dynare issueshttps://git.dynare.org/Dynare/dynare/-/issues2021-01-05T21:22:58Zhttps://git.dynare.org/Dynare/dynare/-/issues/1760issue on dynare.jl repo is tracked?2021-01-05T21:22:58ZFlorian Oswaldissue on dynare.jl repo is tracked?hi all,
sorry for cross posting this here but i [left an issue](https://git.dynare.org/Dynare/Dynare.jl/-/issues/5) on the julia version repo and I'm a bit worried it won't get picked up (I had trouble finding it again myself from the D...hi all,
sorry for cross posting this here but i [left an issue](https://git.dynare.org/Dynare/Dynare.jl/-/issues/5) on the julia version repo and I'm a bit worried it won't get picked up (I had trouble finding it again myself from the Dynare.jl dashboard, so...)https://git.dynare.org/Dynare/dynare/-/issues/406Agree on system for storing results and figures2020-12-19T09:24:12ZJohannes PfeiferAgree on system for storing results and figuresCurrently we don't have a consistent system for saving results and figures. The MS-BVAR code for example saves the computation matrices in folders like IRF, Forecast, and Variance_Decomposition. But the corresponding graphs are saved in ...Currently we don't have a consistent system for saving results and figures. The MS-BVAR code for example saves the computation matrices in folders like IRF, Forecast, and Variance_Decomposition. But the corresponding graphs are saved in correspondingly named subfolders of the Output-Folder. This creates a confusing double structure. I am pretty sure there was some method to this separation, but I am unable to see it.
This treatment for example is different from other parts of the code, where results are either directly stored to "Output" or special folders like "gsa" are created at the same level as the Output folder.
In the longrun, we might want to agree on a consistent system.
https://git.dynare.org/Dynare/dynare/-/issues/1755bug in variable_mapping for Ramsey optimal policy2020-12-09T17:44:43ZMichelJuillardbug in variable_mapping for Ramsey optimal policyIn the preprocessor, for a model using ramsey_model(), variableMapping is empty and in JSON file the field variable_mapping is incomplete. I attach an example generating the problem when run with
```
dynare_m cgg_ramsey.mod json=compute
...In the preprocessor, for a model using ramsey_model(), variableMapping is empty and in JSON file the field variable_mapping is incomplete. I attach an example generating the problem when run with
```
dynare_m cgg_ramsey.mod json=compute
```
[cgg_ramsey.mod](/uploads/a2f584ba20aa90e661a476ee1273a546/cgg_ramsey.mod)5.xSébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/1503Do we really need to have specific dynamic routines for deterministic and sto...2020-12-08T13:50:02ZStéphane Adjemianstepan@adjemian.euDo we really need to have specific dynamic routines for deterministic and stochastic models?See discussion in #1501.See discussion in #1501.https://git.dynare.org/Dynare/dynare/-/issues/1750Fix Octave mex-files on Windows2020-12-07T11:32:40ZJohannes PfeiferFix Octave mex-files on WindowsOn Windows 10 64bit with Octave 5.2 I am getting the error message
```
error: k_order_pert: could not find library or dependencies: C:\dynare\4.6.2\matlab../mex/octave/win64\k_order_perturbation.mex
```
when using `k_order_solver`. Most...On Windows 10 64bit with Octave 5.2 I am getting the error message
```
error: k_order_pert: could not find library or dependencies: C:\dynare\4.6.2\matlab../mex/octave/win64\k_order_perturbation.mex
```
when using `k_order_solver`. Most likely `libmatio` or `libwinpthread` are the culprits.5.xSébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/1747bug in macro-processor2020-12-07T11:32:37ZMarco Rattobug in macro-processorwhen using `@#ifndef`, anything after `@#else` is never reached by macro-processor.
See attached test file [test.mod](/uploads/dac7995c3684f9b6a3a935071d05bac6/test.mod) where command in line 6 is never reached by macro-processor when t...when using `@#ifndef`, anything after `@#else` is never reached by macro-processor.
See attached test file [test.mod](/uploads/dac7995c3684f9b6a3a935071d05bac6/test.mod) where command in line 6 is never reached by macro-processor when the macro variable is defined (`@#else` works properly with `@#ifdef`, instead)5.xSébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/1697Regression in LMMCP perfect foresight solver2020-12-02T21:55:49ZSébastien VillemotRegression in LMMCP perfect foresight solverThe simulation in `tests/lmmcp/rbcii.mod` fails to converge. The same file works with 4.5.
Once this is fixed, a check that convergence has indeed been obtained should be added, so that regressions may be detected earlier in the future.The simulation in `tests/lmmcp/rbcii.mod` fails to converge. The same file works with 4.5.
Once this is fixed, a check that convergence has indeed been obtained should be added, so that regressions may be detected earlier in the future.4.6Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/1753Build failure with clang C++ compiler (on macOS 10.15 and 11.0)2020-12-01T09:27:35ZFX CoudertBuild failure with clang C++ compiler (on macOS 10.15 and 11.0)Trying to build dynare 4.6.3 on macOS 10.15 and 11.0 fails with:
```
clang++ -std=gnu++17 -Wall -Wno-parentheses -Wold-style-cast -g -O2 -L/usr/local/opt/boost/lib -o dynare_m dynare_m-DynareFlex.o dynare_m-DynareBison.o dynare_m-Comp...Trying to build dynare 4.6.3 on macOS 10.15 and 11.0 fails with:
```
clang++ -std=gnu++17 -Wall -Wno-parentheses -Wold-style-cast -g -O2 -L/usr/local/opt/boost/lib -o dynare_m dynare_m-DynareFlex.o dynare_m-DynareBison.o dynare_m-ComputingTasks.o dynare_m-ModelTree.o dynare_m-StaticModel.o dynare_m-DynamicModel.o dynare_m-NumericalConstants.o dynare_m-NumericalInitialization.o dynare_m-Shocks.o dynare_m-SigmaeInitialization.o dynare_m-SymbolTable.o dynare_m-SymbolList.o dynare_m-ParsingDriver.o dynare_m-DataTree.o dynare_m-ModFile.o dynare_m-ConfigFile.o dynare_m-Statement.o dynare_m-ExprNode.o dynare_m-MinimumFeedbackSet.o dynare_m-DynareMain.o dynare_m-DynareMain1.o dynare_m-DynareMain2.o dynare_m-ExternalFunctionsTable.o dynare_m-ModelEquationBlock.o dynare_m-WarningConsolidation.o dynare_m-SubModel.o macro/libmacro.a -lstdc++fs
ld: library not found for -lstdc++fs
clang: error: linker command failed with exit code 1 (use -v to see invocation)
```
The C/C++ compiler is clang 12, the system compiler. The Fortran compiler is gfortran 10. We configure with:
./configure --disable-debug --disable-dependency-tracking --disable-silent-rules --prefix=/usr/local/Cellar/dynare/4.6.3 --disable-matlab --with-slicot=/private/tmp/dynare-20201123-18116-o8kpbx/dynare-4.6.3/slicot --with-boost=/usr/local/opt/boost --disable-doc
This is part of Homebrew building for distribution: https://github.com/Homebrew/homebrew-core/pull/65956https://git.dynare.org/Dynare/dynare/-/issues/1752Fix identification error with unit root observables and diffuse_filter set2020-11-26T15:41:44ZJohannes PfeiferFix identification error with unit root observables and diffuse_filter setSee [LW_NIC.mod](/uploads/79897cc6c15966c2177cda0cbad032fc/LW_NIC.mod) where the option is correctly set, but we still ask the user to set it.See [LW_NIC.mod](/uploads/79897cc6c15966c2177cda0cbad032fc/LW_NIC.mod) where the option is correctly set, but we still ask the user to set it.5.xWilli Mutschlerwilli@mutschler.euWilli Mutschlerwilli@mutschler.euhttps://git.dynare.org/Dynare/dynare/-/issues/1751Fix encoding of jnl-files2020-11-20T14:54:49ZJohannes PfeiferFix encoding of jnl-filesIt seems the date/time string given by the operating system needs to be converted to UTF-8 [example1.jnl](/uploads/65e2ab3a669e03f39e16ae8dad6fcd53/example1.jnl)It seems the date/time string given by the operating system needs to be converted to UTF-8 [example1.jnl](/uploads/65e2ab3a669e03f39e16ae8dad6fcd53/example1.jnl)5.xSébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/1748bug in preprocessor for configuration file for parallel2020-11-18T14:31:45ZMarco Rattobug in preprocessor for configuration file for parallelCurrently, the preprocessor reads the `DynarePath` field in the configuration file, but it stores it into the `ProgramPath` field of `options_.parallel`. It should be ported into a `DynarePath` field, obviously.
note: `ProgramPath` woul...Currently, the preprocessor reads the `DynarePath` field in the configuration file, but it stores it into the `ProgramPath` field of `options_.parallel`. It should be ported into a `DynarePath` field, obviously.
note: `ProgramPath` would be the ultimate notation once I finish the merge with `DragonFly` ..., but for the time being the usual behaviour should be preserved.Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/1438Write a unit test for mjdgges (m implementation)2020-11-13T17:10:16ZStéphane Adjemianstepan@adjemian.euWrite a unit test for mjdgges (m implementation)Based on matrices E and D from the example contributed by @JohannesPfeifer in #1154.Based on matrices E and D from the example contributed by @JohannesPfeifer in #1154.Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/1576Provide steady state file example for Ramsey2020-11-13T14:38:25ZJohannes PfeiferProvide steady state file example for RamseyThe final loop should most probably be
```
NumberOfEndogenousVariables = M_.endo_nbr; % Number of endogenous variables.
ys = zeros(NumberOfEndogenousVariables,1); % Initialization of ys (steady state...The final loop should most probably be
```
NumberOfEndogenousVariables = M_.endo_nbr; % Number of endogenous variables.
ys = zeros(NumberOfEndogenousVariables,1); % Initialization of ys (steady state).
for i = M_.ramsey_eq_nbr+1:NumberOfEndogenousVariables % Loop...
varname = deblank(M_.endo_names(i-M_.ramsey_eq_nbr,:)); % Get the name of endogenous variable i.
eval(['ys(' int2str(i) ') = ' varname ';']); % Get the steady state value of this variable.
end % End of the loop.
```Johannes PfeiferJohannes Pfeiferhttps://git.dynare.org/Dynare/dynare/-/issues/133datafile option in simul2020-11-13T14:22:20ZSébastien Villemotdatafile option in simulthis option is very similar to initval_file but it requires two different files for endogenous and exogenous variables.
The entry in the manual doesn't describe the required files.
It may be interesting to use it for loading only traje...this option is very similar to initval_file but it requires two different files for endogenous and exogenous variables.
The entry in the manual doesn't describe the required files.
It may be interesting to use it for loading only trajectories for the exogenous variables.https://git.dynare.org/Dynare/dynare/-/issues/1204Crash in unstable mex when called from parallel workers2020-11-13T13:44:38ZTom HoldenCrash in unstable mex when called from parallel workersI'm afraid I don't have time to produce a minimal example of this bug now, but I'll leave the replication steps here in case anyone else does.
1) Download my version of Dynare, with sub-modules from https://github.com/tholden/dynare
2) ...I'm afraid I don't have time to produce a minimal example of this bug now, but I'll leave the replication steps here in case anyone else does.
1) Download my version of Dynare, with sub-modules from https://github.com/tholden/dynare
2) Replace the files in the mex subfolder with those from the latest unstable.
3) Browse to the dynare\examples\nonlinear-estimation directory within MATLAB, and then execute `dynare NKNonCentralEstimate.mod`
4) Note that Dynare correctly calculates the initial likelihood, but then when it starts calculating the first numerical derivative of the likelihood, in parallel, each of the parallel workers crash in turn.
5) Reset the repository so you have my compiled MEX. Rerun the same test and observe that the parallel workers do not crash.
I would strongly expect that in fact you don't need to use my version of Dynare, or to use my code for estimating an approximation around the mean, and in the latest unstable this ought to be present whenever you evaluate the likelihood in parallel.Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/762svar identification2020-11-13T13:42:46ZHoutan Bastanisvar identificationimplement partial/global identification for svar, based on Tao's paperimplement partial/global identification for svar, based on Tao's paperMichelJuillardMichelJuillardhttps://git.dynare.org/Dynare/dynare/-/issues/1730Consider saving results using -v7.3 flag2020-11-13T13:08:07ZJohannes PfeiferConsider saving results using -v7.3 flagWe may want to consider saving the results of a Dynare run using the `-v7.3` flag, which available after Matlab R2006b. That would help getting around occasional issues with the 2GB file limit otherwise present.We may want to consider saving the results of a Dynare run using the `-v7.3` flag, which available after Matlab R2006b. That would help getting around occasional issues with the 2GB file limit otherwise present.https://git.dynare.org/Dynare/dynare/-/issues/1282MS-SBVAR: Potentially allow for linear restrictions across A0 and Aplus2020-11-13T12:40:35ZJohannes PfeiferMS-SBVAR: Potentially allow for linear restrictions across A0 and AplusAfter a user inquiry at http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=9594, @dwaggoner replied with the following. The question is now whether we want to implement this?
The underlying C code can handle linear restrictions across `A...After a user inquiry at http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=9594, @dwaggoner replied with the following. The question is now whether we want to implement this?
The underlying C code can handle linear restrictions across `A0` and `Aplus` as long as they are not cross-equation. Also the restrictions must be linear, not affine, i.e. no non-zero constant. It seems like this is what the person is asking for. Also, this cannot be used with the Sims-Zha specification as that requires `Aplus` to be unrestricted.
Each column (equation) of `A0` and Aplus can be restricted to be of the form
```
a_j = U[j]*b_j
aplus_j = V[j]*g_j + W[j]*a_j
```
Here `b_j` and `g_j` are the "free parameters", with `a_j` and `aplus_j` are the columns of `A0` and `Aplus`. The cross `A0` - `Aplus` restrictions require `W[j]` to be non-zero.
The work will be going from the dynare file to producing `U[j]`, `V[j]`, and `W[j]`. You already produce `U[j]` and `V[j]`, so producing `W[j]` should not be to much more work.https://git.dynare.org/Dynare/dynare/-/issues/1744endogenous_prior with missing observation2020-11-13T12:20:25Znaivejendogenous_prior with missing observationHi dynare team,
(Sorry if I posted in the wrong place, I just realised that gitlab seems for developers only)
In v4.6.2, endogenous_prior cannot work with missing observation, but this is not pointed out in the Reference Manual.
I ...Hi dynare team,
(Sorry if I posted in the wrong place, I just realised that gitlab seems for developers only)
In v4.6.2, endogenous_prior cannot work with missing observation, but this is not pointed out in the Reference Manual.
I suppose a naive way to fix this is to exclude any period or variables with missing observations in the calculation of statistics.
Currently, I modified the code as follows but not sure if this is statistically correct. Is there a better way to make this work?
```matlab
Ydemean(:,j)=Y(:,j)-mean(Y(:,j),'omitnan');
Fhat=std(Ydemean,1,'omitnan').^2';
for j=1:n
Ydemean(:,j)=Y(:,j)-mean(Y(:,j),'omitnan');
end
Fhat=std(Ydemean,1,'omitnan').^2';%Fhat=diag(Ydemean'*Ydemean)/Tsamp;
Sgood=find(~any(isnan(Y),2));
Tgood=length(Sgood);
hmat=zeros(n,Tgood);
% we need ht, where t=1,...,T
for t=1:Tgood
hmat(:,t)=diag(Ydemean(Sgood(t),:)'*Ydemean(Sgood(t),:))-Fhat;
end
% To calculate Shat we need C0, C1 and C2
for t=1:Tgood
C0=C0+1/Tgood*hmat(:,t)*hmat(:,t)';
end
for t=2:Tgood
C1=C1+1/(Tgood-1)*hmat(:,t)*hmat(:,t-1)';
end
for t=3:Tgood
C2=C2+1/(Tgood-2)*hmat(:,t)*hmat(:,t-2)';
end
```5.xhttps://git.dynare.org/Dynare/dynare/-/issues/1739Investigate parallel issues2020-11-13T10:56:40ZJohannes PfeiferInvestigate parallel issuesSee https://forum.dynare.org/t/parallel-estimation-mcmc-diagnostics-issue/16228/4See https://forum.dynare.org/t/parallel-estimation-mcmc-diagnostics-issue/16228/45.x