dynare issueshttps://git.dynare.org/Dynare/dynare/-/issues2019-06-19T15:37:43Zhttps://git.dynare.org/Dynare/dynare/-/issues/163Finish first version of internal documentation2019-06-19T15:37:43ZSébastien VillemotFinish first version of internal documentationSee doc/internals/dynare-internals.org for the first draft.
For the IMF.
See doc/internals/dynare-internals.org for the first draft.
For the IMF.
https://git.dynare.org/Dynare/dynare/-/issues/162Global method: stochastic simulation approach2019-06-19T15:37:43ZSébastien VillemotGlobal method: stochastic simulation approachAs advocated by Judd, Maliar & Maliar in recent NBER WP.
For the IMF.
As advocated by Judd, Maliar & Maliar in recent NBER WP.
For the IMF.
https://git.dynare.org/Dynare/dynare/-/issues/149Handle missing values in block decomposed version of Kalman filter2021-09-03T16:23:30ZSébastien VillemotHandle missing values in block decomposed version of Kalman filterhttps://git.dynare.org/Dynare/dynare/-/issues/147Accuracy checks2021-11-19T11:16:08ZSébastien VillemotAccuracy checkshttps://git.dynare.org/Dynare/dynare/-/issues/135Improve display of decision rules with EXPECTATION operator2019-11-21T08:36:45ZSébastien VillemotImprove display of decision rules with EXPECTATION operatorCurrently, if the user inputs EXPECTATION(-1)(some_expr) in her model, then a new aux variable is created, and this var is a state var, which appears in the decision rules as EXPECTATION(-1)(...) (with the dots instead of the expression)...Currently, if the user inputs EXPECTATION(-1)(some_expr) in her model, then a new aux variable is created, and this var is a state var, which appears in the decision rules as EXPECTATION(-1)(...) (with the dots instead of the expression). This is not very informative. Displaying the full expression would require to add a new writeOutput method in the preprocessor.
And for something like EXPECTATION(-2)(some_expr), it is even worse, because there are 2 aux vars: one for the operator, and the second one which appears when removing lags of 2. It is the latter which appears in stoch_simul. Fixing this requires to fix the orig_endo field of M_.aux_vars in that case.
https://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/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/7In dr.tex, add a concrete example on a model (by expliciting the matrices)2021-08-17T10:04:38ZSébastien VillemotIn dr.tex, add a concrete example on a model (by expliciting the matrices)