From 0a2a9ad51f509c3e553d14b3c8d0ef84d12e3d7d Mon Sep 17 00:00:00 2001 From: =?UTF-8?q?S=C3=A9bastien=20Villemot?= <sebastien@dynare.org> Date: Tue, 18 Feb 2020 12:36:03 +0100 Subject: [PATCH] Add the list of bugfixes to 4.6.0 release notes (cherry picked from commit 8f4d4a0c78ba022b3f4c42b7ccefaa771e1ea533) --- NEWS.md | 71 ++++++++++++++++++++++++++++++++++++++++----------------- 1 file changed, 50 insertions(+), 21 deletions(-) diff --git a/NEWS.md b/NEWS.md index f1fac85b2c..64569b4715 100644 --- a/NEWS.md +++ b/NEWS.md @@ -1,5 +1,5 @@ -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) ============================================= -- GitLab