dynare issueshttps://git.dynare.org/Dynare/dynare/-/issues2023-04-10T15:04:11Zhttps://git.dynare.org/Dynare/dynare/-/issues/161Under Octave, gamma priors fail when variance is too small2023-04-10T15:04:11ZSébastien VillemotUnder Octave, gamma priors fail when variance is too smallThis is reproducible on file RBC_Est.mod distributed with the user guide, which has two gamma priors.
The problem is related to a bug in Octave:
http://bugs.debian.org/cgi-bin/bugreport.cgi?bug=493869
It may also affect beta priors whi...This is reproducible on file RBC_Est.mod distributed with the user guide, which has two gamma priors.
The problem is related to a bug in Octave:
http://bugs.debian.org/cgi-bin/bugreport.cgi?bug=493869
It may also affect beta priors which rely on gaminv() function.
A minimal solution would be to give a sensible error message to the user, so that he knows he has to increase the variance.
A better solution would be to reimplement gaminv.
4.3https://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/164consider using bvar provided by Zha and Waggoner instead of our own2014-01-28T16:34:37ZSébastien Villemotconsider using bvar provided by Zha and Waggoner instead of our ownTheir code provides a superset of ours.
Their code provides a superset of ours.
https://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/165Fix problems with Octave 3.42013-02-21T15:01:28ZSébastien VillemotFix problems with Octave 3.4https://git.dynare.org/Dynare/dynare/-/issues/166fix computation of the planner objective under Ramsey policy2013-12-13T09:55:28ZSébastien Villemotfix computation of the planner objective under Ramsey policyThe call to "evaluate_planner_objective" was commented out in f36247ceedb73ebab6be0bbc736fc6f5ce3f3bb1.
The call to "evaluate_planner_objective" was commented out in f36247ceedb73ebab6be0bbc736fc6f5ce3f3bb1.
4.5MichelJuillardMichelJuillardhttps://git.dynare.org/Dynare/dynare/-/issues/167unit_root_vars should be made obsolete2013-02-21T15:01:28ZSébastien Villemotunit_root_vars should be made obsoleteThe unit_root_vars command should be removed.
For a model with unit root vars, it is up to the user to provide a steadystate file, and Dynare cannot check its validity.
The "check" command should probably have a flag to tell it not to ...The unit_root_vars command should be removed.
For a model with unit root vars, it is up to the user to provide a steadystate file, and Dynare cannot check its validity.
The "check" command should probably have a flag to tell it not to recompute the steady state (or that could be a flag on the "model" command).
Note also that there is still some code in estimation which uses options_.unit_root_vars.
4.3https://git.dynare.org/Dynare/dynare/-/issues/168steady_state operator + oo_.steady_state versus dr.ys2013-02-21T15:01:28ZSébastien Villemotsteady_state operator + oo_.steady_state versus dr.ysThe steady_state operator is currently implemented via the global variable oo_.steady_state in *_dynamic.m
It would be preferable to pass it as argument
It is also necessary to clarify the respective role of oo_.steady_state and dr.ys
...The steady_state operator is currently implemented via the global variable oo_.steady_state in *_dynamic.m
It would be preferable to pass it as argument
It is also necessary to clarify the respective role of oo_.steady_state and dr.ys
In perfect foresight models where the terminal steady state is different from the initial one, we need to clarify which steady state the steady_state operator refers to.
Whatever change is made, must be done for __dynamic.m *_dynamic.mex_ and in bytecode
https://git.dynare.org/Dynare/dynare/-/issues/169recent change to oo_.steady_state breaks estimation2013-02-21T15:01:28ZSébastien Villemotrecent change to oo_.steady_state breaks estimationThe commit 9f7cfaec007f0d4aa805047823c3fb4ce020d6b9 has broken estimation, in particular of fs2000.mod.
The mode optimization fails:
POSTERIOR KERNEL OPTIMIZATION PROBLEM!
(minus) the hessian matrix at the "mode" is not positive defin...The commit 9f7cfaec007f0d4aa805047823c3fb4ce020d6b9 has broken estimation, in particular of fs2000.mod.
The mode optimization fails:
POSTERIOR KERNEL OPTIMIZATION PROBLEM!
(minus) the hessian matrix at the "mode" is not positive definite!
=> posterior variance of the estimated parameters are not positive.
You should try to change the initial values of the parameters using
the estimated_params_init block, or use another optimization routine.
warning: The results below are most likely wrong!
Commenting out line 123 of resol.m fixes the problem:
oo_.steady_state = steady_state;
https://git.dynare.org/Dynare/dynare/-/issues/170document macro-processor in the reference manual2013-02-21T15:01:28ZSébastien Villemotdocument macro-processor in the reference manualAnd also, mention the fact that it is not possible to create a macro-loop around the model block.
And also, mention the fact that it is not possible to create a macro-loop around the model block.
4.3https://git.dynare.org/Dynare/dynare/-/issues/171implement the possibility of passing macro-processor defines on the command-line2013-02-21T15:01:29ZSébastien Villemotimplement the possibility of passing macro-processor defines on the command-line...like gcc does with the -D option.
...like gcc does with the -D option.
4.3https://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/173fix license problems in GSA2013-02-21T15:01:29ZSébastien Villemotfix license problems in GSASome files in the matlab/gsa subdirectory have copyright status incompatible with inclusion in Dynare. At least:
fdjac.m
LPTAU.m
optget.m
Sampling_Function_2.m
Other files do not have any copyright notice, their status should be checke...Some files in the matlab/gsa subdirectory have copyright status incompatible with inclusion in Dynare. At least:
fdjac.m
LPTAU.m
optget.m
Sampling_Function_2.m
Other files do not have any copyright notice, their status should be checked.
The copyright status of the GSA manual is not explicited.
Once these issues are fixed, the license.txt file should be updated accordingly.
https://git.dynare.org/Dynare/dynare/-/issues/174Remove options_.planner_discount from preprocessor and .m files2013-02-21T15:01:29ZSébastien VillemotRemove options_.planner_discount from preprocessor and .m filesThis is no longer necessary and can be cleaned out of the code.
This is no longer necessary and can be cleaned out of the code.
4.3https://git.dynare.org/Dynare/dynare/-/issues/175bug in discretionary_policy_engine.m2013-02-21T15:01:29ZSébastien Villemotbug in discretionary_policy_engine.m- first function is not terminated by 'end' contrarily to the other ones. Matlab (r2010b) is missing it.
- W may not be initialized correctly. ./tests/discretionary_policy/dennis_1.mod is an example. Because of above, Matlab is missing i...- first function is not terminated by 'end' contrarily to the other ones. Matlab (r2010b) is missing it.
- W may not be initialized correctly. ./tests/discretionary_policy/dennis_1.mod is an example. Because of above, Matlab is missing it, but Octave detects it.
https://git.dynare.org/Dynare/dynare/-/issues/176preprocessor fails when external functions are assigned to model local variables2013-02-21T15:01:29ZSébastien Villemotpreprocessor fails when external functions are assigned to model local variables4.3https://git.dynare.org/Dynare/dynare/-/issues/177mode_compute = 5 and dsge-var2013-02-21T15:00:42ZSébastien Villemotmode_compute = 5 and dsge-varPaul McNelis reports that mode_compute=5 doesn't work with dsge-var estimation
Paul McNelis reports that mode_compute=5 doesn't work with dsge-var estimation
4.3https://git.dynare.org/Dynare/dynare/-/issues/178merge GSA documentation into the reference manual2013-02-21T15:00:42ZSébastien Villemotmerge GSA documentation into the reference manualThe document is here:
http://www.dynare.org/documentation-and-support/global-sensitivity-analysis
http://eemc.jrc.ec.europa.eu/EEMCArchive/Software/DynareCourse/GSA_manual.pdf
The document is here:
http://www.dynare.org/documentation-and-support/global-sensitivity-analysis
http://eemc.jrc.ec.europa.eu/EEMCArchive/Software/DynareCourse/GSA_manual.pdf
4.3https://git.dynare.org/Dynare/dynare/-/issues/179Crash in partial information2013-02-21T15:00:42ZSébastien VillemotCrash in partial informationThe attached MOD file makes Dynare crash in the partial information code.
The attached MOD file makes Dynare crash in the partial information code.
https://git.dynare.org/Dynare/dynare/-/issues/180Adapt the testsuite for MATLAB2013-02-21T15:00:42ZSébastien VillemotAdapt the testsuite for MATLABIn particular this will help verifying that all functionalities work with old MATLAB versions.
In particular this will help verifying that all functionalities work with old MATLAB versions.