dynare-copilot

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A Claude Code skill that takes your macroeconomic intuition — "I want a New Keynesian model with a financial accelerator," "replicate Smets-Wouters 2007" — and turns it into a working, validated Dynare .mod file with steady state solved and IRFs in hand.

Its core job is to enforce the workflow experienced modelers follow anyway: derive first, translate second, validate incrementally — so timing errors, naming conflicts, and steady-state algebra mistakes get caught before they become wrong results. Concretely, it gives you:

• A vetted starting point, never a blank page — a built-in dual reference library (149 MMB replication models for economic structure + 89 Pfeifer examples for Dynare syntax) means every model starts from working code.
• A tool that sharpens with use — every model you finish is archived and consulted on future tasks; every bug you hit is logged with its fix, so the same trap is never debugged twice.
• Paper-ready output — every IRF is delivered as a publication-quality vector figure, ready to drop into your manuscript.

No timing pitfalls. No silent errors. No blank page.

Enjoy the world of macroeconomics.

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Contents

• Requirements
• Installation
• Update
• Uninstall
• Quick Start
• Supported Tasks
• How It Works
• Output Structure
• Repository Structure
• Advanced
• Join the Project
• Acknowledgements
• License

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Requirements

What you want to do	What you need
Let it write / edit / inspect .mod files	Only Claude Code
Run the generated .mod files yourself	Also install Dynare 7.1 + MATLAB or Octave
Let it run automatically and iterate on errors	Also install a MATLAB MCP server in VSCode

You can still use it without MATLAB: it can write models and inspect errors, but it will not run Dynare for you.

Providing the specific paper can greatly reduce response time and token usage.

🔌 New to MCP? If you've never connected MATLAB (or Stata) to Claude Code before, follow the step-by-step beginner's guide: Connecting MATLAB / Stata to Claude Code (MCP Setup Guide). It assumes zero prior setup and covers installing Claude Code, wiring up the MATLAB MCP that powers the automatic run-debug loop above, and the Stata MCP.

Installation (about 1 minute)

First install Claude Code. See the official installation guide; a common method is npm install -g @anthropic-ai/claude-code. Then:

1. In a terminal, enter any project directory and run claude to start Claude Code.

2. In the Claude Code conversation, paste the following two commands one line at a time:

   /plugin marketplace add EconSolider/dynare-copilot
   /plugin install dynare-copilot@econsolider-skills
   

   The first line registers this repository as a plugin marketplace, and the second line installs the dynare-copilot plugin.

3. Done. If typing / shows the dynare-copilot skill in the menu, the installation succeeded.

Update

To pull the latest version after installing, run these two commands in Claude Code, one line at a time:

/plugin marketplace update econsolider-skills
/plugin update dynare-copilot@econsolider-skills

The first line refreshes the marketplace metadata from the repository; the second line upgrades the installed plugin to the latest released version. Restart Claude Code if the change doesn't take effect immediately.

Enable auto-update (recommended)

Third-party marketplaces have auto-update off by default, so the two commands above are needed every time unless you turn it on. To have Claude Code refresh this marketplace and upgrade the plugin automatically at startup:

1. Run /plugin to open the plugin manager.
2. Go to the Marketplaces tab and select econsolider-skills.
3. Choose Enable auto-update.

After that, each time you start Claude Code it pulls the latest version on its own; when an update is applied you'll be prompted to run /reload-plugins. You only need to do this once.

Uninstall

To remove the plugin, run in Claude Code:

/plugin uninstall dynare-copilot@econsolider-skills

This removes the plugin while keeping the marketplace registered, so you can reinstall or update later without re-adding it.

If you installed manually (the Advanced method below), there is no plugin to uninstall — just delete the copied directory: rm -rf ~/.claude/skills/dynare-copilot (or the project-local .claude/skills/dynare-copilot/).

Quick Start

After installation, describe the task directly in Chinese or English inside Claude Code. The plugin will be enabled automatically:

• "Turn this set of FOCs into Dynare code: c^-sigma = beta*E[c(+1)^-sigma*(r(+1)+1-delta)] ..."
• "Replicate Smets-Wouters 2007 with quarterly calibration and run IRFs."
• "Add a zero lower bound on the nominal interest rate to my New Keynesian model using OccBin."
• "My mod reports Blanchard-Kahn conditions are not satisfied; help me check the timing."
• "Plot journal-quality IRFs for these variables, comparing baseline vs high-stickiness scenarios, and export them as a PDF."

You can also invoke it manually with /dynare-copilot:dynare-copilot.

The skill bundles two reference libraries under references/ — 149 MMB replication models for economic structure and 89 Pfeifer examples for Dynare syntax — plus your own growing model archive. When asked to build a model it searches these local libraries first, and only falls back to web search for paper-specific details neither covers. See How It Works for the lookup logic, and Repository Structure for what each library contains.

Supported Tasks

What you say	What it does	Dynare command
IRFs, moments, variance decomposition, "simulate this DSGE/RBC/NK"	Stochastic simulation	stoch_simul
Transition paths, permanent shocks, deterministic, perfect foresight	Perfect foresight	perfect_foresight_*
Bayesian, priors, MCMC, maximum likelihood	Estimation	estimation
GMM, SMM, simulated moments, IRF matching	Method-of-moments estimation	method_of_moments
Historical decomposition, "which shock is driving this"	Shock decomposition	shock_decomposition
Extrapolation, conditional forecasts, fan charts	Forecasting	forecast / conditional_forecast
Identifiability, sensitivity / GSA	Identification and sensitivity	identification / sensitivity
Markov switching, structural BVAR	MS-SBVAR	markov_switching / sbvar
HANK, Krusell-Smith, heterogeneous households	Heterogeneity	heterogeneity_*
Ramsey, discretion, welfare, simple rules	Optimal policy	ramsey_model / osr
ZLB / effective lower bound, collateral / borrowing constraints	Occasionally binding constraints	occbin_* / lmmcp
Multi-country, multi-sector, switching variants	Macro processor	@#define / @#if / @#for
Replicate paper X, "I want a model with feature Y", unsure whether an implementation exists	Dual local library lookup (runs first)	grep catalog.csv (structure) + catalog-code.csv (syntax) → model-archive-catalog.csv → web
Journal-quality IRF / time-series figures, export PDF paper figures, multi-scenario / multi-shock comparison	Publication-quality plotting	IRF→plot_irfs_pub.m; simulated series / transition paths→plot_series_pub.m
It does not run, BK conditions fail, steady state cannot be solved	Debugging	Diagnostic commands

How It Works

It does not write purely from memory. It follows a fixed workflow:

1. Confirm first, then write: before coding, it asks you to approve modeling choices that change equation structure, such as which agents are included, whether labor supply is homogeneous or heterogeneous, whether capital is included, and the market structure. It then produces a structured derivation file covering the optimization problems, FOCs, steady-state solution, and timing. It only writes code after you confirm. These two pauses are meant to catch mistakes before they happen, rather than reworking a large block of code afterward.

2. Incremental construction: variable declarations, equations, steady state, shocks, and experiments are written stage by stage. Each stage must work before moving to the next one.

3. Nonlinear first: by default, it writes the original nonlinear equation system and lets Dynare handle expansion, instead of manually deriving a linearized system, which is a common source of hidden mistakes.

4. Run-debug loop: when connected to MATLAB MCP, it automatically runs Dynare, reads errors, applies minimal fixes, and reruns. It consults a bundled error log (known-issues.md) of known traps first, and writes any newly solved error back — so the same trap is never debugged from scratch twice.

5. Dual local library lookup: before writing a model, it searches two separate local libraries:

   • Model reference library (catalog.csv, 149 MMB/rep-mmb models): answers "how should this economic mechanism be structured?" — FOC patterns, timing conventions, calibration.
   • Programming logic library (catalog-code.csv, 89 Johannes Pfeifer examples: 41 DSGE_mod + 48 Advanced Dynare course): answers "how do I write this Dynare block?" — command syntax, steadystate.m interface, discretionary_policy, lmmcp, welfare blocks, news shocks, higher-order methods.

   After both local libraries, it checks your personal model archive (model-archive-catalog.csv) of models built in past sessions, then falls back to web search only for paper-specific details (precise calibration targets, derivation steps) not covered by the libraries. DSGE_mod is fully bundled locally — no web fetch needed. The model archive grows automatically at the end of every modeling task — the final .mod and derivation file are archived to references/model-archive/. Linearized reference models are used only for equation content, timing, and calibration, never copied verbatim.

6. Efficient iteration on slow models: for models expensive to solve (heterogeneity / HANK, estimation, higher-order), it separates the one-time solve from cheap figure-tweaking — caching results so re-plotting, re-normalizing, and multi-model comparison (e.g. HANK vs RANK) never re-solve the model. Known analytical benchmarks are printed and checked before a figure is trusted, catching silent normalization / scaling errors.

Expand: eight hard rules R1–R8, checked line by line

#	Rule
R1	Comments must be in Chinese (or the language the user writes in); everything outside comments, including long_name, [name=], and identifiers, must be English / ASCII.
R2	Timing = decision period / end-of-period stock: state variables carry lags in the current period, and the law of motion has the end-of-period stock on the left-hand side.
R3	varexo contains only innovations; persistent AR processes are endogenous variables.
R4	Number of equations = number of endogenous variables, except ramsey_model / discretionary_policy, which has one fewer equation.
R5	Do not use the names i/inv/e/E, Dynare commands, or MATLAB function names; write Greek letters as alppha/betta/gam.
R6	In stochastic settings, do not use max/min/abs/sign/comparison operators; use OccBin for occasionally binding constraints.
R7	Every statement ends with ;, every block ends with end;, one statement per line, and parameters are assigned before use.
R8	Nonlinear first; use model(linear); only for discretionary_policy or when the paper provides only a linear system.

Output Structure

When a modeling task finishes, the working directory holds a self-contained, one-click-rerunnable set of deliverables:

<model>_derivation.md   # Derivation: optimization problems → FOCs → steady-state solution → timing (delivered for your approval before any code)
<model>.mod             # The model itself: variable/parameter declarations, equations, steady state, shocks, experiment commands
<model>_steadystate.m   # External steady-state file (only when the steady state needs a numerical solve; an analytical steady state goes in the .mod's steady_state_model block, so this file is absent)
run_<model>.m           # Run script: self-contained one-click rerun (addpath + cd + dynare + sanity check + calls the plotting script + caches oo_); change one Dynare-path line for your machine and run it
plot_irfs_pub.m         # Plotting script: publication-quality IRF (impulse response) vector figures
plot_series_pub.m       # Plotting script: time series / simulated paths / perfect-foresight transition paths
fig_*.pdf               # Publication-quality vector figures (drop straight into a paper)
<model>_oo.mat          # Cached solve results (generated by the run script; a regenerable intermediate)

Not every file appears every time — the output depends on the task:

• The derivation file is produced only for non-standard mechanisms (TANK / HANK, financial frictions, open economy, optimal policy, OccBin) or when equations need a consistency check; textbook-standard models (plain RBC, three-equation NK) skip it.
• The external steady-state file appears only when the steady state has no closed form and must be solved numerically; an analytical steady state goes straight into the .mod.
• Plotting scripts and figures are chosen by output type: IRFs call plot_irfs_pub, simulated series / transition paths call plot_series_pub; figureless tasks (pure steady-state checks, identification) skip them.
• The run script is produced by default, wiring the pieces into a one-click rerun and calling the plotting script automatically (no more running the plots by hand); if your project already has a top-level main, the solve and plotting are wired into that main rather than a new file.

On cleanup it removes only Dynare's auto-generated artifacts (+<model>/, Output/, *_results.mat, .log, ...); the deliverables above and any data you uploaded are always kept.

Repository Structure

.claude-plugin/marketplace.json     # Plugin marketplace directory
plugins/dynare-copilot/                  # Plugin
  └── .claude-plugin/plugin.json     # Plugin manifest
  └── skills/dynare-copilot/             # Bundled skill
      ├── SKILL.md                   # Main file: hard rules + task routing + main workflow
      └── references/                # Detail files loaded on demand + model catalogs + plotting & run scripts
          ├── catalog.csv            # Index of 149 MMB replication models (model structure reference)
          ├── catalog-code.csv       # Index of 89 Pfeifer examples: 41 DSGE_mod + 48 Advanced Dynare course (programming logic reference)
          ├── model-archive-catalog.csv # Index of your accumulated models (grows as you work)
          ├── known-issues.md       # Real-world bug log (symptom → cause → fix), grows via encode-back
          ├── matlab-workflow.md    # MATLAB-side workflow: decouple solve/plot, cache oo_, multi-model comparison
          ├── examples/              # 149 MMB rep-mmb replication .mod files (named by ModelID)
          ├── examples-code/         # 89 Pfeifer .mod files in 22 subfolders: 41 DSGE_mod + 48 Advanced Dynare course (Dynare_Course/, by chapter)
          └── model-archive/         # Your archived .mod files and derivation docs, built up over time
paper-candidates/                    # Candidate papers shortlisted for future inclusion (not part of the skill)

Expand: responsibilities of files under references/

File	Contents
workflow-detail.md	Expanded main workflow, run-debug loop, and final cleanup
derivation-style.md	Eight-section derivation-file structure and formula conventions
modeling-blocks.md	Library of agent-specific modeling logic: optimization problems, FOCs, and structural variants for households, firms, government / central bank, and market clearing blocks
steady-state.md	Analytical / numerical steady state, reverse calibration, homotopy
debugging.md	Error → cause → fix, final checklist
known-issues.md	Real-world bug log: symptom → cause → fix for specific traps hit in practice; grows over time (the run-debug loop consults it first and writes new fixes back)
templates.md	Standard skeletons for RBC / NK / perfect foresight models
stochastic-simulation.md	stoch_simul
higher-order.md	Higher-order perturbation: risk premia / asset pricing, uncertainty (volatility) shocks, precautionary saving, 2nd/3rd-order welfare, Epstein-Zin, GIRF, stochastic / ergodic steady state, pruning
perfect-foresight.md	Deterministic / perfect foresight
estimation.md	Bayesian / maximum likelihood
moments-method.md	GMM / SMM / IRF matching
shock-decomposition.md	Shock / historical decomposition
forecasting.md	Forecasting / conditional forecasting
identification.md	Identification and sensitivity
ms-sbvar.md	Regime switching / SBVAR
heterogeneity.md	HANK / heterogeneous agents
optimal-policy.md	Ramsey / OSR / discretion
occbin.md	ZLB / occasionally binding constraints
macro-processor.md	@# macro processor
run-script.md	How to write the run script run_<model>.m: self-contained one-click rerun, output chosen by experiment type, automatic plotting-script calls, and wiring into a project's existing main
publication-plots.md	Publication-quality plotting, with companion scripts plot_irfs_pub.m (IRFs) and plot_series_pub.m (time series / simulation / transition paths)
matlab-workflow.md	MATLAB-side workflow for slow models: decouple the expensive solve from cheap plotting, cache oo_, project scaffolding (run / analyze scripts), multi-model comparison, analytical-benchmark sanity check
catalog.csv	Index of the 149-model MMB reference library:ModelID, paper, authors, journal, model type, economy, category (14 buckets), and key features. Used to answer "how should this economic mechanism be structured?"
catalog-code.csv	Index of the 89-example Pfeifer programming library (41 DSGE_mod + 48 Advanced Dynare course):CodeID, folder, paper, authors, model type, DynareFeatures (grep target for commands/blocks), category (11 buckets). Used to answer "how do I write this Dynare block/command?"
catalog-lookup.md	How to search both catalogs by feature, the category indexes, model archive lookup, and caveats on using reference .mod files (linearized vs nonlinear, reference not verbatim copy)
model-archive-catalog.csv	Index of models you've built across sessions; same columns as catalog.csv plus a Task and DateAdded field. Grows automatically at the end of each modeling task.
model-archive.md	Spec for the personal model archive: directory structure, how to search it, the archiving flow, and fresh-install initialization.
examples/	The 149 MMB rep-mmb replication .mod files (named by ModelID). Answers "what's the economic structure?"
examples-code/	89 Pfeifer .mod files (and key .m helpers) in 22 subfolders: 41 from DSGE_mod + 48 from his Advanced Dynare course (under Dynare_Course/, organized by chapter). Answers "how is this Dynare feature implemented?" Covers: RBC basics, NK linearized/nonlinear, TANK, estimation (ML/Bayesian/IRF-matching), method of moments, optimal policy, higher-order methods, perfect foresight, OccBin, open economy, welfare, news shocks, forward guidance, identification, forecasting.
model-archive/	Archive of .mod files and derivation docs from your past sessions. Consulted automatically on future modeling tasks, ahead of web search.

Advanced

Manual skill installation without the marketplace

Copy the skill directory into your personal skills directory; the plugin marketplace is not required:

cp -r plugins/dynare-copilot/skills/dynare-copilot ~/.claude/skills/

After creating ~/.claude/skills/ for the first time, restart Claude Code. To use it for a single project only, place it under that project's .claude/skills/dynare-copilot/.

Local validation and updates

claude plugin validate .                      # Validate marketplace.json
claude plugin validate ./plugins/dynare-copilot   # Validate plugin.json and skill metadata

To publish an update, push a commit. Users can then run /plugin marketplace update to pull the latest version. Remember to increment version in plugin.json for every release.

Runtime path configuration

The Dynare / MATLAB paths used for automatic execution are configured in references/workflow-detail.md. The default example is C:\dynare\7.1; change it according to your actual installation.

Join the Project

This is a fast-evolving project. We warmly welcome contributions to development and usage feedback.

Acknowledgements

• Dynare and its official manual.
• Johannes Pfeifer's DSGE_mod and his Advanced Dynare course — together the source of the 89-example programming logic library bundled under references/examples-code/ (41 from DSGE_mod + 48 from the course, under Dynare_Course/). The main reference for standard Dynare style: file headers, long_name / LaTeX names, [name=] labels, and steadystate.m reverse calibration patterns.
• The Macroeconomic Model Data Base (MMB) and its replication archive (IMFS-MMB/mmb-rep), headed by Volker Wieland — the source of the 149-model reference library bundled under references/examples/ and indexed by references/catalog.csv.

License

MIT © 2026 EconSolider

MIT only covers content owned by this repository. Materials from Dynare, DSGE_mod, and the MMB / mmb-rep archive are subject to their respective licenses and terms.