dynare issueshttps://git.dynare.org/Dynare/dynare/-/issues2018-09-11T15:00:44Zhttps://git.dynare.org/Dynare/dynare/-/issues/1056Document the data command2018-09-11T15:00:44ZStéphane Adjemianstepan@adjemian.euDocument the data commandStéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/1055Deprecate first_obs and last_obs in data command2018-09-11T15:00:44ZStéphane Adjemianstepan@adjemian.euDeprecate first_obs and last_obs in data commandReplaced by `first_date` and `last_date`, to avoid confusion with the options in the `estimation` command.
Replaced by `first_date` and `last_date`, to avoid confusion with the options in the `estimation` command.
Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/819Support DSGE-VAR forecasts2018-09-11T15:00:44ZJohannes PfeiferSupport DSGE-VAR forecastsCurrently, forecasts are based on the DSGE model and not the DSGE-VAR
Currently, forecasts are based on the DSGE model and not the DSGE-VAR
https://git.dynare.org/Dynare/dynare/-/issues/933Add load_mh_file-like option for loading posterior subdraws2018-09-11T15:00:44ZJohannes PfeiferAdd load_mh_file-like option for loading posterior subdrawsSee #566
See #566
https://git.dynare.org/Dynare/dynare/-/issues/909Create true unit test from comments in middle of random_walk_metropolis_hasti...2018-09-11T15:00:44ZJohannes PfeiferCreate true unit test from comments in middle of random_walk_metropolis_hastings.mThere is some advice for a manual unit test hidden there.
There is some advice for a manual unit test hidden there.
https://git.dynare.org/Dynare/dynare/-/issues/891adding options to irf/moment calibration2018-09-11T15:00:44ZMarco Rattoadding options to irf/moment calibrationWould it be possible to add options in the irf/moment calibration interface.
For example it would be good to allow:
```
irf_calibration(relative_irf);
...
end;
```
to allow triggering
`options_.relative_irf=1;`
In fact, when std of sho...Would it be possible to add options in the irf/moment calibration interface.
For example it would be good to allow:
```
irf_calibration(relative_irf);
...
end;
```
to allow triggering
`options_.relative_irf=1;`
In fact, when std of shocks are estimated, it makes probably more sense to target a relative response w.r.t. an absolute one, which might just change due to the change in the value of the shock.
Similarly, we might think of allowing `moment_calibration` to trigger estimation type options, like
```
varobs y_obs R_obs pie_obs dq de;
moment_calibration(datafile='data_ca1.m',first_obs=8,nobs=79,prefilter=1,ar=1);
...
end;
```
that would allow me to write a routine that automatically generates data based moment restrictions up to lag `ar` for theoretical moments of the variables listed in `varobs`.
We might also allow a different list of variables for calibration w.r.t. estimation, e.g. by
```
varobs_calibration y_obs R_obs pie_obs dq de;
```
Or by adding the list of variables inside the `moment_calibration` command (like `namendo` comma separated list in sensitivity analysis)
```
moment_calibration( datafile='data_ca1.m',first_obs=8,nobs=79,prefilter=1,ar=1,
varobs=(y_obs, R_obs, pie_obs, dq de)
);
...
end;
```
what do you think?
https://git.dynare.org/Dynare/dynare/-/issues/1556Allow running mode-finding on random draws from prior distribution to check f...2018-11-08T10:13:54ZJohannes PfeiferAllow running mode-finding on random draws from prior distribution to check for local modeshttps://git.dynare.org/Dynare/dynare/-/issues/526Support the estimation of static models2018-11-08T11:49:07ZJohannes PfeiferSupport the estimation of static modelsSee http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=5120
It seems not all variables are correctly initialized
See http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=5120
It seems not all variables are correctly initialized
https://git.dynare.org/Dynare/dynare/-/issues/326Change color scheme of figures to be readable on monochrome printouts2019-06-19T15:37:41ZJohannes PfeiferChange color scheme of figures to be readable on monochrome printoutsMore information will be provided soon.
More information will be provided soon.
https://git.dynare.org/Dynare/dynare/-/issues/295offer a quiet and a verbose mode2019-06-19T15:37:41ZSébastien Villemotoffer a quiet and a verbose modeSome users who run Dynare in a loop would like to suppress all messages. On the contrary, some want more messages, for example when debugging.
We currently have a way to disable warnings (see #301). Error messages should probably never ...Some users who run Dynare in a loop would like to suppress all messages. On the contrary, some want more messages, for example when debugging.
We currently have a way to disable warnings (see #301). Error messages should probably never be disabled.
For normal messages, we currently have the `noprint` option, but it is limited to some commands only.
I think we should provide three (global) levels of verbosity:
- a quiet mode, with nothing printed (except warnings and error messages)
- a normal mode
- a verbose mode (with some debug messages or more details)
The quiet and verbose modes should probably map to equivalent options of the `dynare` command.
The quiet option could set `options_.noprint=1` internally. The verbose option could set `options_.verbose=1`. Of course one can't have both quiet and verbose set at the same time.
We may want to deprecate the `noprint` options given at the command level. The problem is that if `verbose` is set at the global level, then a `noprint` at a local level would create many problems (in particular because all options have a global effect).
Then we have to modify the preprocessor, all M-files and MEX files to obey these two settings.
https://git.dynare.org/Dynare/dynare/-/issues/285Allow user-specified path for exogenous in extended_path2019-06-19T15:37:42ZSébastien VillemotAllow user-specified path for exogenous in extended_pathThat could be implemented with the shocks blocks.
That could be implemented with the shocks blocks.
https://git.dynare.org/Dynare/dynare/-/issues/248Add tests for the parallelization engine2019-06-19T15:37:42ZSébastien VillemotAdd tests for the parallelization engineMarco RattoMarco Rattohttps://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/1658Write a howto on forecasting2019-09-20T13:06:55ZSébastien VillemotWrite a howto on forecastinghttps://git.dynare.org/Dynare/dynare/-/issues/877document set_time, estimation_data, subsamples, joint_prior, prior, std_prior...2019-11-21T08:36:42ZHoutan Bastanidocument set_time, estimation_data, subsamples, joint_prior, prior, std_prior, corr_prior, prior equal, options, std_options, corr_options, options equalStéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/416Document how to do learning with Dynare2019-11-21T08:36:42ZJohannes PfeiferDocument how to do learning with DynareSee http://www.dynare.org/pipermail/dev/2013-May/003256.html
See http://www.dynare.org/pipermail/dev/2013-May/003256.html
Stéphane Adjemianstepan@adjemian.euStéphane Adjemianstepan@adjemian.euhttps://git.dynare.org/Dynare/dynare/-/issues/1060Add capabilities for pseudo out of sample forecasting2019-11-21T08:36:44ZJohannes PfeiferAdd capabilities for pseudo out of sample forecastingAllow estimating model parameters on one part of the data and then, holding the estimated parameters fixed, forecast observations after the end of the sample used for estimation. See discussion on mailing list from September 14, 2015
Allow estimating model parameters on one part of the data and then, holding the estimated parameters fixed, forecast observations after the end of the sample used for estimation. See discussion on mailing list from September 14, 2015
https://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/1716Fix bug in contemp_reduced_form of SBVAR2020-03-16T08:27:57ZJohannes PfeiferFix bug in contemp_reduced_form of SBVARAs outlined in https://forum.dynare.org/t/different-results-of-a0-using-sbvar/15359 the attached codes crashes due to non-conformable matrices.
[MacroData.mat](/uploads/e30cd873d1add8fc54a1e0e65aa0949d/MacroData.mat)
[constantRecursiveB...As outlined in https://forum.dynare.org/t/different-results-of-a0-using-sbvar/15359 the attached codes crashes due to non-conformable matrices.
[MacroData.mat](/uploads/e30cd873d1add8fc54a1e0e65aa0949d/MacroData.mat)
[constantRecursiveBVAR.mod](/uploads/f7b1c204676a2323d03a467702f6e3c5/constantRecursiveBVAR.mod)