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(cherry picked from commit 7e3b83a1)

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(cherry picked from commit ef7dc09b)

Closes: website#3
(cherry picked from commit 5093264b)

– Add two missing checks for file opening failures
– Run detrending engine if trend variables are present, even if unused in a
  var(deflator=…) statement
– Remove some incorrect normalization rules for the case mfs=3
  As a consequence, increase the tolerance for a test with mfs=3 (it now uses
  the same tolerance as the corresponding test for mfs=2).

E.g. indentation was incorrect following “model(block);”.

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(cherry picked from commit 8200c356)

Johannes Pfeifer authored 2 years ago and Sébastien Villemot committed 2 years ago

(cherry picked from commit 0b0a4ef3)

(cherry picked from commit effc0496)

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– Fix indexing in M_.endo_trends (Ref. #1648)
– Macro processor: fix tracking of line numbers after @#define, @#include and
  @#includepath directives
– Macro processor: fix error message when @#include is used with nonexistent file

Johannes Pfeifer authored 2 years ago and Sébastien Villemot committed 2 years ago

(cherry picked from commit a4634cd1)

Johannes Pfeifer authored 2 years ago and Sébastien Villemot committed 2 years ago

Closes #1877

(manually cherry picked from commit a35e1146)

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Intigriti reference: DYNARE-7TULYVR8

(cherry picked from commit 689355eb)

Johannes Pfeifer authored 2 years ago and Sébastien Villemot committed 2 years ago

(cherry picked from commit e7ca989b)

Add recent bugfixes to 5.x

See merge request !2113

(cherry picked from commit bbdcdc89)

(cherry picked from commit 26fbc6c5)

(cherry picked from commit 80f6799c)

(cherry picked from commit 1e2fb88d)

(cherry picked from commit eeecccd2)

# Conflicts:
#	matlab/+occbin/IVF_core.m

(cherry picked from commit c90368d4)

Was crashing if the auxiliary model contains a constant.

See https://forum.dynare.org/t/iterative-ols-for-pac-equation/21379.

Manually cherry picked from 3aeb1ff7.

Also capitalize MATLAB.

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(cherry picked from commit cce27106)

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(cherry picked from commit af281543)

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(cherry picked from commit 4ade3588)

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(cherry picked from commit 155c2198)

Johannes Pfeifer authored 2 years ago and Sébastien Villemot committed 2 years ago

(cherry picked from commit 573ce333)

big fix in diffuse filter initialization: incorrect mapping of observables...

See merge request !2106

Marco Ratto authored 2 years ago and Johannes Pfeifer committed 2 years ago

(cherry picked from commit 178e892e)

Marco Ratto authored 2 years ago and Johannes Pfeifer committed 2 years ago

big fix in diffuse filter initialization: incorrect mapping of observables when removing zero columns of T

(cherry picked from commit 81ba9524)

Port recent bugfixes to 5.x

See merge request !2102

Closes #1863

# Conflicts:
#	matlab/dynare_estimation_1.m

Marco Ratto authored 2 years ago and Johannes Pfeifer committed 2 years ago

(cherry picked from commit 03f93c53)

Marco Ratto authored 2 years ago and Johannes Pfeifer committed 2 years ago

missing line that stores info on violation of constraint in expectation (needed to check for periodic solutions)

(cherry picked from commit b0ce054c)

Marco Ratto authored 2 years ago and Johannes Pfeifer committed 2 years ago

(cherry picked from commit a1e0c35c)

Marco Ratto authored 2 years ago and Johannes Pfeifer committed 2 years ago

new option max_check_ahead_periods (renaming old undocumented option max_periods), that truncates the number of periods for which agents check ahead the regime (a sort of myopic behavior beyond max_check_ahead_periods),
the option is valid for simul, smoother and likelihood.

(cherry picked from commit 2f236048)

Marco Ratto authored 2 years ago and Johannes Pfeifer committed 2 years ago

(cherry picked from commit 6737d9f8)

Marco Ratto authored 2 years ago and Johannes Pfeifer committed 2 years ago

(cherry picked from commit e31b3137)

Marco Ratto authored 2 years ago and Johannes Pfeifer committed 2 years ago

accept periodic solution in simulations ONLY IF two regimes differ by one period, to avoid pathological solutions.

We also do not check for periodicity when check ahead periods have been increased endogenously, again to avoid mis-identified periodicity.

Any other type of periodicity, is flagged as non-convergence with error code 313 (infinite loop of solutions).

(cherry picked from commit d0150997)