dynare issueshttps://git.dynare.org/Dynare/dynare/-/issues2013-02-21T15:05:27Zhttps://git.dynare.org/Dynare/dynare/-/issues/121Revert example MOD files in user guide to mode_compute=42013-02-21T15:05:27ZSébastien VillemotRevert example MOD files in user guide to mode_compute=4The estimation examples in the user guide are not behaving nice with mode_compute=4, because of the non-deterministic nature of estimation. Many users were confused because on some runs, the example were failing because the hessian at th...The estimation examples in the user guide are not behaving nice with mode_compute=4, because of the non-deterministic nature of estimation. Many users were confused because on some runs, the example were failing because the hessian at the mode was not definite positive.
As a quick fix, the mode_compute option was changed to 6 in 4ec5016e5fed4d51e4ac987c1e8f4bcc85f3148f and 7b59c012b992387c2cc11ab5dd5a8175051cce79.
The problem is that the examples are now a lot slower than before.
We should revert back to mode_compute=4 when #85 is fixed and we have a way to fix the seed.
4.3https://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/1201st order coefficients reported by k-order DLL are not the same than Dynare++2013-02-21T15:05:27ZSébastien Villemot1st order coefficients reported by k-order DLL are not the same than Dynare++Reproducible on a model sent by Dario Caldara.
Reproducible on a model sent by Dario Caldara.
https://git.dynare.org/Dynare/dynare/-/issues/118Build system for SWZ DLL fails under Cygwin2013-02-21T15:05:27ZSébastien VillemotBuild system for SWZ DLL fails under CygwinThe problem comes from the GSL: the package shipped with Cygwin does not link with MATLAB DLLs, which are compiled with MinGW even under Cygwin.
The solution is probably to use a GSL compiled for MinGW:
http://gnuwin32.sourceforge.net/p...The problem comes from the GSL: the package shipped with Cygwin does not link with MATLAB DLLs, which are compiled with MinGW even under Cygwin.
The solution is probably to use a GSL compiled for MinGW:
http://gnuwin32.sourceforge.net/packages/gsl.htm
4.2https://git.dynare.org/Dynare/dynare/-/issues/116IRF: give the possibility to choose the starting point (at least at order 2 a...2022-04-21T19:44:12ZSébastien VillemotIRF: give the possibility to choose the starting point (at least at order 2 and above)In particular, give the possibility to start from the stochastic steady stateIn particular, give the possibility to start from the stochastic steady stateJohannes PfeiferJohannes Pfeiferhttps://git.dynare.org/Dynare/dynare/-/issues/117IRF: document the way they are computed at order 2 and 32013-02-21T15:05:27ZSébastien VillemotIRF: document the way they are computed at order 2 and 34.3https://git.dynare.org/Dynare/dynare/-/issues/115IRF: add the possibility to change the size of the shocks in the computations2022-04-21T19:43:09ZSébastien VillemotIRF: add the possibility to change the size of the shocks in the computationsAt order 1, it is equivalent to changing the standard deviation of the shocks and adding the corresponding inverse transformation in the equations.
But at orders 2 and above, the equivalence does not hold.At order 1, it is equivalent to changing the standard deviation of the shocks and adding the corresponding inverse transformation in the equations.
But at orders 2 and above, the equivalence does not hold.Johannes PfeiferJohannes Pfeiferhttps://git.dynare.org/Dynare/dynare/-/issues/114IRF: add an option to limit the exogenous shocked in the computations2013-02-21T15:05:27ZSébastien VillemotIRF: add an option to limit the exogenous shocked in the computations4.3https://git.dynare.org/Dynare/dynare/-/issues/112Metropolis: add the possibility for the user to give an arbitrary matrix for ...2013-11-05T16:17:59ZSébastien VillemotMetropolis: add the possibility for the user to give an arbitrary matrix for the variance of the jump proposalFeature suggested by Fabio Canova at the Dynare Conference 2010.
Feature suggested by Fabio Canova at the Dynare Conference 2010.
https://git.dynare.org/Dynare/dynare/-/issues/110Implement block decomposition for stochastic models2013-02-21T15:05:27ZSébastien VillemotImplement block decomposition for stochastic modelsThis can be very useful for some models.
For example, the BoE has a model with bond prices with a horizon of 10 years ahead (i.e. 40 periods). The bond prices do not feedback into the core of the macro model, so the pricing equations ar...This can be very useful for some models.
For example, the BoE has a model with bond prices with a horizon of 10 years ahead (i.e. 40 periods). The bond prices do not feedback into the core of the macro model, so the pricing equations are purely forward.
At order 3, Dynare is currently at pains to solve the model. The block decomposition would dramatically improve performance here.
4.3https://git.dynare.org/Dynare/dynare/-/issues/109adapt model_steady_state for deterministic simulations2013-02-21T15:05:27ZSébastien Villemotadapt model_steady_state for deterministic simulations- how to call <modfile>_steadystate.m for initial or terminal values?
- how to set steadystate values for exogenous variables in model_steady_state?
- how to call <modfile>_steadystate.m for initial or terminal values?
- how to set steadystate values for exogenous variables in model_steady_state?
4.3https://git.dynare.org/Dynare/dynare/-/issues/113Metropolis: add adaptive hybrid MCMC2016-03-24T13:10:34ZSébastien VillemotMetropolis: add adaptive hybrid MCMCSee Ingvar Strid & Paolo Giordani & Robert Kohn “Adaptive hybrid MCMC for
DSGE models” (2010) presented at the Dynare Conference 2010.
See Ingvar Strid & Paolo Giordani & Robert Kohn “Adaptive hybrid MCMC for
DSGE models” (2010) presented at the Dynare Conference 2010.
https://git.dynare.org/Dynare/dynare/-/issues/111Add the possibility to solve underdetermined models2016-06-10T13:15:48ZSébastien VillemotAdd the possibility to solve underdetermined modelsWhen the Blanchard-Kahn conditions are not satisfied because the model is underdetermined, it is possible to select a solution among the infinity of solutions, provided we impose more restrictions.
We can implement the solution of Lubik...When the Blanchard-Kahn conditions are not satisfied because the model is underdetermined, it is possible to select a solution among the infinity of solutions, provided we impose more restrictions.
We can implement the solution of Lubik and Schorfheide, “Testing for Indeterminacy:An Application to U.S. Monetary Policy” (AER, 2004), see http://ideas.repec.org/p/jhu/papers/480.html
https://git.dynare.org/Dynare/dynare/-/issues/107In a MOD file, comments located on the same line than a native MATLAB instruc...2013-02-21T15:05:26ZSébastien VillemotIn a MOD file, comments located on the same line than a native MATLAB instruction are not filtered outAt least if they are of the C form (/\* */) or C++ form (//).
Of course the MATLAB comments (%) will not create problems.
At least if they are of the C form (/\* */) or C++ form (//).
Of course the MATLAB comments (%) will not create problems.
4.2https://git.dynare.org/Dynare/dynare/-/issues/108Create an interface for DSGE-Var2013-02-21T15:05:26ZSébastien VillemotCreate an interface for DSGE-VarNeeds an option of estimation, which takes a value:
- if the value is numeric, means that the weight of the DSGE prior is calibrated to that value
- if the value is a string, means that this weight is estimated as this given parameter
A...Needs an option of estimation, which takes a value:
- if the value is numeric, means that the weight of the DSGE prior is calibrated to that value
- if the value is a string, means that this weight is estimated as this given parameter
Also needs an option for number of lags.
See: http://www.dynare.org/DynareWiki/DsgeVar
4.2https://git.dynare.org/Dynare/dynare/-/issues/104Add option pruning2013-02-21T15:06:42ZSébastien VillemotAdd option pruningAdd option pruning in stoch_simul for second order simulations. The preprocessor should set options_.pruning equal to one if pruning option is used. The preprocessor should issue a warning if pruning and k_order_solver are used simultane...Add option pruning in stoch_simul for second order simulations. The preprocessor should set options_.pruning equal to one if pruning option is used. The preprocessor should issue a warning if pruning and k_order_solver are used simultaneously (pruning is not available in dynare_simul_).
4.2https://git.dynare.org/Dynare/dynare/-/issues/106Document prior distributions2016-06-10T13:16:23ZSébastien VillemotDocument prior distributionsThe document from Stéphane is probably the one to use.
It should be added to the doc/ subdirectory, then to the build-system and to the packaging.
The document from Stéphane is probably the one to use.
It should be added to the doc/ subdirectory, then to the build-system and to the packaging.
https://git.dynare.org/Dynare/dynare/-/issues/105Support normcdf(), asinh(), acosh(), atanh() for USE_DLL+MSVC combination2013-02-21T15:05:26ZSébastien VillemotSupport normcdf(), asinh(), acosh(), atanh() for USE_DLL+MSVC combinationThis would be particularly useful for Windows/64 users, since they don't have the Cygwin option.
This would be particularly useful for Windows/64 users, since they don't have the Cygwin option.
https://git.dynare.org/Dynare/dynare/-/issues/103bug in dealing with <fname>_steadystate.m functions that modify parameters2013-02-21T15:06:42ZSébastien Villemotbug in dealing with <fname>_steadystate.m functions that modify parametersThe changes to M_.params introduced in <fname>_steadystate.m functions are not taken into accounts by calling functions that obtain M_ as argument and not as global variable.
Need to add
M_.params = evalin('base','M_.params');
after ea...The changes to M_.params introduced in <fname>_steadystate.m functions are not taken into accounts by calling functions that obtain M_ as argument and not as global variable.
Need to add
M_.params = evalin('base','M_.params');
after each call to <fname>_steadystate.m function
4.2https://git.dynare.org/Dynare/dynare/-/issues/102forecast graphs in manual2013-03-18T09:17:06ZSébastien Villemotforecast graphs in manualThe graphs of forecasts with uncertainty about the parameters have changed but we didn't modify the user manual and the user guide
The graphs of forecasts with uncertainty about the parameters have changed but we didn't modify the user manual and the user guide
4.4