dynare issueshttps://git.dynare.org/Dynare/dynare/-/issues2023-09-27T15:19:08Zhttps://git.dynare.org/Dynare/dynare/-/issues/349Use preprocessor for variable transformation (e.g. exp for doing approximatio...2023-09-27T15:19:08ZJohannes PfeiferUse preprocessor for variable transformation (e.g. exp for doing approximation in log variables instead of level variables)An often heard request is a way to loglinearize a model instead of a linearization. Currently, the way to go is to put all variables in exp(). This is mechanic and error-prone work.
If it is easily doable, I would like to propose to use...An often heard request is a way to loglinearize a model instead of a linearization. Currently, the way to go is to put all variables in exp(). This is mechanic and error-prone work.
If it is easily doable, I would like to propose to use the preprocessor to make this substitution, similar to the predetermined_variables-command substituting the lag of the current period.
We could then add a command like
`model(loglinearize)`
to tell the preprocessor to loglinearize.
At the same time, we need a command like `non_logarithmic_variables` similar to the `predetermined_variables` command to exclude already logarithmic variables (like e.g. technology) or variables with a negative steady state. I think this is a better option than specifying explicitly which variables to substitute.
If possible, a design issue we would need to discuss is the behavior in steady state computation. I would suggest that the `model(loglinearize)` automatically triggers taking the log of the corresponding initvals so that users can enter the model in nonlinear standard form and Dynare takes care of the rest.6.xhttps://git.dynare.org/Dynare/dynare/-/issues/5Integrate algorithm for TBC by Holden and Paetz (2012)2023-06-06T07:56:02ZSébastien VillemotIntegrate algorithm for TBC by Holden and Paetz (2012)Request by Stéphane Moyen.
Paper at http://www.tholden.org/files/zlb.pdf?attredirects=0
Apparently the code has been posted on the Dynare forums. It's therefore a matter of dealing with copyright/license issues and integrating it.
Request by Stéphane Moyen.
Paper at http://www.tholden.org/files/zlb.pdf?attredirects=0
Apparently the code has been posted on the Dynare forums. It's therefore a matter of dealing with copyright/license issues and integrating it.
4.4https://git.dynare.org/Dynare/dynare/-/issues/4Integrate algorithm for TBC by Holden and Paetz (2012)2023-06-06T07:56:02ZSébastien VillemotIntegrate algorithm for TBC by Holden and Paetz (2012)Request by Stéphane Moyen.
Paper at http://www.tholden.org/files/zlb.pdf?attredirects=0
Apparently the code has been posted on the Dynare forums. It's therefore a matter of dealing with copyright/license issues and integrating it.Request by Stéphane Moyen.
Paper at http://www.tholden.org/files/zlb.pdf?attredirects=0
Apparently the code has been posted on the Dynare forums. It's therefore a matter of dealing with copyright/license issues and integrating it.https://git.dynare.org/Dynare/dynare/-/issues/568Integrate DMM2021-09-15T15:49:13ZHoutan BastaniIntegrate DMMhttp://ipsc.jrc.ec.europa.eu/?id=790
http://ipsc.jrc.ec.europa.eu/fileadmin/repository/sfa/finepro/software/DMMmanual.pdf
http://ipsc.jrc.ec.europa.eu/?id=790
http://ipsc.jrc.ec.europa.eu/fileadmin/repository/sfa/finepro/software/DMMmanual.pdf
MichelJuillardMichelJuillardhttps://git.dynare.org/Dynare/dynare/-/issues/1173Support estimation under optimal policy2021-07-22T13:33:48ZJohannes PfeiferSupport estimation under optimal policySee http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=8071See http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=80715.xSébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/569Integrate OccBin2021-07-21T16:03:22ZHoutan BastaniIntegrate OccBinhttps://github.com/lucashare/occbin
https://www2.bc.edu/matteo-iacoviello/research_files/TOOLKIT_PAPER.pdfhttps://github.com/lucashare/occbin
https://www2.bc.edu/matteo-iacoviello/research_files/TOOLKIT_PAPER.pdf5.xMarco RattoMarco Rattohttps://git.dynare.org/Dynare/dynare/-/issues/251SMM: create preprocessor interface, make it compatible with Octave2020-05-28T08:57:07ZSébastien VillemotSMM: create preprocessor interface, make it compatible with OctaveIn particular, the current code is not compatible with Octave since it uses RandStream at several places.
In particular, the current code is not compatible with Octave since it uses RandStream at several places.
https://git.dynare.org/Dynare/dynare/-/issues/1673Nonlinear filters at k-order2020-02-17T09:28:31ZSébastien VillemotNonlinear filters at k-orderA MEX file for iterating in the state space (based on Dynare++) is already present in the `local_state_space_iteration_k` branch.
It needs to be tested and integrated in the estimation routines.A MEX file for iterating in the state space (based on Dynare++) is already present in the `local_state_space_iteration_k` branch.
It needs to be tested and integrated in the estimation routines.4.6Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/564ramsey policy at order 22019-12-12T10:30:42ZMichelJuillardramsey policy at order 2The code for computing a 2nd order approximation of Ramsey policy is already in place. I just need to complete the evaluation of objective function (at 3rd order).
The code for computing a 2nd order approximation of Ramsey policy is already in place. I just need to complete the evaluation of objective function (at 3rd order).
MichelJuillardMichelJuillardhttps://git.dynare.org/Dynare/dynare/-/issues/217permit Dynare to compute k order perturbation2019-04-29T16:45:54ZSébastien Villemotpermit Dynare to compute k order perturbationThe current restriction is order ≤ 3.
The current restriction is order ≤ 3.
Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/146Global method: Chebychev polynomials2016-06-10T13:16:58ZSébastien VillemotGlobal method: Chebychev polynomialshttps://git.dynare.org/Dynare/dynare/-/issues/111Add the possibility to solve underdetermined models2016-06-10T13:15:48ZSébastien VillemotAdd the possibility to solve underdetermined modelsWhen the Blanchard-Kahn conditions are not satisfied because the model is underdetermined, it is possible to select a solution among the infinity of solutions, provided we impose more restrictions.
We can implement the solution of Lubik...When the Blanchard-Kahn conditions are not satisfied because the model is underdetermined, it is possible to select a solution among the infinity of solutions, provided we impose more restrictions.
We can implement the solution of Lubik and Schorfheide, “Testing for Indeterminacy:An Application to U.S. Monetary Policy” (AER, 2004), see http://ideas.repec.org/p/jhu/papers/480.html
https://git.dynare.org/Dynare/dynare/-/issues/27Finite element solution method2016-06-10T13:10:09ZSébastien VillemotFinite element solution methodFor the IMF.
For the IMF.
https://git.dynare.org/Dynare/dynare/-/issues/722nd and 3rd order approximation of purely backward and forward models2016-06-10T12:51:41ZSébastien Villemot2nd and 3rd order approximation of purely backward and forward models- need to write specialized code for 2nd and 3rd order approximation of purely backward and forward models
- need to write specialized code for 2nd and 3rd order approximation of purely backward and forward models
https://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.
https://git.dynare.org/Dynare/dynare/-/issues/58Implement constrained parameters for osr2016-05-10T15:14:03ZSébastien VillemotImplement constrained parameters for osrhttps://git.dynare.org/Dynare/dynare/-/issues/113Metropolis: add adaptive hybrid MCMC2016-03-24T13:10:34ZSébastien VillemotMetropolis: add adaptive hybrid MCMCSee Ingvar Strid & Paolo Giordani & Robert Kohn “Adaptive hybrid MCMC for
DSGE models” (2010) presented at the Dynare Conference 2010.
See Ingvar Strid & Paolo Giordani & Robert Kohn “Adaptive hybrid MCMC for
DSGE models” (2010) presented at the Dynare Conference 2010.
https://git.dynare.org/Dynare/dynare/-/issues/260implement trust-region method for non-linear solver2014-02-04T16:56:31ZSébastien Villemotimplement trust-region method for non-linear solverThe code in solve1.m to deal with the case where the Jacobian is near singular is unsatisfactory. We need to implement a trust region method as discussed in Nocedal and Wright (2006. This could also be done for the non-linear solver of b...The code in solve1.m to deal with the case where the Jacobian is near singular is unsatisfactory. We need to implement a trust region method as discussed in Nocedal and Wright (2006. This could also be done for the non-linear solver of bytecode
4.5Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/151BVAR priors: add interface to Marcett-Jarocinski' code2014-01-28T15:13:33ZSébastien VillemotBVAR priors: add interface to Marcett-Jarocinski' codeReference paper: ECB WP no. 1263
http://www.ecb.europa.eu/pub/pdf/scpwps/ecbwp1263.pdf
Reference paper: ECB WP no. 1263
http://www.ecb.europa.eu/pub/pdf/scpwps/ecbwp1263.pdf
https://git.dynare.org/Dynare/dynare/-/issues/142Integrate ACES Linear Quadratic approximation toolbox2014-01-28T15:12:00ZSébastien VillemotIntegrate ACES Linear Quadratic approximation toolboxAnalysis is on:
http://www.dynare.org/DynareWiki/AcesLqImplementationRequirements
Analysis is on:
http://www.dynare.org/DynareWiki/AcesLqImplementationRequirements