Add the list of bugfixes to 4.6.0 release notes

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Announcement for Dynare 4.6.0
=============================
Announcement for Dynare 4.6.0 (in February 2020)
================================================
We are pleased to announce the release of Dynare 4.6.0.
......@@ -14,7 +14,8 @@ This release is compatible with MATLAB versions ranging from 7.9 (R2009b) to
9.7 (R2019b), and with GNU Octave versions 5.2.0 (under Windows) and 4.4.1
(under macOS).
Here is the list of major user-visible changes:
Major user-visible changes
--------------------------
- Stochastic simulations
......@@ -315,24 +316,6 @@ Here is the list of major user-visible changes:
`A_times_B_kronecker_C`, `sparse_hessian_times_B_kronecker_C` and
`local_state_space_iteration_2` DLLs).
- References
- Komunjer, I. and S. Ng (2011), “[Dynamic Identification of Dynamic
Stochastic General Equilibrium
Models](https://www.onlinelibrary.wiley.com/doi/abs/10.3982/ECTA8916),”
*Econometrica*, 79(6), 1995–2032
- Qu, Z. and D. Tkachenko (2012), “[Identification and frequency domain
quasi‐maximum likelihood estimation of linearized dynamic stochastic
general equilibrium
models](https://onlinelibrary.wiley.com/doi/abs/10.3982/QE126),”
*Quantitative Economics*, 3(1), 95–132
- Mutschler, W. (2015), “[Identification of DSGE models—The effect of
higher-order approximation and
pruning](https://www.sciencedirect.com/science/article/pii/S0165188915000731),”
*Journal of Economic Dynamics and Control*, 56, 34–54
Since there are a few backward-incompatible changes in this release, users may
want to have a look at the [upgrade
......@@ -340,6 +323,52 @@ guide](https://git.dynare.org/Dynare/dynare/-/wikis/BreakingFeaturesIn4.6) to
adapt their existing codes.
Bugs that were present in 4.5.7 and that are fixed in 4.6.0
-----------------------------------------------------------
* Estimation: the check for stochastic singularity erroneously would only take
estimated measurement error into account.
* Estimation: if the Hessian at the mode was not positive definite, the Laplace
approximation returned a complex number, but only displayed the real-valued
part.
* Conditional Forecasting: using one period only would result in a crash.
* First-order approximation was not working with purely forward-looking models.
* The preprocessor would not allow for inline comments including macro
statements.
* Using the `STEADY_STATE()` operator on exogenous variables would lead to
crashes in stochastic simulations.
* `moment_calibration`: for autocorrelation functions, the x-axis labeling had
the wrong order.
* `plot_identification`: placement of white dots indicating infinite values was
incorrect
* Automatic detrending would sometime refuse to detrend model despite the user
having given correct trends.
* Using `use_dll` + `fast` options would not always recompile the model when
the equations were changed.
* Under certain circumstances, the combination of `bytecode` and
`stack_solve_algo=1` options could lead to crashes or wrong results.
References
----------
- Komunjer, I. and S. Ng (2011), “[Dynamic Identification of Dynamic
Stochastic General Equilibrium
Models](https://www.onlinelibrary.wiley.com/doi/abs/10.3982/ECTA8916),”
*Econometrica*, 79(6), 1995–2032
- Qu, Z. and D. Tkachenko (2012), “[Identification and frequency domain
quasi‐maximum likelihood estimation of linearized dynamic stochastic
general equilibrium
models](https://onlinelibrary.wiley.com/doi/abs/10.3982/QE126),”
*Quantitative Economics*, 3(1), 95–132
- Mutschler, W. (2015), “[Identification of DSGE models—The effect of
higher-order approximation and
pruning](https://www.sciencedirect.com/science/article/pii/S0165188915000731),”
*Journal of Economic Dynamics and Control*, 56, 34–54
Announcement for Dynare 4.5.7 (on 2019-02-06)
=============================================
......
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