dynare issueshttps://git.dynare.org/Dynare/dynare/-/issues2021-09-17T08:41:25Zhttps://git.dynare.org/Dynare/dynare/-/issues/831Improve homotopy2021-09-17T08:41:25ZStéphane Adjemianstepan@adjemian.euImprove homotopy- [X] Display more informations about the progress of the algorithm.
- [X] Do not display warnings.
- [X] Set verbosity to 0 when entering in the homotopy.
- [X] Fix homotopy with `block` and `bytecode` options.
- [x] Fix display of info...- [X] Display more informations about the progress of the algorithm.
- [X] Do not display warnings.
- [X] Set verbosity to 0 when entering in the homotopy.
- [X] Fix homotopy with `block` and `bytecode` options.
- [x] Fix display of informations with `bytecode options`.5.xStéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/1754Add model_info for non-block models2021-09-15T16:36:15ZJohannes PfeiferAdd model_info for non-block modelsSee https://forum.dynare.org/t/perfect-foresight-model-what-variables-predetermined-and-forward-looking/17028/2 for a starting point. The main issue is auxiliary variablesSee https://forum.dynare.org/t/perfect-foresight-model-what-variables-predetermined-and-forward-looking/17028/2 for a starting point. The main issue is auxiliary variables5.xSébastien VillemotSébastien Villemothttps://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/568Integrate DMM2021-09-15T15:49:13ZHoutan BastaniIntegrate DMMhttp://ipsc.jrc.ec.europa.eu/?id=790
http://ipsc.jrc.ec.europa.eu/fileadmin/repository/sfa/finepro/software/DMMmanual.pdf
http://ipsc.jrc.ec.europa.eu/?id=790
http://ipsc.jrc.ec.europa.eu/fileadmin/repository/sfa/finepro/software/DMMmanual.pdf
MichelJuillardMichelJuillardhttps://git.dynare.org/Dynare/dynare/-/issues/630Improving Ramsey computations2021-09-14T16:48:39ZMichelJuillardImproving Ramsey computations- [ ] adding the possibility to use one of the parameters of the model as the planner_discount factor
- [x] give independent access to the fonction evaluating the objective function- [ ] adding the possibility to use one of the parameters of the model as the planner_discount factor
- [x] give independent access to the fonction evaluating the objective function6.xMichelJuillardMichelJuillardhttps://git.dynare.org/Dynare/dynare/-/issues/1045Clarify interface for evaluate_planner_objective.m2021-09-14T14:08:35ZMichelJuillardClarify interface for evaluate_planner_objective.mIt works OK for evaluation at the steady state, but the way to set histval and shocks in first period is confusingIt works OK for evaluation at the steady state, but the way to set histval and shocks in first period is confusing5.xNormann RionNormann Rionhttps://git.dynare.org/Dynare/dynare/-/issues/1786Check iterative OLS and NLS estimation approaches for the estimation of the P...2021-09-13T08:46:33ZStéphane Adjemianstepan@adjemian.euCheck iterative OLS and NLS estimation approaches for the estimation of the PAC equationThe sum of square residuals should always be smaller (provided that the optimization algorithm does not fail or reach a local minimum) with NLS. Conduct a Monte-Carlo exercise to check that this is what we observe.The sum of square residuals should always be smaller (provided that the optimization algorithm does not fail or reach a local minimum) with NLS. Conduct a Monte-Carlo exercise to check that this is what we observe.Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://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.https://git.dynare.org/Dynare/dynare/-/issues/1785Add structural VAR model as an auxiliary model for VAR based expectations and...2021-09-13T08:44:21ZStéphane Adjemianstepan@adjemian.euAdd structural VAR model as an auxiliary model for VAR based expectations and PAC equations2021-09-10https://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/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/1810macOS: solve installation problems2021-09-01T13:44:39ZJohannes PfeifermacOS: solve installation problemsSee https://forum.dynare.org/t/installation-failure-with-dynare-4-6-4/18563/18
and
https://github.com/Homebrew/discussions/discussions/1990#discussioncomment-1190489See https://forum.dynare.org/t/installation-failure-with-dynare-4-6-4/18563/18
and
https://github.com/Homebrew/discussions/discussions/1990#discussioncomment-11904895.xhttps://git.dynare.org/Dynare/dynare/-/issues/1114create contributions.md describing how to contribute to dynare2021-09-01T12:56:19ZHoutan Bastanicreate contributions.md describing how to contribute to dynare5.xStéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://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/1078Make lyapunov_symm compatible with sparse matrices2021-09-01T12:56:19ZJohannes PfeiferMake lyapunov_symm compatible with sparse matricesAs discussed in #988 it would make sense to have `lyapunov_symm` able to work with sparse matrices (at least for the baseline option)
As discussed in #988 it would make sense to have `lyapunov_symm` able to work with sparse matrices (at least for the baseline option)
https://git.dynare.org/Dynare/dynare/-/issues/1678Provide interface to access evaluate_planner_objective.m2021-08-19T08:37:33ZJohannes PfeiferProvide 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...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 PfeiferJohannes Pfeiferhttps://git.dynare.org/Dynare/dynare/-/issues/1734Finish nonlinear prior restrictions2021-08-17T19:04:34ZJohannes PfeiferFinish nonlinear prior restrictionsSee https://git.dynare.org/Dynare/dynare/-/commit/0efcef8f20c549c1484ce56c8986bc4c24d5292aSee https://git.dynare.org/Dynare/dynare/-/commit/0efcef8f20c549c1484ce56c8986bc4c24d5292a5.xhttps://git.dynare.org/Dynare/dynare/-/issues/237Document sbvar command2021-08-17T11:22:57ZSébastien VillemotDocument sbvar commandMichelJuillardMichelJuillardhttps://git.dynare.org/Dynare/dynare/-/issues/172improve derivation engine for derivatives of STEADY_STATE wrt parameters2021-08-17T11:02:44ZSébastien Villemotimprove derivation engine for derivatives of STEADY_STATE wrt parametersCurrently the derivatives of STEADY_STATE operator wrt to parameters are not handled in an efficient way, because the preprocessor does not exploit the a priori information for identifying null derivatives. This results in huge files for...Currently the derivatives of STEADY_STATE operator wrt to parameters are not handled in an efficient way, because the preprocessor does not exploit the a priori information for identifying null derivatives. This results in huge files for not so complicated models, which cannot be exploited by identification routines.
The proposal is to implement an algorithm in the preprocessor for identifying null derivatives ex ante:
- Create a non-directed graph whose nodes are the endogenous variables and the parameters
- For each pair of nodes, add an edge between the two if there is an equation in the static model containing both corresponding symbols (endogenous/parameters)
- For each endogenous, its derivative wrt a parameter is always zero if there is no path between the node representing the endogenous and the node representing the parameter.
https://git.dynare.org/Dynare/dynare/-/issues/1596add maximum lag info by variable2021-08-17T10:56:46ZHoutan 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`