dynare issueshttps://git.dynare.org/Dynare/dynare/-/issues2020-01-06T10:05:46Zhttps://git.dynare.org/Dynare/dynare/-/issues/1692Update doc for dynasave and dynatype2020-01-06T10:05:46ZHoutan BastaniUpdate doc for dynasave and dynatypeSplitting up #1691, update the doc for 4.6 and leave the other changes for 4.7Splitting up #1691, update the doc for 4.6 and leave the other changes for 4.74.6Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/1570Fix steady_state_model-block check with instruments2018-09-10T12:35:47ZJohannes PfeiferFix steady_state_model-block check with instrumentsI have a model with
```
steady_state_model;
Q=1/R;
end;
planner_objective Welfare;
ramsey_model(instruments=(R),planner_discount=betta);
```
This is a proper conditional steady state file, where the instrument is taken as given...I have a model with
```
steady_state_model;
Q=1/R;
end;
planner_objective Welfare;
ramsey_model(instruments=(R),planner_discount=betta);
```
This is a proper conditional steady state file, where the instrument is taken as given. But it results in
```
ERROR: in the 'steady_state_model' block, variable 'R' is undefined in the declaration of variable 'Q'
```
because the preprocessor check does not account for the conditionality.
https://git.dynare.org/Dynare/dynare/-/issues/1555Allow mod files to be read from stdin2019-11-21T08:36:43ZHoutan BastaniAllow mod files to be read from stdinAllow a .mod file to be piped into the preprocessor.
For the GUIAllow a .mod file to be piped into the preprocessor.
For the GUIHoutan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/1209rework recent static model preprocessor changes2019-06-19T15:37:49ZHoutan Bastanirework recent static model preprocessor changesThe changes to the preprocessor made in 6e514b7d1bfc4b76fbc483da1da0ae7416de7cda have been made in the `computingPass` when they should have been made in the `transformPass`. Move these changes from `StaticModel::computingPass` to `Dynam...The changes to the preprocessor made in 6e514b7d1bfc4b76fbc483da1da0ae7416de7cda have been made in the `computingPass` when they should have been made in the `transformPass`. Move these changes from `StaticModel::computingPass` to `DynamicModel::toStatic`
4.5Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/1203In the latest unstable, sparse_hessian_times_B_kronecker_C.mexw64 has a depen...2019-06-19T15:37:50ZTom HoldenIn the latest unstable, sparse_hessian_times_B_kronecker_C.mexw64 has a dependency on libgomp-1.dllI was getting errors about missing dependencies. Running Dependency Walker on it revealed libgomp-1.dll as the problem. Copying this across from MinGW fixed the issue.
I was getting errors about missing dependencies. Running Dependency Walker on it revealed libgomp-1.dll as the problem. Copying this across from MinGW fixed the issue.
4.5https://git.dynare.org/Dynare/dynare/-/issues/1021Check correctness of DSGE-VAR Wiki2019-06-19T15:37:56ZJohannes PfeiferCheck correctness of DSGE-VAR WikiAccording to Del Negro/Schorfheide (2004), the variance priors and posteriors have degrees of freedom correction with number of estimated parameters in the VAR equation, i.e. variables times lags plus a constant:
```
m*p+1
```
However,...According to Del Negro/Schorfheide (2004), the variance priors and posteriors have degrees of freedom correction with number of estimated parameters in the VAR equation, i.e. variables times lags plus a constant:
```
m*p+1
```
However, http://www.dynare.org/DynareWiki/DsgeVar does not feature a constant in the description, but still uses the same initial improper prior with `m+1` as if a constant would be used (below eqation (21) in DNS (2004)).
Similarly, equations P2 and Q2 of the Wiki use a correction of `-mp-m=-m*(p+1)` suggesting a constant for every variable in each equation.
While the condition for `lambda*T<m(p+1)` coincides with the one below equation (21) in DNS (2004), there is no formal derivation of this condition in DNS . The Wiki motivates this statement by alluding to the fact that we could not use OLS to estimate the equation if `T<m(p+1)`. But this again looks strange as the number of parameters estimated is just `m*p+1`.
https://git.dynare.org/Dynare/dynare/-/issues/1005Dynare 4.3.3 won't compile2019-06-19T15:37:56ZStéphane Adjemianstepan@adjemian.euDynare 4.3.3 won't compile*Created by: mboisson*
I am trying to compile Dynare 4.3.3 for a user (he needs this specific version). I get the following error :
DynareBison.yy:45:36: error: ‘const struct Dynare::parser::stack_symbol_type’ has no member named ‘begi...*Created by: mboisson*
I am trying to compile Dynare 4.3.3 for a user (he needs this specific version). I get the following error :
DynareBison.yy:45:36: error: ‘const struct Dynare::parser::stack_symbol_type’ has no member named ‘begin’
(Current).begin = (Rhs)[1].begin; \
^
DynareBison.cc:619:7: note: in expansion of macro ‘YYLLOC_DEFAULT’
YYLLOC_DEFAULT (yylhs.location, slice, yylen);
^
DynareBison.yy:46:36: error: ‘const struct Dynare::parser::stack_symbol_type’ has no member named ‘end’
(Current).end = (Rhs)[N].end; \
^
DynareBison.cc:619:7: note: in expansion of macro ‘YYLLOC_DEFAULT’
YYLLOC_DEFAULT (yylhs.location, slice, yylen);
^
DynareBison.yy:50:52: error: ‘const struct Dynare::parser::stack_symbol_type’ has no member named ‘end’
(Current).begin = (Current).end = (Rhs)[0].end; \
^
DynareBison.cc:619:7: note: in expansion of macro ‘YYLLOC_DEFAULT’
YYLLOC_DEFAULT (yylhs.location, slice, yylen);
^
DynareBison.yy:45:36: error: ‘struct Dynare::parser::stack_symbol_type’ has no member named ‘begin’
(Current).begin = (Rhs)[1].begin; \
^
DynareBison.cc:5399:7: note: in expansion of macro ‘YYLLOC_DEFAULT’
YYLLOC_DEFAULT (error_token.location, yyerror_range, 2);
^
DynareBison.yy:46:36: error: ‘struct Dynare::parser::stack_symbol_type’ has no member named ‘end’
(Current).end = (Rhs)[N].end; \
^
DynareBison.cc:5399:7: note: in expansion of macro ‘YYLLOC_DEFAULT’
YYLLOC_DEFAULT (error_token.location, yyerror_range, 2);
^
DynareBison.yy:50:52: error: ‘struct Dynare::parser::stack_symbol_type’ has no member named ‘end’
(Current).begin = (Current).end = (Rhs)[0].end; \
^
DynareBison.cc:5399:7: note: in expansion of macro ‘YYLLOC_DEFAULT’
YYLLOC_DEFAULT (error_token.location, yyerror_range, 2);
Any idea how to solve this ?
https://git.dynare.org/Dynare/dynare/-/issues/974Running dynare from inside of a matlab function forces "clear all" behavior.2019-06-19T15:37:56ZStéphane Adjemianstepan@adjemian.euRunning dynare from inside of a matlab function forces "clear all" behavior.*Created by: Ufos92*
Issue: if executing dynare command from inside of a function, all variables that were created inside this function are purged regardless clearall option.
I am not sure, whether this is a dynare bug or a Matlab prob...*Created by: Ufos92*
Issue: if executing dynare command from inside of a function, all variables that were created inside this function are purged regardless clearall option.
I am not sure, whether this is a dynare bug or a Matlab problem, but may be you at least would like to add this to documentation.
Here is a test-case:
(github does not support upload, so you will have to copypaste the code...)
## ------------ reproduce_bug.m ------------
clear all
% so I create a variable alpha_p for the parameter alpha and try to pass it
% to dynare. The mod file contains following line in the parameter section:
% alpha = alpha_p;
% normal call to dynare:
clear all
alpha_p = 0.33
dynare first_one %noclearall
% doesn't work.
% noclearall option
clear all
alpha_p = 0.33
dynare first_one noclearall
%works
% via function
clear all
run_dynare_param(0.33, 'first_one ', 'noclearall')
% does not work
% via function, but defining alpha_p outside
clear all
alpha_p = 0.33
run_dynare_param(0.33, 'first_one ', 'noclearall')
---
## ------------ run_dynare_param.m ------------
function [out] = run_dynare_param(param_alpha, mod_file, options)
% let's just call dynare with some options and custom parameter alpha
% defaults
if ~exist('options','var')
options = ''
end
% keep dynare output
global M_ options_ oo_
% set alpha
global alpha_p
alpha_p = 0.33
% run dynare
eval(['dynare ', mod_file, ' ', options])
% save and return
out.M = M_;
out.options = options_;
out.oo = oo_;
return
## ------------ first_one.mod ------------
// copypasted from dynare's guide
// ----- Preamble -----
var k l z y c i w r;
varexo e;
parameters beta psi delta alpha rho sigma epsilon;
alpha = alpha_p;
beta = 0.98;
delta = 0.023;
psi = 1.75;
rho = 0.95;
sigma = (0.007/(1-alpha));
epsilon = 10;
// ----- Model -----
model;
(1/c) = beta_(1/c(+1))_(1+r(+1)-delta);
psi_c/(1-l) = w;
c+i = y;
z = rho_z(-1)+e;
y = (k(-1)^alpha)_(exp(z)_l)^(1-alpha);
w = y_((epsilon-1)/epsilon)_(1-alpha)/l;
r = y_((epsilon-1)/epsilon)_alpha/k(-1);
i = k-(1-delta)*k(-1);
end;
// ----- Steady State -----
// almost the exact steady state
initval;
k = 9;
c = 0.7;
l = 0.3;
w = 2.0;
r = 0;
z = 0;
e = 0;
end;
// calculate steady state and set it as the starting point for impulse responce functions
steady;
// Blanchard-Kahn condition check
check;
// ----- Impulse-Responce -----
// shocks
shocks;
var e; stderr 1;
end;
// simulate and plot
// stoch_simul(order = 1) k l z y c i;
4.5https://git.dynare.org/Dynare/dynare/-/issues/959Clean up http://www.dynare.org/events2019-06-19T15:37:58ZJohannes PfeiferClean up http://www.dynare.org/eventsThe current ordering is a mess.
The current ordering is a mess.
https://git.dynare.org/Dynare/dynare/-/issues/885move creation of M_ to a separate file2019-06-19T15:38:00ZHoutan Bastanimove creation of M_ to a separate file4.5Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/870allow the possibility to change the font size of the series in a table2019-06-19T15:38:00ZHoutan Bastaniallow the possibility to change the font size of the series in a table4.5Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/220add a homotopy mode for simul() and for steady with endval2016-06-01T12:23:27ZSébastien Villemotadd a homotopy mode for simul() and for steady with endvalCurrently homotopy only exist for steady with initval.
These features would be useful for GIMF at the IMF.
Currently homotopy only exist for steady with initval.
These features would be useful for GIMF at the IMF.