dynare-model-language

This is a Visual Studio Code extension for the Dynare model language. It provides syntax highlighting for the Dynare model language.

Release Notes

0.3.0

• PR #1: Allow for macro directives in blocks, additional keywords. Thank you @JohannesPfeifer for the contribution!

0.2.1

Added support for whitespace after the @# preprocessor directive.

0.2.0

Improved syntax highlighting for:

• string literals,
• Dynare blocks,
• Dynare statements in blocks

0.1.1

Added support for preprocessor blocks and updated the list of highlighted keywords:

• bvar_density
• bvar_forecast
• bvar_irf
• calib_smoother
• calibration
• chain
• change_type
• check
• coeff
• coefficients
• compilation_setup
• conditional_forecast
• conditional_forecast_paths
• constant_simulation_length
• data
• deterministic_trends
• diagonal_only
• discretionary_policy
• dsample
• duration
• dynare_sensitivity
• dynasave
• dynatype
• end
• endval
• equations
• estimated_params
• estimated_params_bounds
• estimated_params_init
• estimated_params_remove
• estimation
• evaluate_planner_objective
• exclusion
• extended_path
• external_function
• filter_initial_state
• filtered_theoretical_moments_grid
• forecast
• generate_irfs
• heterogeneity_dimension
• heteroskedastic_shocks
• histval
• histval_file
• homotopy_setup
• identification
• init2shocks
• initial_condition_decomposition
• initval
• initval_file
• irf_calibration
• irf_plot_threshold
• lag
• learnt_in
• load_params_and_steady_state
• log_trend_var
• lower_cholesky
• markov_switching
• matched_irfs
• matched_irfs_weights
• matched_moments
• method_of_moments
• mh_initialize_from_previous_mcmc
• mh_initialize_from_previous_mcmc_directory
• mh_initialize_from_previous_mcmc_prior
• mh_initialize_from_previous_mcmc_record
• mh_recover
• model_comparison
• model_diagnostics
• model_info
• model_local_variable
• model_options
• model_remove
• model_replace
• moment_calibration
• ms_compute_mdd
• ms_compute_probabilities
• ms_estimation
• ms_forecast
• ms_irf
• ms_simulation
• ms_variance_decomposition
• mshocks
• no_homotopy
• number_of_lags
• number_of_regimes
• observation_trends
• occbin_constraints
• occbin_graph
• occbin_setup
• occbin_solver
• occbin_write_regimes
• optim_weights
• osr
• osr_params
• osr_params_bounds
• overwrite
• pac_model
• pac_target_info
• parameters
• particle_filter_options
• perfect_foresight_setup
• perfect_foresight_solver
• perfect_foresight_with_expectation_errors_setup
• perfect_foresight_with_expectation_errors_solver
• planner_discount
• planner_discount_latex_name
• planner_objective
• plot_conditional_forecast
• plot_shock_decomposition
• predetermined_variables
• priors
• qz_criterium
• qz_zero_threshold
• ramsey_constraints
• ramsey_model
• ramsey_policy
• realtime_shock_decomposition
• resid
• rplot
• save_params_and_steady_state
• sbvar
• sensitivity
• series
• set_time
• shock_decomposition
• shock_groups
• shocks
• simul
• simul_replic
• simul_seed
• smoother2histval
• squeeze_shock_decomposition
• stderr_multiples
• steady
• stoch_simul
• structural
• svar
• svar_global_identification_check
• svar_identification
• time_shift
• trend_component_model
• trend_var
• unit_root_vars
• upper_cholesky
• var
• var_expectation_model
• var_model
• var_remove
• varexo
• varexo_det
• varexobs
• variances
• varobs
• write_latex_dynamic_model
• write_latex_original_model
• write_latex_static_model
• write_latex_steady_state_model
• xls_range
• xls_sheet

0.1.0

Initial release, with support for the following Dynare model language keywords:

• var
• varexo
• varexo_det
• trend_var
• log_trend_var
• predetermined_variables
• parameters
• model_local_variable
• heterogeneity_dimension
• model_info
• estimation
• set_time
• data
• varobs
• varexobs
• unit_root_vars
• rplot
• osr_params
• osr
• dynatype
• dynasave
• model_comparison
• change_type
• load_params_and_steady_state
• save_params_and_steady_state
• write_latex_dynamic_model
• write_latex_static_model
• write_latex_original_model
• write_latex_steady_state_model
• steady
• check
• simul
• stoch_simul
• var_model
• trend_component_model
• var_expectation_model
• pac_model
• dsample
• planner_objective
• ramsey_model
• ramsey_policy
• evaluate_planner_objective
• occbin_setup
• occbin_solver
• occbin_write_regimes
• occbin_graph
• discretionary_policy
• identification
• bvar_density
• bvar_forecast
• bvar_irf
• sensitivity
• dynare_sensitivity
• initval_file
• histval_file
• forecast
• shock_decomposition
• realtime_shock_decomposition
• plot_shock_decomposition
• initial_condition_decomposition
• squeeze_shock_decomposition
• sbvar
• ms_estimation
• ms_simulation
• ms_compute_mdd
• ms_compute_probabilities
• ms_forecast
• ms_irf
• ms_variance_decomposition
• conditional_forecast
• plot_conditional_forecast
• method_of_moments
• markov_switching
• svar
• svar_global_identification_check
• external_function
• calib_smoother
• model_diagnostics
• extended_path
• smoother2histval
• perfect_foresight_setup
• perfect_foresight_solver
• perfect_foresight_with_expectation_errors_setup
• perfect_foresight_with_expectation_errors_solver
• compilation_setup
• AIM_SOLVER
• ANALYTIC_DERIVATION
• ANALYTIC_DERIVATION_MODE
• AR
• POSTERIOR_SAMPLING_METHOD
• BALANCED_GROWTH_TEST_TOL
• BAYESIAN_IRF
• BETA_PDF
• BLOCK
• USE_CALIBRATION
• SILENT_OPTIMIZER
• BVAR_DENSITY
• BVAR_FORECAST
• BVAR_IRF
• NODECOMPOSITION
• DR_DISPLAY_TOL
• HUGE_NUMBER
• FIG_NAME
• WRITE_XLS
• BVAR_PRIOR_DECAY
• BVAR_PRIOR_FLAT
• BVAR_PRIOR_LAMBDA
• INTERACTIVE
• SCREEN_SHOCKS
• STEADYSTATE
• BVAR_PRIOR_MU
• BVAR_PRIOR_OMEGA
• BVAR_PRIOR_TAU
• BVAR_PRIOR_TRAIN
• DETAIL_PLOT
• TYPE
• BVAR_REPLIC
• BYTECODE
• ALL_VALUES_REQUIRED
• PROPOSAL_DISTRIBUTION
• REALTIME
• VINTAGE
• CALIB_SMOOTHER
• CHANGE_TYPE
• CHECK
• CONDITIONAL_FORECAST
• CONDITIONAL_FORECAST_PATHS
• CONF_SIG
• CONSTANT
• CONTROLLED_VAREXO
• CORR
• CUTOFF
• CYCLE_REDUCTION
• LOGARITHMIC_REDUCTION
• COMMA
• CONSIDER_ALL_ENDOGENOUS
• CONSIDER_ALL_ENDOGENOUS_AND_AUXILIARY
• CONSIDER_ONLY_OBSERVED
• INITIAL_CONDITION_DECOMPOSITION
• DATAFILE
• FILE
• SERIES
• DOUBLING
• DR_CYCLE_REDUCTION_TOL
• DR_CYCLE_REDUCTION_MAXITER
• DR_LOGARITHMIC_REDUCTION_TOL
• DR_LOGARITHMIC_REDUCTION_MAXITER
• DR_ALGO
• DROP
• DSAMPLE
• DYNASAVE
• DYNATYPE
• CALIBRATION
• DIFFERENTIATE_FORWARD_VARS
• END
• ENDVAL
• EQUAL
• ESTIMATION
• ESTIMATED_PARAMS
• ESTIMATED_PARAMS_BOUNDS
• ESTIMATED_PARAMS_INIT
• EXTENDED_PATH
• ENDOGENOUS_PRIOR
• EXPRESSION
• FILENAME
• DIRNAME
• FILTER_STEP_AHEAD
• FILTERED_VARS
• FIRST_OBS
• FIRST_SIMULATION_PERIOD
• LAST_SIMULATION_PERIOD
• LAST_OBS
• SET_TIME
• OSR_PARAMS_BOUNDS
• KEEP_KALMAN_ALGO_IF_SINGULARITY_IS_DETECTED
• FALSE
• FLOAT_NUMBER
• DATE
• DEFAULT
• FIXED_POINT
• FLIP
• OPT_ALGO
• COMPILATION_SETUP
• COMPILER
• ADD_FLAGS
• SUBSTITUTE_FLAGS
• ADD_LIBS
• SUBSTITUTE_LIBS
• FORECAST
• K_ORDER_SOLVER
• INSTRUMENTS
• SHIFT
• MEAN
• STDEV
• VARIANCE
• MODE
• INTERVAL
• SHAPE
• DOMAINN
• GAMMA_PDF
• GRAPH
• GRAPH_FORMAT
• CONDITIONAL_VARIANCE_DECOMPOSITION
• NOCHECK
• STD
• HISTVAL
• HISTVAL_FILE
• HOMOTOPY_SETUP
• HOMOTOPY_MODE
• HOMOTOPY_STEPS
• HOMOTOPY_FORCE_CONTINUE
• HP_FILTER
• HP_NGRID
• FILTERED_THEORETICAL_MOMENTS_GRID
• HYBRID
• ONE_SIDED_HP_FILTER
• IDENTIFICATION
• INF_CONSTANT
• INITVAL
• INITVAL_FILE
• BOUNDS
• JSCALE
• INIT
• INFILE
• INVARS
• INT_NUMBER
• CONDITIONAL_LIKELIHOOD
• INV_GAMMA_PDF
• INV_GAMMA1_PDF
• INV_GAMMA2_PDF
• IRF
• IRF_SHOCKS
• IRF_PLOT_THRESHOLD
• IRF_CALIBRATION
• FAST_KALMAN_FILTER
• KALMAN_ALGO
• KALMAN_TOL
• DIFFUSE_KALMAN_TOL
• SCHUR_VEC_TOL
• SUBSAMPLES
• OPTIONS
• TOLF
• TOLX
• PLOT_INIT_DATE
• PLOT_END_DATE
• LAPLACE
• LIK_INIT
• LINEAR
• LINEAR_DECOMPOSITION
• LOAD_IDENT_FILES
• LOAD_MH_FILE
• LOAD_RESULTS_AFTER_LOAD_MH
• LOAD_PARAMS_AND_STEADY_STATE
• LOGLINEAR
• LOGDATA
• LYAPUNOV
• LINEAR_APPROXIMATION
• LYAPUNOV_COMPLEX_THRESHOLD
• LYAPUNOV_FIXED_POINT_TOL
• LYAPUNOV_DOUBLING_TOL
• LOG_DEFLATOR
• LOG_TREND_VAR
• LOG_GROWTH_FACTOR
• MATCHED_MOMENTS
• MARKOWITZ
• MARGINAL_DENSITY
• MAX
• MAXIT
• MH_CONF_SIG
• MH_DROP
• MH_INIT_SCALE
• MH_INIT_SCALE_FACTOR
• MH_JSCALE
• MH_TUNE_JSCALE
• MH_TUNE_GUESS
• MH_POSTERIOR_MODE_ESTIMATION
• MH_NBLOCKS
• MH_REPLIC
• MH_RECOVER
• MH_INITIALIZE_FROM_PREVIOUS_MCMC
• MH_INITIALIZE_FROM_PREVIOUS_MCMC_DIRECTORY
• MH_INITIALIZE_FROM_PREVIOUS_MCMC_RECORD
• MH_INITIALIZE_FROM_PREVIOUS_MCMC_PRIOR
• POSTERIOR_MAX_SUBSAMPLE_DRAWS
• MIN
• MINIMAL_SOLVING_PERIODS
• MODE_CHECK
• MODE_CHECK_NEIGHBOURHOOD_SIZE
• MODE_CHECK_SYMMETRIC_PLOTS
• MODE_CHECK_NUMBER_OF_POINTS
• MODE_COMPUTE
• MODE_FILE
• MODEL
• MODEL_COMPARISON
• MODEL_INFO
• MSHOCKS
• ABS
• SIGN
• MODEL_DIAGNOSTICS
• MODIFIEDHARMONICMEAN
• MOMENTS_VARENDO
• CONTEMPORANEOUS_CORRELATION
• DIFFUSE_FILTER
• SUB_DRAWS
• TAPER_STEPS
• GEWEKE_INTERVAL
• RAFTERY_LEWIS_QRS
• RAFTERY_LEWIS_DIAGNOSTICS
• BROOKS_GELMAN_PLOTROWS
• MCMC_JUMPING_COVARIANCE
• MOMENT_CALIBRATION
• NUMBER_OF_PARTICLES
• RESAMPLING
• SYSTEMATIC
• GENERIC
• RESAMPLING_THRESHOLD
• RESAMPLING_METHOD
• KITAGAWA
• STRATIFIED
• SMOOTH
• CPF_WEIGHTS
• AMISANOTRISTANI
• MURRAYJONESPARSLOW
• WRITE_EQUATION_TAGS
• FILTER_INITIAL_STATE
• NONLINEAR_FILTER_INITIALIZATION
• FILTER_ALGORITHM
• PROPOSAL_APPROXIMATION
• CUBATURE
• UNSCENTED
• MONTECARLO
• DISTRIBUTION_APPROXIMATION
• NAME
• USE_PENALIZED_OBJECTIVE_FOR_HESSIAN
• INIT_STATE
• FAST_REALTIME
• RESCALE_PREDICTION_ERROR_COVARIANCE
• GENERATE_IRFS
• NAN_CONSTANT
• NO_STATIC
• NOBS
• NOCONSTANT
• NODISPLAY
• NOCORR
• NODIAGNOSTIC
• NOFUNCTIONS
• NO_HOMOTOPY
• NOGRAPH
• POSTERIOR_NOGRAPH
• POSTERIOR_GRAPH
• NOMOMENTS
• NOMODELSUMMARY
• NOPRINT
• NORMAL_PDF
• SAVE_DRAWS
• MODEL_NAME
• STDERR_MULTIPLES
• DIAGONAL_ONLY
• DETERMINISTIC_TRENDS
• OBSERVATION_TRENDS
• OPTIM
• OPTIM_WEIGHTS
• ORDER
• OSR
• OSR_PARAMS
• MAX_DIM_COVA_GROUP
• ADVANCED
• OUTFILE
• OUTVARS
• OVERWRITE
• DISCOUNT
• PARALLEL_LOCAL_FILES
• PARAMETERS
• PARAMETER_SET
• PARTIAL_INFORMATION
• PERIODS
• PERIOD
• PLANNER_OBJECTIVE
• PLOT_CONDITIONAL_FORECAST
• PLOT_PRIORS
• PREFILTER
• PRESAMPLE
• PERFECT_FORESIGHT_SETUP
• PERFECT_FORESIGHT_SOLVER
• NO_POSTERIOR_KERNEL_DENSITY
• FUNCTION
• PERFECT_FORESIGHT_WITH_EXPECTATION_ERRORS_SETUP
• PERFECT_FORESIGHT_WITH_EXPECTATION_ERRORS_SOLVER
• PRINT
• PRIOR_MC
• PRIOR_TRUNC
• PRIOR_MODE
• PRIOR_MEAN
• POSTERIOR_MODE
• POSTERIOR_MEAN
• POSTERIOR_MEDIAN
• MLE_MODE
• PRUNING
• PARTICLE_FILTER_OPTIONS
• QUOTED_STRING
• QZ_CRITERIUM
• QZ_ZERO_THRESHOLD
• DSGE_VAR
• DSGE_VARLAG
• DSGE_PRIOR_WEIGHT
• TRUNCATE
• PIPE_E
• PIPE_X
• PIPE_P
• RELATIVE_IRF
• REPLIC
• SIMUL_REPLIC
• RPLOT
• SAVE_PARAMS_AND_STEADY_STATE
• PARAMETER_UNCERTAINTY
• TARGETS
• SHOCKS
• HETEROSKEDASTIC_SHOCKS
• SHOCK_DECOMPOSITION
• SHOCK_GROUPS
• USE_SHOCK_GROUPS
• SIMUL
• SIMUL_ALGO
• SIMUL_SEED
• ENDOGENOUS_TERMINAL_PERIOD
• SMOOTHER
• SMOOTHER2HISTVAL
• SQUARE_ROOT_SOLVER
• STACK_SOLVE_ALGO
• STEADY_STATE_MODEL
• SOLVE_ALGO
• SOLVER_PERIODS
• ROBUST_LIN_SOLVE
• STDERR
• STEADY
• STOCH_SIMUL
• REGIMES
• REGIME
• REALTIME_SHOCK_DECOMPOSITION
• CONDITIONAL
• UNCONDITIONAL
• TEX
• RAMSEY_MODEL
• RAMSEY_POLICY
• RAMSEY_CONSTRAINTS
• PLANNER_DISCOUNT
• PLANNER_DISCOUNT_LATEX_NAME
• DISCRETIONARY_POLICY
• DISCRETIONARY_TOL
• EVALUATE_PLANNER_OBJECTIVE
• OCCBIN_SETUP
• OCCBIN_SOLVER
• OCCBIN_WRITE_REGIMES
• OCCBIN_GRAPH
• SIMUL_MAXIT
• LIKELIHOOD_MAXIT
• SMOOTHER_MAXIT
• SIMUL_PERIODS
• LIKELIHOOD_PERIODS
• SMOOTHER_PERIODS
• SIMUL_CURB_RETRENCH
• LIKELIHOOD_CURB_RETRENCH
• SMOOTHER_CURB_RETRENCH
• SIMUL_CHECK_AHEAD_PERIODS
• SIMUL_MAX_CHECK_AHEAD_PERIODS
• SIMUL_RESET_CHECK_AHEAD_PERIODS
• LIKELIHOOD_CHECK_AHEAD_PERIODS
• LIKELIHOOD_MAX_CHECK_AHEAD_PERIODS
• SMOOTHER_CHECK_AHEAD_PERIODS
• SMOOTHER_MAX_CHECK_AHEAD_PERIODS
• SIMUL_DEBUG
• SMOOTHER_DEBUG
• SIMUL_PERIODIC_SOLUTION
• LIKELIHOOD_PERIODIC_SOLUTION
• SMOOTHER_PERIODIC_SOLUTION
• LIKELIHOOD_INVERSION_FILTER
• SMOOTHER_INVERSION_FILTER
• FILTER_USE_RELEXATION
• LIKELIHOOD_PIECEWISE_KALMAN_FILTER
• SMOOTHER_PIECEWISE_KALMAN_FILTER
• LIKELIHOOD_MAX_KALMAN_ITERATIONS
• TRUE
• BIND
• RELAX
• ERROR_BIND
• ERROR_RELAX
• UNIFORM_PDF
• UNIT_ROOT_VARS
• USE_DLL
• USEAUTOCORR
• GSA_SAMPLE_FILE
• USE_UNIVARIATE_FILTERS_IF_SINGULARITY_IS_DETECTED
• VALUES
• SCALES
• VAR
• VAREXO
• VAREXO_DET
• VARIABLE
• VAROBS
• VAREXOBS
• PREDETERMINED_VARIABLES
• VAR_EXPECTATION
• VAR_EXPECTATION_MODEL
• PLOT_SHOCK_DECOMPOSITION
• MODEL_LOCAL_VARIABLE
• WRITE_LATEX_DYNAMIC_MODEL
• WRITE_LATEX_STATIC_MODEL
• WRITE_LATEX_ORIGINAL_MODEL
• WRITE_LATEX_STEADY_STATE_MODEL
• XLS_SHEET
• XLS_RANGE
• LMMCP
• BANDPASS_FILTER
• COLORMAP
• VAR_MODEL
• PAC_MODEL
• QOQ
• YOY
• AOA
• PAC_EXPECTATION
• TREND_COMPONENT_MODEL