dynare issueshttps://git.dynare.org/Dynare/dynare/-/issues2020-04-06T07:52:02Zhttps://git.dynare.org/Dynare/dynare/-/issues/1680Adapt evaluate_planner_objective.m to higher order and perfect foresight2020-04-06T07:52:02ZJohannes Pfeifer Adapt evaluate_planner_objective.m to higher order and perfect foresightSupersedes https://git.dynare.org/Dynare/dynare/issues/564 and is related to https://git.dynare.org/Dynare/dynare/issues/1678
See also https://forum.dynare.org/t/evaluate-planner-objective-in-non-linear-model/15492Supersedes https://git.dynare.org/Dynare/dynare/issues/564 and is related to https://git.dynare.org/Dynare/dynare/issues/1678
See also https://forum.dynare.org/t/evaluate-planner-objective-in-non-linear-model/154924.7https://git.dynare.org/Dynare/dynare/-/issues/1675Migrate to Dragonfly parallel toolkit2020-05-07T17:44:21ZSébastien VillemotMigrate to Dragonfly parallel toolkitThe embedded parallel toolkit should be replaced by the [Dragonfly](https://github.com/DragonflyTeam/dragonfly) toolkit.
A branch called `dragonfly` has been created, with the toolkit under `matlab/modules/dragonfly` (see ee3971ad6364910851ff06da9729d9b4a084ca4b).The embedded parallel toolkit should be replaced by the [Dragonfly](https://github.com/DragonflyTeam/dragonfly) toolkit.
A branch called `dragonfly` has been created, with the toolkit under `matlab/modules/dragonfly` (see ee3971ad6364910851ff06da9729d9b4a084ca4b).4.7Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/1674Modification to shock_decomposition and plot_decomposition interfaces to incl...2020-01-21T17:47:09ZDóra Kocsisdora@dynare.orgModification to shock_decomposition and plot_decomposition interfaces to include flexibility with datesInclude the following options for dates when shock_decomposition is triggered:
* date of the start of the decomposition, default: start of the estimation sample (some people may want to start the decomposition with the smoothed value at the end of the sample). Proposed option name: `init_date = INTEGER`.
* date of the start of the graph, default: start of the estimation sample. Proposed option name: `graph_init_date = INTEGER`.Include the following options for dates when shock_decomposition is triggered:
* date of the start of the decomposition, default: start of the estimation sample (some people may want to start the decomposition with the smoothed value at the end of the sample). Proposed option name: `init_date = INTEGER`.
* date of the start of the graph, default: start of the estimation sample. Proposed option name: `graph_init_date = INTEGER`.4.7Dóra Kocsisdora@dynare.orgDóra Kocsisdora@dynare.orghttps://git.dynare.org/Dynare/dynare/-/issues/1670Mac Package: see if we can use Homebrew `binutils` package to provide `as` an...2020-05-07T17:44:34ZHoutan BastaniMac Package: see if we can use Homebrew `binutils` package to provide `as` and `ld` and thus not install CLTThe idea is that if we can use Homebrew to provide `as` and `ld` then we can avoid installing Command Line Tools. I am not hopeful because `install_name_tool`, which is used to rename library paths when installing to a non-default directory is installed via Command Line Tools. The thing to check is whether this is used only when installing to non-default directories or whether it is always used. If it is always used, then CLT must not be required (though, it is located in `/Library/Developer/CommandLineTools/usr/bin/install_name_tool`)The idea is that if we can use Homebrew to provide `as` and `ld` then we can avoid installing Command Line Tools. I am not hopeful because `install_name_tool`, which is used to rename library paths when installing to a non-default directory is installed via Command Line Tools. The thing to check is whether this is used only when installing to non-default directories or whether it is always used. If it is always used, then CLT must not be required (though, it is located in `/Library/Developer/CommandLineTools/usr/bin/install_name_tool`)4.7https://git.dynare.org/Dynare/dynare/-/issues/1665Implement bridge sampler for computing marginal data density2019-11-26T16:25:08ZJohannes Pfeifer Implement bridge sampler for computing marginal data density4.7https://git.dynare.org/Dynare/dynare/-/issues/1663datafile option in perfect_foresight_setup: incomplete documentation and not ...2020-01-02T18:21:21ZMichelJuillarddatafile option in perfect_foresight_setup: incomplete documentation and not flexible enoughthe datafile option in perfect_foresight solver requires a text file without variable names, variables being order in order of VAR statement. The file name must end with ``_endo.dat``.
- [x] make loading data for guess value more flexible
- [x] honor INITVAL_FILE command or deprecate it
- [ ] make possible to use guess values with simul_backward-modelthe datafile option in perfect_foresight solver requires a text file without variable names, variables being order in order of VAR statement. The file name must end with ``_endo.dat``.
- [x] make loading data for guess value more flexible
- [x] honor INITVAL_FILE command or deprecate it
- [ ] make possible to use guess values with simul_backward-model4.7https://git.dynare.org/Dynare/dynare/-/issues/1660Update documentation of dseries2020-02-17T09:27:42ZSébastien VillemotUpdate documentation of dseriesSince dseries have been substantially rewritten since 4.5, the documentation in the reference needs to be updated.Since dseries have been substantially rewritten since 4.5, the documentation in the reference needs to be updated.4.7Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/1657add shock decomposition for forecasts done after estimation2019-12-20T16:32:54ZSébastien Villemotadd shock decomposition for forecasts done after estimation@MichelJuillard has some preliminary codes.@MichelJuillard has some preliminary codes.4.7Dóra Kocsisdora@dynare.orgDóra Kocsisdora@dynare.orghttps://git.dynare.org/Dynare/dynare/-/issues/1643Implement pruning at order>32019-11-21T08:45:16ZJohannes Pfeifer Implement pruning at order>3The algorithm should follow Andreasen et al. (2018) as already implemented in `simult_.m` for orders 2 and 3. Should be done in the C++ routines of `dynare_simul_` as discussed in https://git.dynare.org/Dynare/dynare/commit/1e92e308b9d0301108d18d7256f47655097f20cb#note_8364The algorithm should follow Andreasen et al. (2018) as already implemented in `simult_.m` for orders 2 and 3. Should be done in the C++ routines of `dynare_simul_` as discussed in https://git.dynare.org/Dynare/dynare/commit/1e92e308b9d0301108d18d7256f47655097f20cb#note_83644.7Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/1603Investigate whether var_exo_det works correctly with stoch_simul2019-11-26T16:28:38ZJohannes Pfeifer Investigate whether var_exo_det works correctly with stoch_simulSee https://forum.dynare.org/t/varexo-det-to-simulate-random-shocks-during-a-predetermined-period/11637
It seems there is at least one call to `make_ex_` missingSee https://forum.dynare.org/t/varexo-det-to-simulate-random-shocks-during-a-predetermined-period/11637
It seems there is at least one call to `make_ex_` missing4.7https://git.dynare.org/Dynare/dynare/-/issues/1521create class for storing/writing metropolis draws2019-12-20T16:31:36ZHoutan Bastanicreate class for storing/writing metropolis drawsIn the `while` loop of `matlab/posterior_sampler_core.m` we have an example of how draws are stored and written when a certain number of draws have been stored in memory.
Need to create a Matlab class that stores:
- a vector
- a matrix
- a structure (`dr`)
And that writes itself to disk when a certain number of vector/matrix/structures have been written and clears itself so that more draws can be stored.
This class can then be used to standardize the various ways we do this throughout the Matlab codebase.In the `while` loop of `matlab/posterior_sampler_core.m` we have an example of how draws are stored and written when a certain number of draws have been stored in memory.
Need to create a Matlab class that stores:
- a vector
- a matrix
- a structure (`dr`)
And that writes itself to disk when a certain number of vector/matrix/structures have been written and clears itself so that more draws can be stored.
This class can then be used to standardize the various ways we do this throughout the Matlab codebase.4.7https://git.dynare.org/Dynare/dynare/-/issues/1514Add Importance Ratio as diagnostic for checking accuracy of normal approximat...2019-12-20T16:31:49ZJohannes Pfeifer Add Importance Ratio as diagnostic for checking accuracy of normal approximation to posteriorSee e.g. Slide 32 of http://apps.eui.eu/Personal/Canova/Teachingmaterial/bayes_dsge_eui2012.pdfSee e.g. Slide 32 of http://apps.eui.eu/Personal/Canova/Teachingmaterial/bayes_dsge_eui2012.pdf4.7https://git.dynare.org/Dynare/dynare/-/issues/1513Allow selecting proper training sample for endogenous_prior2019-12-20T16:32:01ZJohannes Pfeifer Allow selecting proper training sample for endogenous_priorCurrently, we simply use `Y=data';`, but it is straightforward to include different dataCurrently, we simply use `Y=data';`, but it is straightforward to include different data4.7https://git.dynare.org/Dynare/dynare/-/issues/1338risky steady state: no interface, test suite2019-11-21T08:25:49ZHoutan Bastanirisky steady state: no interface, test suiteThere are several issues with risky steady state:
1. It has no interface. Why? Is this something we want to keep (hidden) in Dynare?
1. It the .mod files that use it are not in the test suite. Why?
There are several issues with risky steady state:
1. It has no interface. Why? Is this something we want to keep (hidden) in Dynare?
1. It the .mod files that use it are not in the test suite. Why?
4.7Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/1243Allow model-local variables with block and bytecode2020-05-06T12:41:19ZJohannes Pfeifer Allow model-local variables with block and bytecodeWe currently return the error
`'block' or 'bytecode' options are not yet compatible with pound expressions`
Given that `steady_state_model` cannot be used for handling parameter dependence in the `perfect_foresight`, model-local variables seem the only way to go. We should therefore allow them.
@houtanb Where exactly is the challenge from the proprocessor-side?
We currently return the error
`'block' or 'bytecode' options are not yet compatible with pound expressions`
Given that `steady_state_model` cannot be used for handling parameter dependence in the `perfect_foresight`, model-local variables seem the only way to go. We should therefore allow them.
@houtanb Where exactly is the challenge from the proprocessor-side?
4.7Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/1173Support estimation under optimal policy2020-02-12T16:18:04ZJohannes Pfeifer Support estimation under optimal policySee http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=8071
See http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=8071
4.7Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/569Integrate OccBin2020-02-11T17:11:43ZHoutan BastaniIntegrate OccBinhttps://github.com/lucashare/occbin
https://www2.bc.edu/matteo-iacoviello/research_files/TOOLKIT_PAPER.pdf
https://github.com/lucashare/occbin
https://www2.bc.edu/matteo-iacoviello/research_files/TOOLKIT_PAPER.pdf
4.7Marco RattoMarco Rattohttps://git.dynare.org/Dynare/dynare/-/issues/300Implement k-order derivatives of external functions2019-12-16T14:00:55ZSébastien VillemotImplement k-order derivatives of external functionsOtherwise order ≥ 3 fails with a cryptic preprocessor error
Otherwise order ≥ 3 fails with a cryptic preprocessor error
4.7https://git.dynare.org/Dynare/dynare/-/issues/1716Fix bug in contemp_reduced_form of SBVAR2020-03-16T08:27:57ZJohannes Pfeifer Fix bug in contemp_reduced_form of SBVARAs outlined in https://forum.dynare.org/t/different-results-of-a0-using-sbvar/15359 the attached codes crashes due to non-conformable matrices.
[MacroData.mat](/uploads/e30cd873d1add8fc54a1e0e65aa0949d/MacroData.mat)
[constantRecursiveBVAR.mod](/uploads/f7b1c204676a2323d03a467702f6e3c5/constantRecursiveBVAR.mod)As outlined in https://forum.dynare.org/t/different-results-of-a0-using-sbvar/15359 the attached codes crashes due to non-conformable matrices.
[MacroData.mat](/uploads/e30cd873d1add8fc54a1e0e65aa0949d/MacroData.mat)
[constantRecursiveBVAR.mod](/uploads/f7b1c204676a2323d03a467702f6e3c5/constantRecursiveBVAR.mod)https://git.dynare.org/Dynare/dynare/-/issues/1709Automatic detrending2020-03-06T17:35:41ZFerhatMihoubiAutomatic detrendingFor the moment the deterministic or stochastic trends have to be declared using the trend_var (or log_trend_var) commands and the option deflator (or log_deflator) in var command to declare the trended variables.
The purpose of the new feature is to find and remove automatically the trends. To do so, the proposal is to add :
- an option in var command to indicate if the variable is expressed in logarithm or not (the default being not in logarithm). For instance *var(log) list of variables*.
- a command that will add to all endogenous variables a growth factor (additive or multiplicative depending on the previously declared status) and the equations that put in relation all the growth factors to theirs endogenous variables. This step should be performed in the preprocessor to produce a new dynamic model containing all the endogenous variables and the growth factor associated to all the endogenous variables.
- during the execution the complete new dynamic model should be solved to compute the growth factors and the steady state values of the endogenous variables.
This command could be *detrend* for instance.For the moment the deterministic or stochastic trends have to be declared using the trend_var (or log_trend_var) commands and the option deflator (or log_deflator) in var command to declare the trended variables.
The purpose of the new feature is to find and remove automatically the trends. To do so, the proposal is to add :
- an option in var command to indicate if the variable is expressed in logarithm or not (the default being not in logarithm). For instance *var(log) list of variables*.
- a command that will add to all endogenous variables a growth factor (additive or multiplicative depending on the previously declared status) and the equations that put in relation all the growth factors to theirs endogenous variables. This step should be performed in the preprocessor to produce a new dynamic model containing all the endogenous variables and the growth factor associated to all the endogenous variables.
- during the execution the complete new dynamic model should be solved to compute the growth factors and the steady state values of the endogenous variables.
This command could be *detrend* for instance.