很多研究都是从线性化开始的,而且都是手动求解一阶条件,然后输入dynare的mod文件中,然后进行参数估计等分析。
手动线性化耗时耗力,而且容易出错,我一直不鼓励这么做,但除非必须如此。dynare可以一阶求解,使用order=1即可完成,无需手动。既然dynare能够一阶求解,为什么dynare不能直接给出一阶条件呢?也就是说直接将一阶条件显示出来给大家看呢?这样岂不是非常高效率吗?
Stéphane给出了答案:
Dynare does not provide this. In principle it would be possible to do that, since Dynare computes the Jacobian matrix of the model analytically. But this jacobian has to be evaluated at the steady state to write the log-linear (or linear) approximation of the model. Even if we have a closed form expression for the steady state, the evaluation of the Jacobian matrix is done numerically by Dynare. Using this matrix to write the log-linear approximation we would obtain equations with numbers for the elasticities, instead of functions of the parameters, and that would not be very useful.
更多请参考:https://forum.dynare.org/t/makin ... n-of-my-model/12591


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