dynare issueshttps://git.dynare.org/Dynare/dynare/-/issues2024-03-04T15:13:48Zhttps://git.dynare.org/Dynare/dynare/-/issues/1924[New feature] Add Taylor projection method of Levintal2024-03-04T15:13:48ZWilli Mutschlerwilli@mutschler.eu[New feature] Add Taylor projection method of LevintalI am working on a project with rare disaster models and am looking into the Taylor Projection solution method. I think it is general enough to also incorporate into Dynare, might be a nice new feature for 7.0.I am working on a project with rare disaster models and am looking into the Taylor Projection solution method. I think it is general enough to also incorporate into Dynare, might be a nice new feature for 7.0.7.xWilli Mutschlerwilli@mutschler.euWilli Mutschlerwilli@mutschler.euhttps://git.dynare.org/Dynare/dynare/-/issues/1900Add Artificial bee colony optimizer2023-09-27T15:07:25ZWilli Mutschlerwilli@mutschler.euAdd Artificial bee colony optimizerArtificial bee colony (ABC) is a stochastic search technique based on swarm intelligence, which mimics the process of honey bee swarms foraging for food.
@jmaih has an implementation in RISE and - even though it is rather slow- it is su...Artificial bee colony (ABC) is a stochastic search technique based on swarm intelligence, which mimics the process of honey bee swarms foraging for food.
@jmaih has an implementation in RISE and - even though it is rather slow- it is supposed to be very powerful.7.xWilli Mutschlerwilli@mutschler.euWilli Mutschlerwilli@mutschler.euhttps://git.dynare.org/Dynare/dynare/-/issues/1796Implement observables decomposition2023-09-27T15:05:56ZJohannes PfeiferImplement observables decompositionFeatures request at the 2021 Summer School. Reference: https://www.dynare.org/wp-repo/dynarewp016.pdf
See also https://forum.dynare.org/t/decomposition-into-observables/17278Features request at the 2021 Summer School. Reference: https://www.dynare.org/wp-repo/dynarewp016.pdf
See also https://forum.dynare.org/t/decomposition-into-observables/172787.xhttps://git.dynare.org/Dynare/dynare/-/issues/1795Feature Request: Handling Indeterminacy à la Bianchi and Nicolo2023-09-27T15:07:55ZWilli Mutschlerwilli@mutschler.euFeature Request: Handling Indeterminacy à la Bianchi and NicoloWe might investigate whether we can include
["A Generalized Approach to Indeterminacy in Linear Rational Expectations Models" by Bianchi and Nicolò.](https://onlinelibrary.wiley.com/doi/full/10.3982/QE949)
They propose to do some pre-pr...We might investigate whether we can include
["A Generalized Approach to Indeterminacy in Linear Rational Expectations Models" by Bianchi and Nicolò.](https://onlinelibrary.wiley.com/doi/full/10.3982/QE949)
They propose to do some pre-processing of the model equations in the case of indeterminacy (essentially it creates an extended state-space system that is then determinate). I'll look into this in the semester break in July and August.7.xWilli Mutschlerwilli@mutschler.euWilli Mutschlerwilli@mutschler.euhttps://git.dynare.org/Dynare/dynare/-/issues/827Feature request: Implement the algorithm of Ajevskis (2014) for perturbation ...2022-06-01T13:24:06ZTom HoldenFeature request: Implement the algorithm of Ajevskis (2014) for perturbation around a deterministic pathViktors Ajevskis has a [great new paper](https://ideas.repec.org/p/ltv/wpaper/201401.html) showing how the Lombardo pruning method may be extended to support perturbation around a deterministic path. This seems like a feature that would ...Viktors Ajevskis has a [great new paper](https://ideas.repec.org/p/ltv/wpaper/201401.html) showing how the Lombardo pruning method may be extended to support perturbation around a deterministic path. This seems like a feature that would be a huge benefit to virtually all Dynare users, since it makes it possible to e.g.:
- Solve non-stationary DSGE models, such as those featuring structural change.
- Evaluate the welfare consequences of a permanent change in policy, without sacrificing accuracy along the transition path.
- Obtain increased accuracy for large impulse response exercises.
- Unify the stochastic and non-stochastic simulation engines in Dynare.
It would be great if this could be added to the bottom of your very long to do list!
https://ideas.repec.org/p/ltv/wpaper/201401.htmlhttps://git.dynare.org/Dynare/dynare/-/issues/824Add an interface for joint priors.2021-09-01T14:06:52ZStéphane Adjemianstepan@adjemian.euAdd an interface for joint priors.Only available for the new estimation syntax. Something like:
``` example
[alpha, beta].prior(shape=gaussian, mean=Vector, variance=Matrix, ...)
```
This interface is needed for Dirichlet priors over probabilities.
Only available for the new estimation syntax. Something like:
``` example
[alpha, beta].prior(shape=gaussian, mean=Vector, variance=Matrix, ...)
```
This interface is needed for Dirichlet priors over probabilities.
https://git.dynare.org/Dynare/dynare/-/issues/162Global method: stochastic simulation approach2019-06-19T15:37:43ZSébastien VillemotGlobal method: stochastic simulation approachAs advocated by Judd, Maliar & Maliar in recent NBER WP.
For the IMF.
As advocated by Judd, Maliar & Maliar in recent NBER WP.
For the IMF.
https://git.dynare.org/Dynare/dynare/-/issues/147Accuracy checks2021-11-19T11:16:08ZSébastien VillemotAccuracy checks