dynare issueshttps://git.dynare.org/Dynare/dynare/-/issues2019-06-19T15:37:42Zhttps://git.dynare.org/Dynare/dynare/-/issues/1502Add a dynare option for specifying if we consider a stochastic or determinist...2019-06-19T15:37:42ZStéphane Adjemianstepan@adjemian.euAdd a dynare option for specifying if we consider a stochastic or deterministic modelSee discussion in #1501.See discussion in #1501.4.6Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://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/247add a new option for replications in the computation of IRFs2013-02-21T14:57:00ZSébastien Villemotadd a new option for replications in the computation of IRFsCurrently options_.replic controls both the replications for IRF and for simulations. The needs are different and the defaults should be different.
When fixing this ticket attention must be paid to possible use in sensitivity toolbox.
Do...Currently options_.replic controls both the replications for IRF and for simulations. The needs are different and the defaults should be different.
When fixing this ticket attention must be paid to possible use in sensitivity toolbox.
Documentation must be clarified
4.3https://git.dynare.org/Dynare/dynare/-/issues/241Add a preprocessor option to suppress the log file2013-02-21T14:59:20ZSébastien VillemotAdd a preprocessor option to suppress the log fileThis should be an option to the "dynare" command itself, like "clearall".
Requested by Johannes Pfeifer.
May also be useful to avoid some crashes, see:
http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=3594
This should be an option to the "dynare" command itself, like "clearall".
Requested by Johannes Pfeifer.
May also be useful to avoid some crashes, see:
http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=3594
4.3https://git.dynare.org/Dynare/dynare/-/issues/1598Add a routine for setting automajically the value of mh_jscale...2018-09-10T12:35:46ZStéphane Adjemianstepan@adjemian.euAdd a routine for setting automajically the value of mh_jscale...so that the acceptance ratio is close to an arbitrary target.
This already done with `mode_compute=6`, but we need to port to other optimization routines.
so that the acceptance ratio is close to an arbitrary target.
This already done with `mode_compute=6`, but we need to port to other optimization routines.
4.6Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/236Add a user friendly frontend to simult_2015-08-06T13:27:23ZSébastien VillemotAdd a user friendly frontend to simult_The idea is to give an user-friendly way to perform simulations of a model using custom series of shocks; this is a recurring request.
The idea is to give an user-friendly way to perform simulations of a model using custom series of shocks; this is a recurring request.
4.5https://git.dynare.org/Dynare/dynare/-/issues/197Add abs() to ExprNode2013-02-21T15:00:00ZSébastien VillemotAdd abs() to ExprNode4.3https://git.dynare.org/Dynare/dynare/-/issues/1409Add an interface for setting initial condition of the Kalman filter2021-01-27T16:46:38ZStéphane Adjemianstepan@adjemian.euAdd an interface for setting initial condition of the Kalman filterSee discussion in #1395.See discussion in #1395.4.6Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/362Add an option for making the stochastic draws truly pseudo-random (for exampl...2013-05-31T14:36:00ZSébastien VillemotAdd an option for making the stochastic draws truly pseudo-random (for example setting the seed with the clock)4.4Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/276Add ar-option to estimation command2013-02-21T14:54:08ZSébastien VillemotAdd ar-option to estimation commandCurrently, the ar-option is only allowed in stoch_simul. Its value then also tranfers to the computation of moments in compute_moments_varendo.m. We should explicitly implement ar in estimation. If specified, it should also trigger the m...Currently, the ar-option is only allowed in stoch_simul. Its value then also tranfers to the computation of moments in compute_moments_varendo.m. We should explicitly implement ar in estimation. If specified, it should also trigger the moments_varendo option. This avoids setting options_.ar before the estimation command. Maybe we should split options_.ar into options_.ar for stoch_simul and options_.var_endo_ar for estimation in order for one command not to affect the computations from the other one as is currently the case.
https://git.dynare.org/Dynare/dynare/-/issues/1011Add bandpass filter2019-06-19T15:37:56ZJohannes PfeiferAdd bandpass filterAdding a bandpass-filter as in Christiano/Motto/Rostagno seems straightforward.
One issue is `options_.hp_ngrid` which specifies the number of points for the Inverse Fourier Transformation. With a different filter, this option would no...Adding a bandpass-filter as in Christiano/Motto/Rostagno seems straightforward.
One issue is `options_.hp_ngrid` which specifies the number of points for the Inverse Fourier Transformation. With a different filter, this option would not be specific to the HP filter anymore. I would suggest renaming it to `ifft_points` and deleting the old option. Obviously, this would break backward compatibility.
@houtanb Could you please give me an option of `stoch_simul` named `bandpass_filter` It should be mutually exclusive with `hp_filter`. If specified as
```
stoch_simul(bandpass_filter)
```
it should map into `options_.bandpass.indicator=1`. If specified as
```
stoch_simul(bandpass_filter=[lowerbound upperbound])
```
it should map into
```
options_.bandpass.indicator=1
options_.bandpass.passband=[lowerbound upperbound]
```
Default values are
```
options_.bandpass.indicator=0;
options_.bandpass.passband=[6 32];
```
4.5Johannes PfeiferJohannes Pfeiferhttps://git.dynare.org/Dynare/dynare/-/issues/119Add boost/math (and possibly others) to the configure script for MEX files2013-02-21T15:05:27ZSébastien VillemotAdd boost/math (and possibly others) to the configure script for MEX files4.2https://git.dynare.org/Dynare/dynare/-/issues/89Add bsxfun function for old versions of matlab.2013-02-21T15:06:41ZSébastien VillemotAdd bsxfun function for old versions of matlab.Built in function bsxfun appeared in matlab version 7.4. Dynare (with matlab's version < 7.4) may crash (depending on what the user is doing) because this function is missing.
We have first to add an m file (in the missing subdirectory)...Built in function bsxfun appeared in matlab version 7.4. Dynare (with matlab's version < 7.4) may crash (depending on what the user is doing) because this function is missing.
We have first to add an m file (in the missing subdirectory) doing the same job as bsxfun. This workaround will be at the cost of computing efficiency (built in bsxfun is very fast). So, if we really want to be compatible with all the versions of matlab since 7.0 (or 6.5.1 I can't remember) we have to write a mex file (it should be possible to use the source of the octave's built-in).
4.2https://git.dynare.org/Dynare/dynare/-/issues/1034Add capacities for rolling window forecasts2019-06-19T15:37:54ZJohannes PfeiferAdd capacities for rolling window forecastsCurrently, we only support recursive forecasting where the time window, on which the model is estimated, expands.
Necessary steps:
1. Allow `estimation` option `first_obs` to take vector like `nobs` (with the same consistency checks)
2. ...Currently, we only support recursive forecasting where the time window, on which the model is estimated, expands.
Necessary steps:
1. Allow `estimation` option `first_obs` to take vector like `nobs` (with the same consistency checks)
2. Adjust `dynare_estimation` to not either set `options_.nobs = nobs(i);` or `options_.first_obs=first_obs(i)` and add check that makes them mutually exclusive.
The only problem is returning the results. Currently, `dynare_estimation` returns `oo_recursive`. We can either store the rolling window estimation in the same structure or let the preprocessor assign the results to either `oo_recursive` or `oo_rolling` depending on whether `nobs` or `first_obs` is more than a scalar. In this case, the preprocessor must also do the check that either rolling or recursive estimation can be requested, but not both.
4.5Johannes PfeiferJohannes Pfeiferhttps://git.dynare.org/Dynare/dynare/-/issues/1081Add Chandrasekhar Recursion Kalman Filter2019-11-21T08:36:41ZJohannes PfeiferAdd Chandrasekhar Recursion Kalman FilterAs discussed during the 2015 Dynare conference, this might be a nice addition for larger models. See
Herbst (2015): "Using the “Chandrasekhar Recursions” for Likelihood Evaluation of DSGE Models", Comput Econ (2015) 45:693–705
As discussed during the 2015 Dynare conference, this might be a nice addition for larger models. See
Herbst (2015): "Using the “Chandrasekhar Recursions” for Likelihood Evaluation of DSGE Models", Comput Econ (2015) 45:693–705
https://git.dynare.org/Dynare/dynare/-/issues/264add checksum to download section of web site2013-02-21T14:55:30ZSébastien Villemotadd checksum to download section of web sitehttps://git.dynare.org/Dynare/dynare/-/issues/964Add cholcov function to missing/statistics2019-06-19T15:37:58ZJohannes PfeiferAdd cholcov function to missing/statisticsThe TaRB algorithm makes use of the `cholcov` function of the statistics toolbox. We might want to add the Octave version to the missing folder.
The TaRB algorithm makes use of the `cholcov` function of the statistics toolbox. We might want to add the Octave version to the missing folder.
4.5Johannes PfeiferJohannes Pfeiferhttps://git.dynare.org/Dynare/dynare/-/issues/245Add CMA Evolution Strategy algorithm for mode optimization2013-02-21T14:57:12ZSébastien VillemotAdd CMA Evolution Strategy algorithm for mode optimizationMATLAB/Octave code is already available there:
http://www.lri.fr/~hansen/cmaesintro.html
It is just about asking permission for inclusion under the GPL (which we will likely given) and add the necessary plumbing in mode_compute.
MATLAB/Octave code is already available there:
http://www.lri.fr/~hansen/cmaesintro.html
It is just about asking permission for inclusion under the GPL (which we will likely given) and add the necessary plumbing in mode_compute.
4.3https://git.dynare.org/Dynare/dynare/-/issues/611Add conditional check for steady state in unit root models2019-06-19T15:38:10ZJohannes PfeiferAdd conditional check for steady state in unit root modelsAs detailed in #573, for unit root models `options.steadystate.nocheck=1` is set, which implies that there is no check for correctness of the steady state as there are theoretically infinitely many. However, conditional on the trending (...As detailed in #573, for unit root models `options.steadystate.nocheck=1` is set, which implies that there is no check for correctness of the steady state as there are theoretically infinitely many. However, conditional on the trending (exogenous) variable, the steady state should be unique. We should thus test whether this conditional steady state is correct as suggested by @stepan-a instead of allowing to use arbitrary wrong values as supposed steady states.
4.5https://git.dynare.org/Dynare/dynare/-/issues/160Add derivatives of static model w.r.t. parameters2013-02-21T15:03:07ZSébastien VillemotAdd derivatives of static model w.r.t. parametersCurrently, the derivatives of the static model w.r.t. parameters are computed using the derivatives of the dynamic model w.r.t. parameters.
It would be more convenient to provide directly these derivatives.
Currently, the derivatives of the static model w.r.t. parameters are computed using the derivatives of the dynamic model w.r.t. parameters.
It would be more convenient to provide directly these derivatives.