continuo 0.0.1

continuo solves continuous-time, perfect-foresight deterministic dynamic models in the spirit of Dynare. A .mod file declares the endogenous and exogenous variables, the model equations (as differential equations in continuous time, written with diff(x)), the steady state and the exogenous shock paths; the toolbox parses it, discretises the two-point boundary-value problem with a Crank–Nicolson collocation, and solves the stacked nonlinear system with Newton’s method. Anticipated changes, surprises (multi-segment beliefs) and occasionally-binding constraints are all supported through the same machinery.

The toolbox has three faces:

• the .mod surface language (the canonical input format),

• a Python API (continuo) for use in scripts and notebooks,

• a command-line wrapper continuo that reads a .mod file and writes the solved path to CSV.

This manual is the reference for all three. The Quick start shows the smallest end-to-end use; the The .mod language documents every block and built-in of the surface language; Python API is the Python reference (generated from docstrings); Worked examples is the index of the worked-out example models that ship with the source tree.

Getting started

• Installation
  • Requirements
  • From a clone
  • Optional extras
  • Verifying the install
• Quick start
  • A first model
  • From the command line
  • From Python
  • A richer example

Reference

• The .mod language
  • Declarations
  • The model block
  • The steady_state_model block
  • Initial conditions: initval and initial_guess
  • The shocks block
  • Commands
  • Expressions
  • The macroprocessor
• Python API
  • Entry points
  • The Model object
  • The Solution object
  • Exceptions
• Command-line interface
  • Synopsis
  • Positional argument
  • Options
  • Output format
  • Exit status
  • Examples
  • Programmatic equivalent
• Worked examples
  • Saddle-path models (one state + one jump)
  • Pure forward-looking models (jumps only, no state)
  • Pure initial-value problems (states only, no jump)

Indices

• Index

• Module Index

• Search Page