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DynareTransformationEngine

A set of mod files for automatically transforming variables into logs or logits as appropriate, and for adding similarly transformed AR(1) shock processes.

Compare example_original.mod (not using the engine) and example.mod (using the engine) to see basic usage.

For leads greater than 1, insert: @#define MaximumLead = 2 at the top of your MOD file and then use ..._LEAD2, ..._LEAD3, etc.

For lags greater than 1, insert: @#define MaximumLag = 2 at the top of your MOD file and then use ...LAG2, ...LAG3, etc.

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A set of mod files for automatically transforming variables and adding shocks. See Example.mod for sample usage.

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