dynare issueshttps://git.dynare.org/Dynare/dynare/-/issues2013-02-21T15:07:52Zhttps://git.dynare.org/Dynare/dynare/-/issues/54Add hp_filter2013-02-21T15:07:52ZSébastien VillemotAdd hp_filterOnly theoretical hp filterd moments are available in the current version. We need to add a general function for hp filtering time series and call this new function when displaying simulated moements (with option hp filter).
Only theoretical hp filterd moments are available in the current version. We need to add a general function for hp filtering time series and call this new function when displaying simulated moements (with option hp filter).
4.2https://git.dynare.org/Dynare/dynare/-/issues/1514Add Importance Ratio as diagnostic for checking accuracy of normal approximat...2023-09-27T15:14:40ZJohannes PfeiferAdd 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.pdf7.xhttps://git.dynare.org/Dynare/dynare/-/issues/581add indenting to table rows2019-06-19T15:38:12ZHoutan Bastaniadd indenting to table rowsAllow indenting for table names to create subgroups under a variable. The subgroups would be other series.
```
government spending
investment
```
Allow indenting for table names to create subgroups under a variable. The subgroups would be other series.
```
government spending
investment
```
GPM-GIMF-2014M4Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/917Add indicator for successful run of MCMC to mh_history_2019-06-19T15:37:58ZJohannes PfeiferAdd indicator for successful run of MCMC to mh_history_Currently, at the beginning of the MCMC we use `metropolis_hastings_initialization` to write a new `mh_history`file. But we never confirm that this run was successful. When using the `load_mh_file` this leads to cryptic crashes. I would ...Currently, at the beginning of the MCMC we use `metropolis_hastings_initialization` to write a new `mh_history`file. But we never confirm that this run was successful. When using the `load_mh_file` this leads to cryptic crashes. I would propose to add an indicator for a non-crashed run to the history file and check this indicator when `load_mh_file` is requested. If the indicator shows a non-successful run, we should recommend either using the `mh_recover` option or to delete the most recent history file to make Dynare try to access the previous, hopefully successful run.
https://git.dynare.org/Dynare/dynare/-/issues/728Add information on auxiliary equations to M_2019-06-19T15:38:04ZJohannes PfeiferAdd information on auxiliary equations to M_Use the preprocessor to always add `M_.orig_eq_nbr` (currently only present if the Ramsey command is used) and `M_.eq_nbr` to save the number of total equations. This would mimic the behavior of `M_.endo_nbr` and `M_.orig_endo_nbr` and p...Use the preprocessor to always add `M_.orig_eq_nbr` (currently only present if the Ramsey command is used) and `M_.eq_nbr` to save the number of total equations. This would mimic the behavior of `M_.endo_nbr` and `M_.orig_endo_nbr` and provide all information necessary. See the end of #696
4.5Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/414Add interface and doc to use_univariate_filters_if_singularity_is_detected op...2019-06-19T15:38:18ZSébastien VillemotAdd interface and doc to use_univariate_filters_if_singularity_is_detected optionWas added in 894b3d69f4662a1132c0f7fb50083bf982745536
Was added in 894b3d69f4662a1132c0f7fb50083bf982745536
4.4Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/205add interface and documentation to model_diagnostics2013-02-21T15:00:01ZSébastien Villemotadd interface and documentation to model_diagnosticshttps://git.dynare.org/Dynare/dynare/-/issues/1406Add interface for #13722019-06-19T15:37:44ZStéphane Adjemianstepan@adjemian.euAdd interface for #1372@houtanb To identify the needed modifications look at #1372 and the new entries in the reference manual.@houtanb To identify the needed modifications look at #1372 and the new entries in the reference manual.4.5Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/238Add interface for convergence tolerance criterions (and maybe rename internal...2016-06-10T12:47:35ZSébastien VillemotAdd interface for convergence tolerance criterions (and maybe rename internal options)Currently we have 4 options for convergence criterions:
- options_.dynatol.f
- options_.dynatol.x
- options_.solve_tolf
- options_.solve_tolx
The first two are for the deterministic solution, the last two for the steady state.
We shoul...Currently we have 4 options for convergence criterions:
- options_.dynatol.f
- options_.dynatol.x
- options_.solve_tolf
- options_.solve_tolx
The first two are for the deterministic solution, the last two for the steady state.
We should add a preprocessor interface to these options.
Also, it would make sense to rename them for more homogeneity. I suggest the following renaming scheme:
- options_.dynatol.f => options_.simul_tolf
- options_.dynatol.x => options_.simul_tolx
- options_.solve_tolf => options_.steady_tolf
- options_.solve_tolx => options_.steady_tolx
4.5https://git.dynare.org/Dynare/dynare/-/issues/1531Add interface for flexible IRF-generation2022-04-21T19:45:03ZJohannes PfeiferAdd interface for flexible IRF-generationCreate block
```
generate_irfs(options_list);
(groupname1), exo_name1=1, exo_name 2=-0.5;
(groupname2), exo_name1=2, exo_name 3=-0.5;
end;
```
or alternatively (as suggested in #115 )
```
generate_irfs(options_list);
[ name='gr...Create block
```
generate_irfs(options_list);
(groupname1), exo_name1=1, exo_name 2=-0.5;
(groupname2), exo_name1=2, exo_name 3=-0.5;
end;
```
or alternatively (as suggested in #115 )
```
generate_irfs(options_list);
[ name='groupname1' ] exo_name1=1, exo_name 2=-0.5;
[ name='groupname1' ] exo_name1=2, exo_name 3=-0.5;
end;
```
where `options_list` can be (for now)
- `stderr_multiples` translating to `options_.irf_opt.stderr_multiples`
- `diagonal_only` translating to `options_.irf_opt.diagonal_only`
and where each line translates into
1. a cell array `options_.irf_opt.irf_shock_graphtitles` storing the group_name along the rows
2. a column of a matrix `options_.irf_opt.irf_shocks` of size M_.exo_nbr*n_lines where non-specified `var_exo` get a 0 entry.
If no line is provided, leave those fields empty.
The block translates into
1. setting of options_
2. a call to `oo_.irfs=generate_irfs(M_,options_,oo_)`4.6Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/1530Add interface for SMM/GMM2019-02-08T08:30:47ZJohannes PfeiferAdd interface for SMM/GMM1. Add commands `gmm_estimation` and `smm_estimation` modelled like `prior_function/posterior_function`-commands. Syntax should be
a. Command `gmm_estimation(options_list) var_list_`
translating to
`[M_,oo_,estim_params_,bayestopt_,da...1. Add commands `gmm_estimation` and `smm_estimation` modelled like `prior_function/posterior_function`-commands. Syntax should be
a. Command `gmm_estimation(options_list) var_list_`
translating to
`[M_,oo_,estim_params_,bayestopt_,dataset_,dataset_info]=GMM_SMM_estimation_core(var_list_,M_,options_,oo_,estim_params_,bayestopt_,dataset_,dataset_info,'GMM');`
where `var_list_` is the list of variables provided.
The command `smm_estimation(options_list)` should lead to the same output, but with the last string being `'SMM' `
2. The options_list should share the following options with `estimation`
- `datafile`
- `silent_optimizer`
- `dirname`
- `xls_sheet`
- `xls_range`
- `nobs`
- `first_obs`
- `loglinear`
- `logdata`
- `nograph`
- `graph_format`
- `mode_file`
- `huge_number`
- `optim`
- `tex`
- `solve_algo`
- `aim_solver`
- `irf`
- `irf_shocks`
- `irf_plot_threshold`
- `qz_zero_threshold`
3. GMM/SMM common options written to different subfields of `options_.smm` or `options_.gmm` (depending on the respective command)
- `order` translating to `options_.gmm.order`
- `centered_moments` translating to `options_.gmm.centeredmoments`
- `verbose` translating to `options_.gmm.verbose`
- `autolag` translating to `options_.gmm.autolag`
- `recursive_order_estimation` translating to `options_.gmm.recursive_estimation`
- `mode_compute` translating to `options_.gmm.mode_compute`
- `newey_west_bandwith` translating to `options_.gmm.qLag`
- `optimal_weighting_matrix` translating to `options_.gmm.optimal_weighting`
- `use_prior` translating to `options_.gmm.use_prior`
4. Additional options for `smm_estimation` only, written to `options_.smm`:
- `simulation_multiple` translating to `options_.smm.simulation_multiple`
- `smm_drop` translating to `options_.smm.drop`
- `seed` translating to `options_.smm.seed`
- `bounded_support` translating to `options_.smm.bounded_support`
5. New options to `estimation`, `stoch_simul`, and `gmm_estimation`/`smm_estimation`
- `analytical_GIRF` translating to `options_.irf_opt.generalized_irf`
- `IRF_in_percent` translating to `options_.irf_opt.percent`
- `EMAS_GIRF` translating to `options_.irf_opt.ergodic_mean_irf`
- `EMAS_drop` translating to `options_.irf_opt.EM.drop`
- `EMAS_tolf_` translating to `options_.irf_opt.EM.tolf`
- `EMAS_max_iter` translating to `options_.irf_opt.EM.iter`4.6Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/940Add interface for TaRB algorithm2019-06-19T15:37:58ZJohannes PfeiferAdd interface for TaRB algorithmIn `estimation` we would need the following options:
1. `use_TaRB` which translates to `options_.TaRB.use_TaRB=1`;
2. `TaRB_mode_compute=integer` resembling `mode_compute` and translating into `options_.TaRB.mode_compute=4`
3. `TaRB_new_...In `estimation` we would need the following options:
1. `use_TaRB` which translates to `options_.TaRB.use_TaRB=1`;
2. `TaRB_mode_compute=integer` resembling `mode_compute` and translating into `options_.TaRB.mode_compute=4`
3. `TaRB_new_block_probability=double` translating into `options_.TaRB.new_block_probability` and checking whether it is between 0 and 1.
4. `TaRB_optim` resembling `optim` and translating into `options_.TaRB.optim_opt`
4.5Johannes PfeiferJohannes Pfeiferhttps://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/1686Add interface to set LaTeX-name of optimal_policy_discount_factor2019-12-18T16:46:52ZJohannes PfeiferAdd interface to set LaTeX-name of optimal_policy_discount_factorI would propose an option `planner_discount_latex_name` to `ramsey_model` that takes a string and sets `M_.param_names_tex{strmatch('optimal_policy_discount_factor',M_.param_names,'exact')}` as well as the internal field in the preproces...I would propose an option `planner_discount_latex_name` to `ramsey_model` that takes a string and sets `M_.param_names_tex{strmatch('optimal_policy_discount_factor',M_.param_names,'exact')}` as well as the internal field in the preprocessor output used for the `write_latex_*` commands. Unfortunately, this needs to be a LaTeX string that can contain a backslash. If the parser cannot easily handle this, we should not implement it.4.6Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/436Add length() operator to macroprocessor2019-06-19T15:38:18ZSébastien VillemotAdd length() operator to macroprocessorThe operator would return the length of an array. Useful for loops where you want to iterate over the array index rather than the array element.
The operator would return the length of an array. Useful for loops where you want to iterate over the array index rather than the array element.
4.4Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/933Add load_mh_file-like option for loading posterior subdraws2018-09-11T15:00:44ZJohannes PfeiferAdd load_mh_file-like option for loading posterior subdrawsSee #566
See #566
https://git.dynare.org/Dynare/dynare/-/issues/24Add Markov-Switching2013-02-21T15:08:58ZSébastien VillemotAdd Markov-SwitchingFor DSGE-net.
For DSGE-net.
4.3https://git.dynare.org/Dynare/dynare/-/issues/1596add maximum lag info by variable2021-08-17T10:56:46ZHoutan Bastaniadd maximum lag info by variable```
M_.maximum_endo_lag_by_var = [ ... ];
M_.maximum_exo_lag_by_var = [ ... ];
```
Where the vectors are the length of `M_.orig_endo_nbr````
M_.maximum_endo_lag_by_var = [ ... ];
M_.maximum_exo_lag_by_var = [ ... ];
```
Where the vectors are the length of `M_.orig_endo_nbr`https://git.dynare.org/Dynare/dynare/-/issues/1754Add model_info for non-block models2021-09-15T16:36:15ZJohannes PfeiferAdd model_info for non-block modelsSee https://forum.dynare.org/t/perfect-foresight-model-what-variables-predetermined-and-forward-looking/17028/2 for a starting point. The main issue is auxiliary variablesSee https://forum.dynare.org/t/perfect-foresight-model-what-variables-predetermined-and-forward-looking/17028/2 for a starting point. The main issue is auxiliary variables5.xSébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/318Add more information about auxiliary variables to M_.aux_vars2015-07-23T14:15:41ZJohannes PfeiferAdd more information about auxiliary variables to M_.aux_varsFor auxiliary variables, the Dynare preprocessor appends the new equations after the ones provided by the user. Currently, the easiest way to see what they contain is to use the `write_latex_{static,dynamic}_model' commands. This will al...For auxiliary variables, the Dynare preprocessor appends the new equations after the ones provided by the user. Currently, the easiest way to see what they contain is to use the `write_latex_{static,dynamic}_model' commands. This will also reveal the match between auxiliary variables and what they replace. But accessing this information is rather cumbersome.
I would suggest to add the string of the substituted variable (which can already be written to TeX-code) as a field in M_.aux_vars, which together with the type stored there should be sufficient for full identification.
This would also allow for better dealing with lead variables, because an auxiliary variable can correspond to a more complex expression like E_t(x_{t+2}*y_{t+2}), which can only be replaced by a single variable (because of the expectancy operator).