dynare issueshttps://git.dynare.org/Dynare/dynare/-/issues2019-12-09T17:11:26Zhttps://git.dynare.org/Dynare/dynare/-/issues/1308Factorize print_info and interpret_resol_info2019-12-09T17:11:26ZStéphane Adjemianstepan@adjemian.euFactorize print_info and interpret_resol_infoSee discussion [here](https://github.com/DynareTeam/dynare/commit/83bc67f0c03bcd79cbbe4c903d7e5f5d4bc11e88#commitcomment-19332156).
See discussion [here](https://github.com/DynareTeam/dynare/commit/83bc67f0c03bcd79cbbe4c903d7e5f5d4bc11e88#commitcomment-19332156).
4.6https://git.dynare.org/Dynare/dynare/-/issues/1586Document initial_condition_decomposition and make it an official feature2019-12-09T14:54:10ZJohannes PfeiferDocument initial_condition_decomposition and make it an official featureStill missing from https://github.com/DynareTeam/dynare/pull/1421Still missing from https://github.com/DynareTeam/dynare/pull/14214.6https://git.dynare.org/Dynare/dynare/-/issues/1649new plot_shock_decomposition options2019-12-06T15:30:45ZMarco Rattonew plot_shock_decomposition optionsIt would be useful to allow the preprocessor to take the following new options, both for `plot_shock_decomposition` and `initial_condition_decomposition`:
* `diff`: plots the first difference of the requested variable
* `flip`: flip the ...It would be useful to allow the preprocessor to take the following new options, both for `plot_shock_decomposition` and `initial_condition_decomposition`:
* `diff`: plots the first difference of the requested variable
* `flip`: flip the requested variables with sign change (e.g. useful to flip the concept of an exchange rate or trade balance or deficit/surplus variable without having to define it in model definition)
I have already provisions ready to push.4.6Marco RattoMarco Rattohttps://git.dynare.org/Dynare/dynare/-/issues/37Automatic generation of _steadystate.m file2019-12-05T15:58:38ZSébastien VillemotAutomatic generation of _steadystate.m fileThe idea is that the preprocessor would create a _steadystate.m file, using the (symbolic) initializations given in the initval block.
This would be particularly useful for estimating models for which the analytical form of the steady s...The idea is that the preprocessor would create a _steadystate.m file, using the (symbolic) initializations given in the initval block.
This would be particularly useful for estimating models for which the analytical form of the steady state is known.
4.2https://git.dynare.org/Dynare/dynare/-/issues/1245Make sure _dynamic-file from block returns with proper arguments2019-12-04T14:52:11ZJohannes PfeiferMake sure _dynamic-file from block returns with proper argumentsCurrently, there are a few `return` statements where `varargout` has not been set, leading to crashes instead of proper switching to homotopy.
Currently, there are a few `return` statements where `varargout` has not been set, leading to crashes instead of proper switching to homotopy.
4.6Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/1359Add interface to load datafile in Matlab's table-format2019-12-03T14:45:18ZJohannes PfeiferAdd interface to load datafile in Matlab's table-formatIn `R2013b`. Matlab introduced a datatype `table` (https://de.mathworks.com/help/matlab/ref/table.html). We should support reading datasets saved in this format. In `R2013b`. Matlab introduced a datatype `table` (https://de.mathworks.com/help/matlab/ref/table.html). We should support reading datasets saved in this format. 4.6Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/1669Restore index of functions and commands in the manual2019-12-03T14:45:18ZSébastien VillemotRestore index of functions and commands in the manualIn the texinfo manual, there used to be an index for functions and commands (see https://www.dynare.org/manual/Command-and-Function-Index.html#Command-and-Function-Index).
This has been lost in the conversion to sphinx, and should there...In the texinfo manual, there used to be an index for functions and commands (see https://www.dynare.org/manual/Command-and-Function-Index.html#Command-and-Function-Index).
This has been lost in the conversion to sphinx, and should therefore be restored.
By the way, if this is technically feasible, and index of variables (fields of `M_`, `oo_`, …) would also be useful.4.6Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/1652Crash in bytecode2019-12-03T14:45:18ZSébastien VillemotCrash in bytecodeI attach an example ([surprise_solution.zip](/uploads/17158ceefc6fbf59f6810d17cbcdc084/surprise_solution.zip)) that crashes bytecode (just by running `surprise_solution_2019_05_20.mod`).
The problem can be reproduced both with unstable ...I attach an example ([surprise_solution.zip](/uploads/17158ceefc6fbf59f6810d17cbcdc084/surprise_solution.zip)) that crashes bytecode (just by running `surprise_solution_2019_05_20.mod`).
The problem can be reproduced both with unstable and 4.5.
*Note:* comes from https://forum.dynare.org/t/matlab-shutdown-deterministic-solution-stack-solve-algo-1/138824.6Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/1625Discuss implementing a steady_state_relation-block2019-12-03T14:19:24ZJohannes PfeiferDiscuss implementing a steady_state_relation-blockSteady state finding in large economic models is hard. Currently, the user needs to manually implement a full steady state or reduce the problem and then call a solver. See e.g. https://forum.dynare.org/t/how-to-solve-steady-state-in-lar...Steady state finding in large economic models is hard. Currently, the user needs to manually implement a full steady state or reduce the problem and then call a solver. See e.g. https://forum.dynare.org/t/how-to-solve-steady-state-in-large-scale-dsge-models/12185/2
I wonder if it would be useful and feasible to introduce something like a `steady_state_relation`-block that allows specifying analytical steady state relations that Dynare could use in the `_static`-file to substitute out some variable and thus reduce the size of the problem (essentially introducing a model-local variable for the static model). An example would be
```
steady_state_relation;
u=1;
R=1/beta;
Pi=1;
i_nom=R*Pi;
I=delta*K;
end;
```
Combined with `initval` this would make finding a steady state much easier.https://git.dynare.org/Dynare/dynare/-/issues/1579Make fast realtime decomposition use the proper nobs2019-12-03T13:56:27ZJohannes PfeiferMake fast realtime decomposition use the proper nobsSee https://github.com/DynareTeam/dynare/pull/1563#issuecomment-357180435
See https://github.com/DynareTeam/dynare/pull/1563#issuecomment-357180435
4.6https://git.dynare.org/Dynare/dynare/-/issues/1672conditional_forecast should save its output in oo_2019-11-29T16:11:56ZSébastien Villemotconditional_forecast should save its output in oo_Currently, `conditional_forecast` stores its output in a file. This is inconsistent with the rest of Dynare commands, and renders the post-processing of this data less robust, because we have to reload that file from the hard drive (with...Currently, `conditional_forecast` stores its output in a file. This is inconsistent with the rest of Dynare commands, and renders the post-processing of this data less robust, because we have to reload that file from the hard drive (without the guarantee that it comes from the same Dynare session).
The output should be saved in a field of `oo_` (without changing the structure).
`plot_ic_forecast` needs to be adapted. `shock_decomposition` as well, once #1657 is done.
The various fields should also be documented.4.6https://git.dynare.org/Dynare/dynare/-/issues/1565initial condition decomposition2019-11-29T16:06:44ZMarco Rattoinitial condition decompositionit would be useful to add interface for the following options:
```
nodisplay
graph_format
fig_name
```
Moreover, the preprocessor should give a lhs arg oo_ when translating the command, i.e.:
`oo_ = initial_condition_decomp...it would be useful to add interface for the following options:
```
nodisplay
graph_format
fig_name
```
Moreover, the preprocessor should give a lhs arg oo_ when translating the command, i.e.:
`oo_ = initial_condition_decomposition(M_,oo_,options_,var_list_,bayestopt_,estim_params_);`
so not really new options, but just allow those in the pre-processor. many thanks!4.6https://git.dynare.org/Dynare/dynare/-/issues/825Fix using steady state operator on exogenous variables2019-11-27T16:33:42ZJohannes PfeiferFix using steady state operator on exogenous variablesThe mod-file
```
var c, h, pi, w, R, r_e, y, gdp, gdp_hat, k, g, w_tilde, w_eq, w_min;
varexo d, z, eta;
parameters beta, sigma, gamma, theta, ni, tau_w, phi_p, phi_y, rho, alpha;
beta = 0.997;
sigma = 1;
gamma = 458.4;
theta = 6.1...The mod-file
```
var c, h, pi, w, R, r_e, y, gdp, gdp_hat, k, g, w_tilde, w_eq, w_min;
varexo d, z, eta;
parameters beta, sigma, gamma, theta, ni, tau_w, phi_p, phi_y, rho, alpha;
beta = 0.997;
sigma = 1;
gamma = 458.4;
theta = 6.1;
tau_w = 0.2;
ni = 0.28;
phi_p = 1.5;
phi_y = 0.125;
rho = 0.3;
alpha = 0.064;
model;
w_tilde=rho/(1+pi)*w(-1)+(1-rho)*w_eq;
w_eq =(1-alpha)*steady_state(z)*steady_state(h)^(-alpha);
w_min =w(-1)/(1+pi);
//mrs=c^sigma*h^ni/(1-tau_w);
gdp_hat =log(gdp)-log(steady_state(gdp));
r_e=1/(beta*d(+1))-1;
//FOC labor
c^sigma*h^ni=max(w_tilde,w_min)*(1-tau_w);
//Euler equation 1
1=beta*d(+1)*(1+R)/(1+pi(+1))*(c/c(+1))^sigma;
//Euler equation 2
0=(1/(1-alpha))*max(w_tilde,w_min)/z*h^alpha-1-gamma/theta*pi*(1+pi)+beta*d(+1)*(c/c(+1))^sigma * y(+1)/y*gamma/theta*pi(+1)*(1+pi(+1));
// Taylor rule with ZLB
R=max(0,r_e+phi_p*pi+phi_y*gdp_hat);
//output
y=z*h^(1-alpha);
//aggregate resource constraint
c=(1-k-eta)*y;
// resource cost of price adjustment
k=(gamma/2)*(pi^2);
//government purchases
g=eta*y;
// GDP
gdp=(1-k)*y;
//utility
//u=(c^(1-sigma))/(1-sigma)-(h^(1+ni))/(1+ni);
end;
initval;
z=1;
d=1;
pi=0;
k=(gamma/2)*(pi^2);
r_e=1/(beta*d)-1;
h=1;
y=z*h^(1-alpha);
g=eta*y;
c=(1-k-eta)*y;
//w=z;
//w=(1-alpha)/(h^alpha);
gdp=(1-k)*y;
R=r_e;
eta=0.2;
end;
steady;
check;
```
uses `steady_state(z)` where `z` is an exogenous variable. In the `_dynamic` file, the preprocessor translates this to `oo_.exo_steady_state(2)` which does not exist in the `_dynamic` file, leading to a crash. We should either disallow using the steady state operator on exogenous variables or simply enforce that the steady state of exogenous variables is 0. I would prefer the first one as the second would only be viable for stochastic simulations.
4.6MichelJuillardMichelJuillardhttps://git.dynare.org/Dynare/dynare/-/issues/674Improve error message in Dynare++ for BK-Violation2019-11-27T13:11:54ZJohannes PfeiferImprove error message in Dynare++ for BK-ViolationSee http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=5790
See http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=5790
Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/1662Add support for linear models in perfect_foresight_problem MEX2019-11-27T13:11:54ZSébastien VillemotAdd support for linear models in perfect_foresight_problem MEXIn that case, the Jacobian needs not be recomputed for each period.In that case, the Jacobian needs not be recomputed for each period.Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/1639Add the possibility to use Matlab's namespace in model block2019-11-27T13:11:53ZStéphane Adjemianstepan@adjemian.euAdd the possibility to use Matlab's namespace in model block... or in `steady_state_model` block, where it should be possible to write something like:
```
z = example.z_steadystate();
```
provided that the file `+example/z_steadystate` exists.... or in `steady_state_model` block, where it should be possible to write something like:
```
z = example.z_steadystate();
```
provided that the file `+example/z_steadystate` exists.4.6Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/1655Move created LaTeX-files to subfolder2019-11-21T14:15:56ZJohannes PfeiferMove created LaTeX-files to subfolderSee https://git.dynare.org/Dynare/preprocessor/commit/0988a1f755be01b00aab7a458c89d9b63800875d#note_8528See https://git.dynare.org/Dynare/preprocessor/commit/0988a1f755be01b00aab7a458c89d9b63800875d#note_85284.6Johannes PfeiferJohannes Pfeiferhttps://git.dynare.org/Dynare/dynare/-/issues/1659Filter out non-positive definite Hessians before Laplace approximation2019-11-21T14:06:17ZJohannes PfeiferFilter out non-positive definite Hessians before Laplace approximationWe do not check whether the normal approximation underlying the Laplace approximation to the marginal data density makes any sense given the Hessian at hand. That results in wrong output, because the log determinant will be complex and M...We do not check whether the normal approximation underlying the Laplace approximation to the marginal data density makes any sense given the Hessian at hand. That results in wrong output, because the log determinant will be complex and Matlab only prints the real-valued parts.
See https://forum.dynare.org/t/hessian-matrix-at-the-mode-is-not-positive-definite-but-the-marginal-density-is-displayed-anyway/14510/3
Proposed solution: skip the computation of the Hessian is not positive semi-definite and return NaN.4.6Johannes PfeiferJohannes Pfeiferhttps://git.dynare.org/Dynare/dynare/-/issues/563Potentially change treatment of #-expressions in LaTeX - Code2019-11-21T08:36:46ZJohannes PfeiferPotentially change treatment of #-expressions in LaTeX - CodeI have a mod-file where I use `write_latex_dynamic_model;`
The file contains an expression
`#delta_2=delta_2divdelta_1*delta_1;`
We should try to add a way to define a LaTeX name for this expression. Moreover, I noticed that sometimes...I have a mod-file where I use `write_latex_dynamic_model;`
The file contains an expression
`#delta_2=delta_2divdelta_1*delta_1;`
We should try to add a way to define a LaTeX name for this expression. Moreover, I noticed that sometimes, the LaTeX-Code adds a time t-index to this expression although expressions cannot be lagged or leaded. This should also be removed if possible.
Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/780Deal with options_.nobs and options_.first_obs in master2019-11-21T08:36:46ZJohannes PfeiferDeal with options_.nobs and options_.first_obs in masterWith the new data interface, these fields are not always set, leading to crashes in different places. For example, recursive forecasting still relies on those fields. See also afb5be206741457a9b6383fa004bb3f208ed5d94
We need to decide o...With the new data interface, these fields are not always set, leading to crashes in different places. For example, recursive forecasting still relies on those fields. See also afb5be206741457a9b6383fa004bb3f208ed5d94
We need to decide on how to treat them. Are these field properties of the dataset to be moved into `dataset_`? Or are they to be used as options in other commands?
Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.eu