous variable.

    To specify which equations to exclude, you must pass the argument <<equation_tags_to_exclude>>. This argument takes either a list of equation tags specifying the equations to be excluded or a filename that contains those tags.

If <<equation_tags_to_exclude>> is a list of equation tags, it can take one of the following forms:

  1. Given a single argument, e.g. exclude_eqs=eq1, the equation with the tag [name='eq1'] will be excluded. Note that if there is a file called eq1 in the current directory, Dynare will instead try to open this and read equations to exclude from it (see info on filename argument to exclude_eqs below). Further note that if the tag value contains a space, you must use the variant specified in 2 below, i.e. exclude_eqs=[eq 1].
  2. Given two or more arguments, e.g. exclude_eqs=[eq1, eq 2], the equations with the tags [name='eq1'] and [name='eq 2'] will be excluded.
  3. If you\'d like to exclude equations based on another tag name (as opposed to the default name), you can pass the argument as either e.g. exclude_eqs=[tagname=a tag] if a single equation with tag [tagname='a tag'] is to be excluded or as e.g. exclude_eqs=[tagname=(a tag, 'a tag with a, comma')] if more than one equation with tags [tagname='a tag'] and [tagname='a tag with a, comma'] will be excluded (note the parenthesis, which are required when more than one equation is specified). Note that if the value of a tag contains a comma, it must be included inside single quotes.

If <<equation_tags_to_exclude>> is a filename, the file can take one of the following forms:

  1. One equation per line of the file, where every line represents the value passed to the name tag. e.g., a file such as: julia eq1 eq 2 would exclude equations with tags [name='eq1'] and [name='eq 2'].

  2. One equation per line of the file, where every line after the first line represents the value passed to the tag specified by the first line. e.g., a file such as: julia tagname= a tag a tag with a, comma would exclude equations with tags [tagname='a tag'] and [tagname='a tag with a, comma']. Here note that the first line must end in an equal sign.

  • include\_eqs=\<\<equation\_tags\_to\_include\>\>

    Tells Dynare to run with only those equations specified by the argument; in other words, Dynare will exclude all equations not specified by the argument. The argument <<equation_tags_to_include>> is specified in the same way as the argument to exclude_eqs <exclude_eqs>. The functionality of include_eqs is to find which equations to exclude then take actions in accord with (@ref "exclude_eqs").

  • nocommutativity

This option tells the preprocessor not to use the commutativity of addition and multiplication when looking for common subexpressions. As a consequence, when using this option, equations in various outputs (LaTeX, JSON...) will appear as the user entered them (without terms or factors swapped). Note that using this option may have a performance impact on the preprocessing stage, though it is likely to be small.

These options can be passed to the preprocessor by listing them after the name of the .mod file. They can alternatively be defined in the first line of the .mod file, this avoids typing them on the command line each time a .mod file is to be run. This line must be a Dynare one-line comment (i.e. must begin with //) and the options must be whitespace separated between --+ options: and +--. Note that any text after the +-- will be discarded. As in the command line, if an option admits a value the equal symbol must not be surrounded by spaces. For instance json = compute is not correct, and should be written json=compute. The nopathchange option cannot be specified in this way, it must be passed on the command-line.

Understanding Preprocessor Error Messages

If the preprocessor runs into an error while processing your .mod file, it will issue an error. Due to the way that a parser works, sometimes these errors can be misleading. Here, we aim to demystify these error messages.

The preprocessor issues error messages of the form:

  1. ERROR: <<file.mod>>: line A, col B: <<error message>>
  2. ERROR: <<file.mod>>: line A, cols B-C: <<error message>>
  3. ERROR: <<file.mod>>: line A, col B - line C, col D: <<error message>>

The first two errors occur on a single line, with error two spanning multiple columns. Error three spans multiple rows.

Often, the line and column numbers are precise, leading you directly to the offending syntax. Infrequently however, because of the way the parser works, this is not the case. The most common example of misleading line and column numbers (and error message for that matter) is the case of a missing semicolon, as seen in the following example:

varexo a, b
parameters c, ...;

In this case, the parser doesn't know a semicolon is missing at the end of the varexo command until it begins parsing the second line and bumps into the parameters command. This is because we allow commands to span multiple lines and, hence, the parser cannot know that the second line will not have a semicolon on it until it gets there. Once the parser begins parsing the second line, it realizes that it has encountered a keyword, parameters, which it did not expect. Hence, it throws an error of the form: ERROR: <<file.mod>>: line 2, cols 0-9: syntax error, unexpected PARAMETERS. In this case, you would simply place a semicolon at the end of line one and the parser would continue processing.