dynare issueshttps://git.dynare.org/Dynare/dynare/-/issues2020-01-06T13:59:31Zhttps://git.dynare.org/Dynare/dynare/-/issues/1691Allow dynasave and dynatype to also save simulated exogenous variables2020-01-06T13:59:31ZJohannes Pfeifer Allow dynasave and dynatype to also save simulated exogenous variablesThe documentation does not state that this is not allowed. We would need to
* [x] Adjust the Matlab code
* [ ] Make the documentation more explicit
* [x] Allow for the `var_list_` to accept exogenousThe documentation does not state that this is not allowed. We would need to
* [x] Adjust the Matlab code
* [ ] Make the documentation more explicit
* [x] Allow for the `var_list_` to accept exogenous4.6https://git.dynare.org/Dynare/dynare/-/issues/1690Return an error if nonlinear filters are used with trends or prefilter2020-01-13T17:40:52ZStéphane Adjemianstepan@adjemian.euReturn an error if nonlinear filters are used with trends or prefilterSee discussion [here](https://git.dynare.org/Dynare/dynare/commit/76e3c6ca687dbbb55f5e8b47cc8a613b039d80ed#note_10148).See discussion [here](https://git.dynare.org/Dynare/dynare/commit/76e3c6ca687dbbb55f5e8b47cc8a613b039d80ed#note_10148).4.6Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/1689Clarify licensing information for identification stuff2020-01-24T14:41:20ZSébastien VillemotClarify licensing information for identification stuffSee !1689
The information should be added in the corresponding headers, and in `license.txt`See !1689
The information should be added in the corresponding headers, and in `license.txt`4.6Willi Mutschlerwilli@mutschler.euWilli Mutschlerwilli@mutschler.euhttps://git.dynare.org/Dynare/dynare/-/issues/1688fix `basic_plan`, `flip_plan` in doc2020-01-28T14:01:41ZHoutan Bastanifix `basic_plan`, `flip_plan` in docThe calling structure for both of these functions runs off the end of the pageThe calling structure for both of these functions runs off the end of the page4.7Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/1687Interface and documentation for new shock decomposition functionalities2020-01-22T17:18:39ZSébastien VillemotInterface and documentation for new shock decomposition functionalitiesImplement the preprocessor changes needed for !1655.
The test `tests/shock_decomposition/ls2003_plot.mod` will need to be adapted for the new `squeeze_shock_decomposition` command.
Also add the related documentation.Implement the preprocessor changes needed for !1655.
The test `tests/shock_decomposition/ls2003_plot.mod` will need to be adapted for the new `squeeze_shock_decomposition` command.
Also add the related documentation.4.6Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/1686Add interface to set LaTeX-name of optimal_policy_discount_factor2019-12-18T16:46:52ZJohannes Pfeifer Add 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 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.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/1685Fix write_latex_dynamic_model(write_equation_tags) for ramsey_model2020-01-06T17:33:31ZJohannes Pfeifer Fix write_latex_dynamic_model(write_equation_tags) for ramsey_modelWhen using `ramsey_model`, the `M_.ramsey_eq_nbr` planner FOCs are written before the `M_.orig_eq_nbr` private sector FOCs for which the equation tags have been provided. But the equation tags are printed for the first `M_.orig_eq_nbr` equations, not for the `M_.ramsey_eq_nbr+1:M_.eq_nbr` ones.When using `ramsey_model`, the `M_.ramsey_eq_nbr` planner FOCs are written before the `M_.orig_eq_nbr` private sector FOCs for which the equation tags have been provided. But the equation tags are printed for the first `M_.orig_eq_nbr` equations, not for the `M_.ramsey_eq_nbr+1:M_.eq_nbr` ones.4.6Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/1684New WITH_TREND() operator for epilogue block2019-12-13T17:29:05ZSébastien VillemotNew WITH_TREND() operator for epilogue blockImplement a new operator (something like `WITH_TREND()` that could be used in the epilogue block, and that would add back the trend on the computed variables. In this way, the symbolic manipulations would be done in the preprocessor, which is much more easier to do than in MATLAB.
Initially discussed in #1648Implement a new operator (something like `WITH_TREND()` that could be used in the epilogue block, and that would add back the trend on the computed variables. In this way, the symbolic manipulations would be done in the preprocessor, which is much more easier to do than in MATLAB.
Initially discussed in #16484.7https://git.dynare.org/Dynare/dynare/-/issues/1683Provide preprocessor warning that `simul` is deprecated2019-12-13T17:22:32ZJohannes Pfeifer Provide preprocessor warning that `simul` is deprecatedWe provide a preprocessor warning that `ramsey_policy` is deprecated. We should provide a similar warning if `simul` is called that the recommended syntax is `perfect_foresight_setup` and `perfect_foresight_solver`.We provide a preprocessor warning that `ramsey_policy` is deprecated. We should provide a similar warning if `simul` is called that the recommended syntax is `perfect_foresight_setup` and `perfect_foresight_solver`.4.6Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/1682Sort out correct order of blocks in perfect foresight Ramsey and document it2020-01-10T14:48:20ZJohannes Pfeifer Sort out correct order of blocks in perfect foresight Ramsey and document itUsually `steady` after `initval` computes a steady state. But with `ramsey_model`, one seems to need the `ramsey_model(planner_discount=0.99);` statement before the call to steady and therefore `initval`. Also, it is not clear what `steady` does in this case. Is it the private sector equilibrium steady state or the Ramsey steady state that is computed.
Relevant test case: `optimal_policy/nk_ramsey_det.mod`Usually `steady` after `initval` computes a steady state. But with `ramsey_model`, one seems to need the `ramsey_model(planner_discount=0.99);` statement before the call to steady and therefore `initval`. Also, it is not clear what `steady` does in this case. Is it the private sector equilibrium steady state or the Ramsey steady state that is computed.
Relevant test case: `optimal_policy/nk_ramsey_det.mod`4.6https://git.dynare.org/Dynare/dynare/-/issues/1681Model incorrectly detected as linear for ramsey_model2019-12-13T19:54:26ZJohannes Pfeifer Model incorrectly detected as linear for ramsey_modelI am experiencing trouble with `ramsey_model` in `Ramsey_Example.mod`. If I use `stoch_simul` via `dynare Ramsey_Example -DOptimal_policy=0`, then
```
M_.nonzero_hessian_eqs = [0 1 2 5 6 7 9 10 11];
M_.hessian_eq_zero = isempty(M_.nonzero_hessian_eqs);
```
but with `ramsey_model` via `dynare Ramsey_Example`
```
M_.nonzero_hessian_eqs = [];
M_.hessian_eq_zero = isempty(M_.nonzero_hessian_eqs);
```
So for some reason the model is detected as being linear, which it is notI am experiencing trouble with `ramsey_model` in `Ramsey_Example.mod`. If I use `stoch_simul` via `dynare Ramsey_Example -DOptimal_policy=0`, then
```
M_.nonzero_hessian_eqs = [0 1 2 5 6 7 9 10 11];
M_.hessian_eq_zero = isempty(M_.nonzero_hessian_eqs);
```
but with `ramsey_model` via `dynare Ramsey_Example`
```
M_.nonzero_hessian_eqs = [];
M_.hessian_eq_zero = isempty(M_.nonzero_hessian_eqs);
```
So for some reason the model is detected as being linear, which it is not4.6Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/1680Adapt evaluate_planner_objective.m to higher order and perfect foresight2021-06-15T13:06:50ZJohannes 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/154924.7Normann RionNormann Rionhttps://git.dynare.org/Dynare/dynare/-/issues/1679Document epilogue2020-01-22T09:33:16ZSébastien VillemotDocument epilogueIt should also be added to the new features wiki page.It should also be added to the new features wiki page.4.6Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/1678Provide interface to access evaluate_planner_objective.m2020-01-10T14:48:18ZJohannes Pfeifer Provide interface to access evaluate_planner_objective.mAs noted in https://git.dynare.org/Dynare/dynare/issues/564#note_9765, `ramsey_policy` only allows for `order=1`. The solution is to replace it by
```
ramsey_model;
stoch_simul(order=2)
```
But the downside of this approach is that we do not compute the welfare function in this case and one cannot add it to the model-block. For that reason, we need to provide the user with an interface to call `evaluate_planner_objective`As noted in https://git.dynare.org/Dynare/dynare/issues/564#note_9765, `ramsey_policy` only allows for `order=1`. The solution is to replace it by
```
ramsey_model;
stoch_simul(order=2)
```
But the downside of this approach is that we do not compute the welfare function in this case and one cannot add it to the model-block. For that reason, we need to provide the user with an interface to call `evaluate_planner_objective`4.6Johannes Pfeifer Johannes Pfeifer https://git.dynare.org/Dynare/dynare/-/issues/1677Exempt Ramsey instruments from warning in steady_state_model block2019-12-12T17:22:48ZJohannes Pfeifer Exempt Ramsey instruments from warning in steady_state_model blockCurrently, we provide a preprocessor warning if a variable has not been set in a `steady_state_model`-block. E.g.
>WARNING: in the 'steady_state_model' block, variable 'R' is not assigned a value
But if the user provides an instrument (`ramsey_policy(instruments=(R))`), the steady state file needs to be conditional on this instrument. So the warning points users to a wrong "fix".Currently, we provide a preprocessor warning if a variable has not been set in a `steady_state_model`-block. E.g.
>WARNING: in the 'steady_state_model' block, variable 'R' is not assigned a value
But if the user provides an instrument (`ramsey_policy(instruments=(R))`), the steady state file needs to be conditional on this instrument. So the warning points users to a wrong "fix".4.6Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/1676Investigate macro-processor behavior related to defined() statement2019-12-10T15:53:50ZJohannes Pfeifer Investigate macro-processor behavior related to defined() statementI am running
```
@#if !defined(DEFINEDvar) || DEFINEDvar==0
@#echo "Good"
@#else
@#error "ELSE ERROR"
@#endif
```
and get
```
Macro-processing error: backtrace...
- Unknown variable DEFINEDvar
- binary operation: "macro.mod" line 1, col 29-42
- binary operation: "macro.mod" line 1, col 5-42
- @#if: "macro.mod" line 1, col 1 to line 5, col 7
```I am running
```
@#if !defined(DEFINEDvar) || DEFINEDvar==0
@#echo "Good"
@#else
@#error "ELSE ERROR"
@#endif
```
and get
```
Macro-processing error: backtrace...
- Unknown variable DEFINEDvar
- binary operation: "macro.mod" line 1, col 29-42
- binary operation: "macro.mod" line 1, col 5-42
- @#if: "macro.mod" line 1, col 1 to line 5, col 7
```4.6Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/1675Migrate to Dragonfly parallel toolkit2021-05-06T14:33:48ZSébastien 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).4.8Marco RattoMarco Rattohttps://git.dynare.org/Dynare/dynare/-/issues/1674Modification to shock_decomposition and plot_decomposition interfaces to incl...2020-10-15T15:23:40ZDóra Kocsiskocsis.doralinda@gmail.comModification 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`.4.7https://git.dynare.org/Dynare/dynare/-/issues/1673Nonlinear filters at k-order2020-02-17T09:28:31ZSébastien VillemotNonlinear filters at k-orderA MEX file for iterating in the state space (based on Dynare++) is already present in the `local_state_space_iteration_k` branch.
It needs to be tested and integrated in the estimation routines.A MEX file for iterating in the state space (based on Dynare++) is already present in the `local_state_space_iteration_k` branch.
It needs to be tested and integrated in the estimation routines.4.6Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://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 (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.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.4.6