dynare issueshttps://git.dynare.org/Dynare/dynare/-/issues2018-09-10T12:35:46Zhttps://git.dynare.org/Dynare/dynare/-/issues/1598Add a routine for setting automajically the value of mh_jscale...2018-09-10T12:35:46ZStéphane Adjemianstepan@adjemian.euAdd a routine for setting automajically the value of mh_jscale...so that the acceptance ratio is close to an arbitrary target.
This already done with `mode_compute=6`, but we need to port to other optimization routines.
so that the acceptance ratio is close to an arbitrary target.
This already done with `mode_compute=6`, but we need to port to other optimization routines.
4.6Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/1597Accept UTF-8 in .mod file2020-05-07T17:45:03ZHoutan BastaniAccept UTF-8 in .mod filehttps://git.dynare.org/Dynare/dynare/-/issues/1596add maximum lag info by variable2020-05-07T17:45:37ZHoutan 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/1593Add truncated priors2018-11-08T10:09:48ZJohannes Pfeifer Add truncated priorsFollowing the discussions in #1591 and #750, we currently do not have a way to introduce a proper truncated prior. But this is an often requested feature thta e.g. @rattoma would like to have. Waiting for the new estimation interface (e.g. #824 and #846) seems to long to wait.
My specific proposal would be to add a new token `truncated_norm_pdf` that uses the third and fourth hyperparameter (which is usually reserved for generalized (beta) distributions) to specify the truncation. I consider this a natural interpretation of these hyperparameters for the normal distribution.
@stepan-a What do you think?
@rattoma Woud that satisfy your immediate needs? Or do you need a truncated distribution other than the normal?Following the discussions in #1591 and #750, we currently do not have a way to introduce a proper truncated prior. But this is an often requested feature thta e.g. @rattoma would like to have. Waiting for the new estimation interface (e.g. #824 and #846) seems to long to wait.
My specific proposal would be to add a new token `truncated_norm_pdf` that uses the third and fourth hyperparameter (which is usually reserved for generalized (beta) distributions) to specify the truncation. I consider this a natural interpretation of these hyperparameters for the normal distribution.
@stepan-a What do you think?
@rattoma Woud that satisfy your immediate needs? Or do you need a truncated distribution other than the normal?Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/1588Update Readme for Windows2018-09-10T12:35:46ZJohannes Pfeifer Update Readme for WindowsThe readme has a line linking to a recommended Octave version (https://github.com/DynareTeam/dynare/blob/48b5839414b96c69c0ea0a0da4b129b0195d7dfe/windows/README.txt#L64), which should be 4.2.1, but http://www.dynare.org/download/octave/windows only has downloads for 3.8.1The readme has a line linking to a recommended Octave version (https://github.com/DynareTeam/dynare/blob/48b5839414b96c69c0ea0a0da4b129b0195d7dfe/windows/README.txt#L64), which should be 4.2.1, but http://www.dynare.org/download/octave/windows only has downloads for 3.8.1https://git.dynare.org/Dynare/dynare/-/issues/1587nested @#ifndef and @#ifdef don't work2018-09-10T12:35:46ZHoutan Bastaninested @#ifndef and @#ifdef don't workEmail from @JohannesPfeifer:
If I use
```
@#define risk_sharing = 0
@#if risk_sharing == 0
@#ifndef endogenous_discount_factor
@#define endogenous_discount_factor = 1
@#endif
@#endif
```
In a mod-file, I get an error
```
@#if/@#ifdef/@#ifndef not matched by an @#endif or file does not end with a new line (unexpected end of file)
```Email from @JohannesPfeifer:
If I use
```
@#define risk_sharing = 0
@#if risk_sharing == 0
@#ifndef endogenous_discount_factor
@#define endogenous_discount_factor = 1
@#endif
@#endif
```
In a mod-file, I get an error
```
@#if/@#ifdef/@#ifndef not matched by an @#endif or file does not end with a new line (unexpected end of file)
```4.5.4Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/1586Document initial_condition_decomposition and make it an official feature2019-12-09T14:54:10ZJohannes Pfeifer Document 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/1584Update and potentially fix installation information for mac2018-11-08T11:54:18ZJohannes Pfeifer Update and potentially fix installation information for macSee https://forum.dynare.org/t/installing-dynare-no-longer-available-on-homebrew/11259See https://forum.dynare.org/t/installing-dynare-no-longer-available-on-homebrew/11259Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/1579Make fast realtime decomposition use the proper nobs2019-12-03T13:56:27ZJohannes Pfeifer Make 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/1578macro-processor: allow for nested variables2018-09-10T12:35:46ZJohannes Pfeifer macro-processor: allow for nested variables1. Related to https://forum.dynare.org/t/total-number-of-periods-given-by-variable/11200/3
We should allow
```
@#define J=10
@#define K=1:@{J}
```
but currently the lexer gives an error when encountering the `@{J}` in the second line.
2. Related to this, according to the manual, we have at the command line
```-DMACRO_VARIABLE=MACRO_EXPRESSION```
But we do not really macro expressions as
`dynare macro.mod -D=[1,2]`
fails.
3. I tried to get around this by using
```
n_countries=2;
fid=fopen('n_countries_def.txt','w+');
fprintf(fid,'@#for co in 1:%u\n',n_countries)
fclose(fid)
```
to write a text file creating the first statement and then using
```
@#include "n_countries_def.txt"
var C_@{co};
@#endfor
```
But this is also not allowed:
```
ERROR in macro-processor: n_countries_def.txt:1.15: @#for loop not matched by an @#endfor or file does not end with a new line (unexpected end of file)
```
because apparently the macro processor checks for completeness of the macro in each included file instead of the whole created file.
1. Related to https://forum.dynare.org/t/total-number-of-periods-given-by-variable/11200/3
We should allow
```
@#define J=10
@#define K=1:@{J}
```
but currently the lexer gives an error when encountering the `@{J}` in the second line.
2. Related to this, according to the manual, we have at the command line
```-DMACRO_VARIABLE=MACRO_EXPRESSION```
But we do not really macro expressions as
`dynare macro.mod -D=[1,2]`
fails.
3. I tried to get around this by using
```
n_countries=2;
fid=fopen('n_countries_def.txt','w+');
fprintf(fid,'@#for co in 1:%u\n',n_countries)
fclose(fid)
```
to write a text file creating the first statement and then using
```
@#include "n_countries_def.txt"
var C_@{co};
@#endfor
```
But this is also not allowed:
```
ERROR in macro-processor: n_countries_def.txt:1.15: @#for loop not matched by an @#endfor or file does not end with a new line (unexpected end of file)
```
because apparently the macro processor checks for completeness of the macro in each included file instead of the whole created file.
Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/1576Provide steady state file example for Ramsey2018-11-08T10:12:38ZJohannes Pfeifer Provide steady state file example for RamseyThe final loop should most probably be
```
NumberOfEndogenousVariables = M_.endo_nbr; % Number of endogenous variables.
ys = zeros(NumberOfEndogenousVariables,1); % Initialization of ys (steady state).
for i = M_.ramsey_eq_nbr+1:NumberOfEndogenousVariables % Loop...
varname = deblank(M_.endo_names(i-M_.ramsey_eq_nbr,:)); % Get the name of endogenous variable i.
eval(['ys(' int2str(i) ') = ' varname ';']); % Get the steady state value of this variable.
end % End of the loop.
```The final loop should most probably be
```
NumberOfEndogenousVariables = M_.endo_nbr; % Number of endogenous variables.
ys = zeros(NumberOfEndogenousVariables,1); % Initialization of ys (steady state).
for i = M_.ramsey_eq_nbr+1:NumberOfEndogenousVariables % Loop...
varname = deblank(M_.endo_names(i-M_.ramsey_eq_nbr,:)); % Get the name of endogenous variable i.
eval(['ys(' int2str(i) ') = ' varname ';']); % Get the steady state value of this variable.
end % End of the loop.
```https://git.dynare.org/Dynare/dynare/-/issues/1575Fix WriteShockDecomp2Excel.m2019-09-24T11:16:39ZJohannes Pfeifer Fix WriteShockDecomp2Excel.mSee https://forum.dynare.org/t/bug-in-write-xls-option-of-shock-decomposition-after-estimation/11097
On MAC, we rely on `xlwrite` from https://fr.mathworks.com/matlabcentral/fileexchange/38591-xlwrite--generate-xls-x--files-without-excel-on-mac-linux-win without checking whether Excel is installed. If we want to keep this, we need to clearly spell out that users need to install that file. @rattoma What do you think?See https://forum.dynare.org/t/bug-in-write-xls-option-of-shock-decomposition-after-estimation/11097
On MAC, we rely on `xlwrite` from https://fr.mathworks.com/matlabcentral/fileexchange/38591-xlwrite--generate-xls-x--files-without-excel-on-mac-linux-win without checking whether Excel is installed. If we want to keep this, we need to clearly spell out that users need to install that file. @rattoma What do you think?4.6https://git.dynare.org/Dynare/dynare/-/issues/1573Allow mode_compute to be a vector2018-11-08T10:14:12ZJohannes Pfeifer Allow mode_compute to be a vectorAllow `mode_compute` to be a vector and the sequentially execute the mode-finders specified. See e.g. https://forum.dynare.org/t/simulated-annealing-block/11052 for why this may be useful.Allow `mode_compute` to be a vector and the sequentially execute the mode-finders specified. See e.g. https://forum.dynare.org/t/simulated-annealing-block/11052 for why this may be useful.https://git.dynare.org/Dynare/dynare/-/issues/1570Fix steady_state_model-block check with instruments2018-09-10T12:35:47ZJohannes Pfeifer Fix steady_state_model-block check with instrumentsI have a model with
```
steady_state_model;
Q=1/R;
end;
planner_objective Welfare;
ramsey_model(instruments=(R),planner_discount=betta);
```
This is a proper conditional steady state file, where the instrument is taken as given. But it results in
```
ERROR: in the 'steady_state_model' block, variable 'R' is undefined in the declaration of variable 'Q'
```
because the preprocessor check does not account for the conditionality.
I have a model with
```
steady_state_model;
Q=1/R;
end;
planner_objective Welfare;
ramsey_model(instruments=(R),planner_discount=betta);
```
This is a proper conditional steady state file, where the instrument is taken as given. But it results in
```
ERROR: in the 'steady_state_model' block, variable 'R' is undefined in the declaration of variable 'Q'
```
because the preprocessor check does not account for the conditionality.
https://git.dynare.org/Dynare/dynare/-/issues/1567Silent crash when calculating steady state variables of basic economic model2018-09-10T12:35:46ZStéphane Adjemianstepan@adjemian.euSilent crash when calculating steady state variables of basic economic model*Created by: wtpfede*
Hi all,
I'm using Dynarec to reimplement a basic Ramsey model from Ohanian and Cole (1999)
The code is as follows:
```
varexo e; %e are tfp shocks
var y, c, n, k, x, z, i;
parameters theta, beta, rho, delta, gamma, biga;
theta=0.33;
beta=.96;
delta = 0.10;
rho=0.9;
gamma = 0.019;
biga = 0.78;
model;
(1/c) = beta*(1/c(+1))*( 1- delta+ z(+1)*(x(+1)*n(+1))^(1-theta)* theta*(k(+1))^(theta-1)) ;
biga/(1-n)=(1/c)*((1-theta)*z*(k^theta)*(x*n)^(-theta)*x) ;
z=(1-rho)+rho*z(-1)+e ;
i=z*y-c;
k(+1)=i+(1-delta)*k ;
y=(k^theta)*(x*n)^(1-theta) ;
x=(1+gamma)*x(-1) ;
end;
initval;
y = 0.184068;
c = 0.127782;
n = 1/3;
k = 0.0562866;
x = 1;
z = 0.1;
i = 0.0562866;
end;
check;
steady;
```
Unfortunately, Dynarec crashes silently.
All of the parameters and the equations have been double checked by our team, and the numerical values come straight from the original paper.
We are on Octave 4.2.1 and Dynare 4.5.3.
If anyone has any pointers or could confirm this as a bug, this would be extremely helpful.
*Created by: wtpfede*
Hi all,
I'm using Dynarec to reimplement a basic Ramsey model from Ohanian and Cole (1999)
The code is as follows:
```
varexo e; %e are tfp shocks
var y, c, n, k, x, z, i;
parameters theta, beta, rho, delta, gamma, biga;
theta=0.33;
beta=.96;
delta = 0.10;
rho=0.9;
gamma = 0.019;
biga = 0.78;
model;
(1/c) = beta*(1/c(+1))*( 1- delta+ z(+1)*(x(+1)*n(+1))^(1-theta)* theta*(k(+1))^(theta-1)) ;
biga/(1-n)=(1/c)*((1-theta)*z*(k^theta)*(x*n)^(-theta)*x) ;
z=(1-rho)+rho*z(-1)+e ;
i=z*y-c;
k(+1)=i+(1-delta)*k ;
y=(k^theta)*(x*n)^(1-theta) ;
x=(1+gamma)*x(-1) ;
end;
initval;
y = 0.184068;
c = 0.127782;
n = 1/3;
k = 0.0562866;
x = 1;
z = 0.1;
i = 0.0562866;
end;
check;
steady;
```
Unfortunately, Dynarec crashes silently.
All of the parameters and the equations have been double checked by our team, and the numerical values come straight from the original paper.
We are on Octave 4.2.1 and Dynare 4.5.3.
If anyone has any pointers or could confirm this as a bug, this would be extremely helpful.
https://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_decomposition(M_,oo_,options_,var_list_,bayestopt_,estim_params_);`
so not really new options, but just allow those in the pre-processor. many thanks!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/1564echo list of macro-variables2018-09-10T12:35:47ZMarco Rattoecho list of macro-variableswould it be possible to set a command that prints the value of all macro-variables defined at a given point in the code? I am starting to have lots of macro flags and would be good to have this to trace back which kind of options have been selected for a given experiment.would it be possible to set a command that prints the value of all macro-variables defined at a given point in the code? I am starting to have lots of macro flags and would be good to have this to trace back which kind of options have been selected for a given experiment.4.6Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/1558Allow diffuse_filter as option for dynare_sensitivity2018-09-10T12:35:47ZJohannes Pfeifer Allow diffuse_filter as option for dynare_sensitivityhttps://git.dynare.org/Dynare/dynare/-/issues/1556Allow running mode-finding on random draws from prior distribution to check f...2018-11-08T10:13:54ZJohannes Pfeifer Allow running mode-finding on random draws from prior distribution to check for local modeshttps://git.dynare.org/Dynare/dynare/-/issues/1555Allow mod files to be read from stdin2019-11-21T08:36:43ZHoutan BastaniAllow mod files to be read from stdinAllow a .mod file to be piped into the preprocessor.
For the GUIAllow a .mod file to be piped into the preprocessor.
For the GUIHoutan BastaniHoutan Bastani