dynare issueshttps://git.dynare.org/Dynare/dynare/-/issues2023-10-02T15:46:14Zhttps://git.dynare.org/Dynare/dynare/-/issues/1806Manual: use proper bibliography management2023-10-02T15:46:14ZJohannes PfeiferManual: use proper bibliography managementWe may want to transition to e.g. https://pypi.org/project/sphinxcontrib-bibtex/We may want to transition to e.g. https://pypi.org/project/sphinxcontrib-bibtex/https://git.dynare.org/Dynare/dynare/-/issues/1805Dynare not listed on the octave package index2023-06-15T14:19:22ZTasos PapastylianouDynare not listed on the octave package indexDear Dynare maintainers,
I noticed your package does not appear on the octave package index. Please consider adding it! You can find the octave package index and instructions how to add your package here: https://gnu-octave.github.io/pa...Dear Dynare maintainers,
I noticed your package does not appear on the octave package index. Please consider adding it! You can find the octave package index and instructions how to add your package here: https://gnu-octave.github.io/packages/
Ideally, packages should be provided in the octave package format, such that could be installed via octave's pkg command; however, this no longer a strict requirement, and packages with custom installation instructions are also accepted on the index, as long as they provide clear installation instructions. :)Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/1804Dynare++: fix --steps option2021-09-01T12:56:19ZJohannes PfeiferDynare++: fix --steps optionUsing
```
dynare++ --steps 1 example1.mod
```
returns
```
Caught TL exception: At ../tl/cc/t_container.hh:186:NaN or Inf asserted in TensorContainer::insert
```
See https://forum.dynare.org/t/steps-option-not-working/18634Using
```
dynare++ --steps 1 example1.mod
```
returns
```
Caught TL exception: At ../tl/cc/t_container.hh:186:NaN or Inf asserted in TensorContainer::insert
```
See https://forum.dynare.org/t/steps-option-not-working/186345.xSébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/1803Investigate reasons for incomplete source package distributed via Webpage2021-09-02T16:29:04ZJohannes PfeiferInvestigate reasons for incomplete source package distributed via WebpageSee https://forum.dynare.org/t/dynare-make-check-failed-tests/18600/5
This problem seems to affect only 4.6.4, i.e. may be superseded with the release of 4.7See https://forum.dynare.org/t/dynare-make-check-failed-tests/18600/5
This problem seems to affect only 4.6.4, i.e. may be superseded with the release of 4.75.xSébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/1802Write Fortran k-order simulation routine2022-02-23T15:36:27ZJohannes PfeiferWrite Fortran k-order simulation routineThis is required as the Dynare++ routines have a heavy overhead. It should be used to replace `local_state_space_iteration` (https://git.dynare.org/Dynare/dynare/-/issues/1773) and will be used for simulated moments in the context of hig...This is required as the Dynare++ routines have a heavy overhead. It should be used to replace `local_state_space_iteration` (https://git.dynare.org/Dynare/dynare/-/issues/1773) and will be used for simulated moments in the context of higher-order welfare (https://git.dynare.org/Dynare/dynare/-/merge_requests/1866).6.xNormann RionNormann Rionhttps://git.dynare.org/Dynare/dynare/-/issues/1801Allow estimation of parameters appearing in the discount factor2023-10-02T15:45:57ZJohannes PfeiferAllow estimation of parameters appearing in the discount factorRemaining task from https://git.dynare.org/Dynare/dynare/-/issues/1173
Solution envisioned at Summer School 2022:
1. Have the preprocessor substitute whatever expression is provided instead of creating a new parameter with a fixed value...Remaining task from https://git.dynare.org/Dynare/dynare/-/issues/1173
Solution envisioned at Summer School 2022:
1. Have the preprocessor substitute whatever expression is provided instead of creating a new parameter with a fixed value.
2. Replace the Matlab`function discount_factor=get_optimal_policy_discount_factor(params,param_names)` with an `fname.get_optimal_policy_discount_factor` that returns the value of the discount factor for a given model.https://git.dynare.org/Dynare/dynare/-/issues/1800cherrypick() : Add a 'All' option for the tags selection argument2021-07-22T09:48:04ZUgo Duboischerrypick() : Add a 'All' option for the tags selection argumentAs discussed with Stephanne (A) last Friday (2021-07-16) we think it would be a good (and practical) thing to have a 'Select all the equations in the (sub)model it is invoqued on' option for cherrypick()'s third argument.
Use case: in a...As discussed with Stephanne (A) last Friday (2021-07-16) we think it would be a good (and practical) thing to have a 'Select all the equations in the (sub)model it is invoqued on' option for cherrypick()'s third argument.
Use case: in a situation where we are aggregating a big model from several sub-models scripts, for sub-models where all the equations join the aggregated model, we wouldn't have to manually write the tags list of all the equations in the submodel for cherrypick to take them all. We would instead just have to write 'All'.https://git.dynare.org/Dynare/dynare/-/issues/1799Document Occbin features2021-08-17T10:25:56ZJohannes PfeiferDocument Occbin features5.xJohannes PfeiferJohannes Pfeiferhttps://git.dynare.org/Dynare/dynare/-/issues/1798Nonlinear least squares for estimation2021-09-07T17:26:47ZAnastasia ZhNonlinear least squares for estimationNLS does not impose any restrictions on the form of an equation and shall allow estimating non-linear equations.NLS does not impose any restrictions on the form of an equation and shall allow estimating non-linear equations.2021-09-10https://git.dynare.org/Dynare/dynare/-/issues/1797Octave on Mac Homebrew error with mkoctfile2021-09-15T15:49:13ZWilli Mutschlerwilli@mutschler.euOctave on Mac Homebrew error with mkoctfileWhen I compile from source on my Macbook Air (M1), I run into several issues with Octave. For instance, if I run `walsh.mod`, `mkoctfile` calls clang instead of `gcc`. This is most likely a Homebrew-specific problem.
```
Computing stati...When I compile from source on my Macbook Air (M1), I run into several issues with Octave. For instance, if I run `walsh.mod`, `mkoctfile` calls clang instead of `gcc`. This is most likely a Homebrew-specific problem.
```
Computing static model derivatives (order 1).
Computing dynamic model derivatives (order 1).
Processing outputs ...
Compiling static MEX...
"/usr/local/Cellar/octave/6.2.0_3/bin/mkoctfile" -O3 -g0 --param ira-max-conflict-table-size=1 -fno-forward-propagate -fno-gcse -fno-dce -fno-dse -fno-tree-fre -fno-tree-pre -fno-tree-cselim -fno-tree-dse -fno-tree-dce -fno-tree-pta -fno-gcse-after-reload --mex "walsh/model/src/static.c" -o "+walsh/static.mex"
clang: error: unknown argument: '-fno-forward-propagate'
clang: error: unknown argument: '-fno-dce'
clang: error: unknown argument: '-fno-dse'
clang: error: unknown argument: '-fno-tree-fre'
clang: error: unknown argument: '-fno-tree-pre'
clang: error: unknown argument: '-fno-tree-cselim'
clang: error: unknown argument '-fno-tree-dse'; did you mean '-fno-tree-dce'?
clang: error: unknown argument: '-fno-tree-pta'
clang: warning: optimization flag '-fno-gcse' is not supported [-Wignored-optimization-argument]
clang: warning: optimization flag '-fno-tree-dce' is not supported [-Wignored-optimization-argument]
clang: warning: optimization flag '-fno-gcse-after-reload' is not supported [-Wignored-optimization-argument]
Compilation failed
error: Dynare: preprocessing failed
error: called from
dynare at line 269 column 5
```5.xSébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/1796Implement observables decomposition2023-09-27T15:05:56ZJohannes PfeiferImplement observables decompositionFeatures request at the 2021 Summer School. Reference: https://www.dynare.org/wp-repo/dynarewp016.pdf
See also https://forum.dynare.org/t/decomposition-into-observables/17278Features request at the 2021 Summer School. Reference: https://www.dynare.org/wp-repo/dynarewp016.pdf
See also https://forum.dynare.org/t/decomposition-into-observables/172787.xhttps://git.dynare.org/Dynare/dynare/-/issues/1795Feature Request: Handling Indeterminacy à la Bianchi and Nicolo2023-09-27T15:07:55ZWilli Mutschlerwilli@mutschler.euFeature Request: Handling Indeterminacy à la Bianchi and NicoloWe might investigate whether we can include
["A Generalized Approach to Indeterminacy in Linear Rational Expectations Models" by Bianchi and Nicolò.](https://onlinelibrary.wiley.com/doi/full/10.3982/QE949)
They propose to do some pre-pr...We might investigate whether we can include
["A Generalized Approach to Indeterminacy in Linear Rational Expectations Models" by Bianchi and Nicolò.](https://onlinelibrary.wiley.com/doi/full/10.3982/QE949)
They propose to do some pre-processing of the model equations in the case of indeterminacy (essentially it creates an extended state-space system that is then determinate). I'll look into this in the semester break in July and August.7.xWilli Mutschlerwilli@mutschler.euWilli Mutschlerwilli@mutschler.euhttps://git.dynare.org/Dynare/dynare/-/issues/1794Different results between Octave and Matlab for jermann98.mod2021-07-22T12:42:23ZWilli Mutschlerwilli@mutschler.euDifferent results between Octave and Matlab for jermann98.modAs noticed by @MichelJuillard: Octave and Matlab seem to deliver very different results for 3rd order simulation of jermann98.mod
[jermann98.mod](/uploads/6be3231b9be639e1bee8a4f73979f938/jermann98.mod)As noticed by @MichelJuillard: Octave and Matlab seem to deliver very different results for 3rd order simulation of jermann98.mod
[jermann98.mod](/uploads/6be3231b9be639e1bee8a4f73979f938/jermann98.mod)https://git.dynare.org/Dynare/dynare/-/issues/1793Harmonize logic of get_complementarity_conditions.m2023-09-28T10:58:12ZJohannes PfeiferHarmonize logic of get_complementarity_conditions.mOnly the `mcp`-tag for Ramsey is allowed to contain parameter values due to employing `eval`. In contrast, for other tags we use `str2num(str(kop+1:end))`. We may want to lift this documented behavior.Only the `mcp`-tag for Ramsey is allowed to contain parameter values due to employing `eval`. In contrast, for other tags we use `str2num(str(kop+1:end))`. We may want to lift this documented behavior.7.xhttps://git.dynare.org/Dynare/dynare/-/issues/1792Clean up check_model.m2021-07-23T10:49:07ZJohannes PfeiferClean up check_model.mMost checks there strike me as wrong or outdated.
1. I think the preprocessor does substitutions for leads and lags of exogenous
2. `lead_lag_incidence` cannot be used to check the presence of a variable at a particular time period. We ...Most checks there strike me as wrong or outdated.
1. I think the preprocessor does substitutions for leads and lags of exogenous
2. `lead_lag_incidence` cannot be used to check the presence of a variable at a particular time period. We would need the Jacobian for that as we do in `model_diagnostics`.5.xhttps://git.dynare.org/Dynare/dynare/-/issues/1791bug in handling heteroskedastic shocks input2021-06-28T19:04:06ZMarco Rattobug in handling heteroskedastic shocks inputusing the attached modified mod file wrt test, with the following definitions:
```
heteroskedastic_shocks;
var e_b;
periods 100:120 125;
values 0.01 0.01;
var e_a;
periods 100:120 125;
scales 0 0;
end;
```
only triggers the ...using the attached modified mod file wrt test, with the following definitions:
```
heteroskedastic_shocks;
var e_b;
periods 100:120 125;
values 0.01 0.01;
var e_a;
periods 100:120 125;
scales 0 0;
end;
```
only triggers the last periods declared in heteroskdastic_shocks block (125) into `M_.heteroskedastic_shocks.Qhet`, ignoring all previous ones (100:125 in this case):
```
M_.heteroskedastic_shocks.Qhet.e_b
ans =
struct with fields:
time_value: 125
value: 0.0100
```
[fs2000_het.mod](/uploads/f5546deffa2da315852934a0b8fb60c7/fs2000_het.mod)5.xSébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/1790MacOS installer auto uninstalls old Dynare version2023-10-12T18:37:03ZWilli Mutschlerwilli@mutschler.euMacOS installer auto uninstalls old Dynare versionThe 4.6.* installer auto-uninstalls any 4.5.* versions on MacOS, I can replicate the issue a user had on the [forum](https://forum.dynare.org/t/how-to-coexist-two-version-of-dynare/18151/8)
Can we make this optional with a checkbox?The 4.6.* installer auto-uninstalls any 4.5.* versions on MacOS, I can replicate the issue a user had on the [forum](https://forum.dynare.org/t/how-to-coexist-two-version-of-dynare/18151/8)
Can we make this optional with a checkbox?6.xhttps://git.dynare.org/Dynare/dynare/-/issues/1789Regression in extended path2021-05-28T12:02:51ZJohannes PfeiferRegression in extended pathThe attached file runs in 4.6.4 but crashes in the unstable. We should add the file to the testsuite.
[rbc_OBC_pf.mod](/uploads/c34feb62e9e4bab503d399e7701a23e2/rbc_OBC_pf.mod)The attached file runs in 4.6.4 but crashes in the unstable. We should add the file to the testsuite.
[rbc_OBC_pf.mod](/uploads/c34feb62e9e4bab503d399e7701a23e2/rbc_OBC_pf.mod)5.xStéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/1788Equations for expectation variables in the .mod file of a model2021-11-10T09:58:39ZAnastasia ZhEquations for expectation variables in the .mod file of a modelAt this stage equations for the PV variables are created by `var_expectation(varexp)` or `pac_expectation(pacman)` which can be found then in the generated .inc files.
It is preferable to have them appear directly in the .mod file of t...At this stage equations for the PV variables are created by `var_expectation(varexp)` or `pac_expectation(pacman)` which can be found then in the generated .inc files.
It is preferable to have them appear directly in the .mod file of the model.
Here is one way of doing it. Say we cherrypick a pac equation from an estimation file. Then the generated simulation file used afterward to aggregate a big model shall automatically include an equation for expectation variable used in this pac equation.https://git.dynare.org/Dynare/dynare/-/issues/1787Information set for the expectation variables with geometric discounting2021-09-13T08:45:20ZAnastasia ZhInformation set for the expectation variables with geometric discountingTo have a possibility to change the timing of an information set for the expectation variables with geometric discounting. At this stage it is hard coded at time t.To have a possibility to change the timing of an information set for the expectation variables with geometric discounting. At this stage it is hard coded at time t.