Added last set of missing links authored by Johannes Pfeifer's avatar Johannes Pfeifer
...@@ -210,35 +210,35 @@ Bugs in version 4.4.3 that have been fixed in version 4.5.0 ...@@ -210,35 +210,35 @@ Bugs in version 4.4.3 that have been fixed in version 4.5.0
- Forecasts - Forecasts
+ In contrast to what is stated in the manual, the confidence interval size + In contrast to what is stated in the manual, the confidence interval size
`conf_sig` was 0.6 by default instead of 0.9. `conf_sig` was 0.6 by default instead of 0.9 [(#338)](https://github.com/DynareTeam/dynare/pull/338),
+ Forecasting with exogenous deterministic variables provided wrong decision + Forecasting with exogenous deterministic variables provided wrong decision
rules, yielding wrong forecasts. rules, yielding wrong forecasts [(#711)](https://github.com/DynareTeam/dynare/pull/711),
+ Forecasting with exogenous deterministic variables crashed when the + Forecasting with exogenous deterministic variables crashed when the
`periods` option was not explicitly specified, `periods` option was not explicitly specified [(#1325)](https://github.com/DynareTeam/dynare/pull/1325),
+ Option `forecast` when used with `initval` was using the initial values in + Option `forecast` when used with `initval` was using the initial values in
the `initval` block and not the steady state computed from these initial the `initval` block and not the steady state computed from these initial
values as the starting point of forecasts. values as the starting point of forecasts [(#692)](https://github.com/DynareTeam/dynare/pull/692).
- Global Sensitivity Analysis - Global Sensitivity Analysis
+ Sensitivity with ML estimation could result in crashes, + Sensitivity with ML estimation could result in crashes,
+ Option `mc` must be forced if `neighborhood_width` is used, + Option `mc` must be forced if `neighborhood_width` is used [(link)](https://github.com/DynareTeam/dynare/commit/e32cbf626f9f0b9e322b2ac44d93461afcb320a0),
+ Fixed dimension of `stock_logpo` and `stock_ys`, + Fixed dimension of `stock_logpo` and `stock_ys` [(link)](https://github.com/DynareTeam/dynare/commit/a44b3fbfe7c0214c19f6eecabe368c2e72c9346f),
+ Incomplete variable initialization could lead to crashes with `prior_range=1`. + Incomplete variable initialization could lead to crashes with `prior_range=1`.
- Indentification - Identification
+ Identification did not correctly pass the `lik_init` option, + Identification did not correctly pass the `lik_init` option,
requiring the manual setting of `options_.diffuse_filter=1` in requiring the manual setting of `options_.diffuse_filter=1` in
case of unit roots, case of unit roots ,
+ Testing identification of standard deviations as the only + Testing identification of standard deviations as the only
parameters to be estimated with ML leaded to crashes, parameters to be estimated with ML leaded to crashes,
...@@ -247,49 +247,49 @@ Bugs in version 4.4.3 that have been fixed in version 4.5.0 ...@@ -247,49 +247,49 @@ Bugs in version 4.4.3 that have been fixed in version 4.5.0
number of parameters is bigger than the number of non-zero moments number of parameters is bigger than the number of non-zero moments
was broken, was broken,
+ When using ML, the asymptotic Hessian was not computed, + When using ML, the asymptotic Hessian was not computed [(#1238)](https://github.com/DynareTeam/dynare/pull/1238),
+ Checking for singular values when the eigenvectors contained only + Checking for singular values when the eigenvectors contained only
one column did not work correctly, one column did not work correctly [(#1238)](https://github.com/DynareTeam/dynare/pull/1238),
- Model comparison - Model comparison
+ Selection of the `modifiedharmonicmean` estimator was broken, + Selection of the `modifiedharmonicmean` estimator was broken [(#1015)](https://github.com/DynareTeam/dynare/pull/1015).
- Optimal Simple Rules - Optimal Simple Rules
+ When covariances were specified, variables that only entered with + When covariances were specified, variables that only entered with
their variance and no covariance term obtained a wrong weight, their variance and no covariance term obtained a wrong weight,
resulting in wrong results, resulting in wrong results [(#767)](https://github.com/DynareTeam/dynare/pull/767),
+ Results reported for stochastic simulations after `osr` were based + Results reported for stochastic simulations after `osr` were based
on the last parameter vector encountered during optimization, on the last parameter vector encountered during optimization,
which does not necessarily coincide with the optimal parameter which does not necessarily coincide with the optimal parameter
vector, vector [(#767)](https://github.com/DynareTeam/dynare/pull/767),
+ Using only one (co)variance in the objective function resulted in crashes, + Using only one (co)variance in the objective function resulted in crashes [(#767)](https://github.com/DynareTeam/dynare/pull/767),
+ For models with non-stationary variables the objective function was computed wrongly. + For models with non-stationary variables the objective function was computed wrongly [(#767)](https://github.com/DynareTeam/dynare/pull/767).
- Ramsey policy - Ramsey policy
+ If a Lagrange multiplier appeared in the model with a lead or a lag + If a Lagrange multiplier appeared in the model with a lead or a lag
of more than one period, the steady state could be wrong. of more than one period, the steady state could be wrong [(#633)](https://github.com/DynareTeam/dynare/pull/633).
+ When using an external steady state file, incorrect steady states + When using an external steady state file, incorrect steady states
could be accepted, could be accepted,
+ When using an external steady state file with more than one + When using an external steady state file with more than one
instrument, Dynare crashed, instrument, Dynare crashed [(#696)](https://github.com/DynareTeam/dynare/pull/696),
+ When using an external steady state file and running `stoch_simul` + When using an external steady state file and running `stoch_simul`
after `ramsey_planner`, an incorrect steady state was used, after `ramsey_planner`, an incorrect steady state was used,
+ When the number of instruments was not equal to the number of + When the number of instruments was not equal to the number of
omitted equations, Dynare crashed with a cryptic message, omitted equations, Dynare crashed with a cryptic message [(#1241)](https://github.com/DynareTeam/dynare/pull/1241),
+ The `planner_objective` accepted `varexo`, but ignored them for computations, + The `planner_objective` accepted `varexo`, but ignored them for computations,
...@@ -297,46 +297,46 @@ Bugs in version 4.4.3 that have been fixed in version 4.5.0 ...@@ -297,46 +297,46 @@ Bugs in version 4.4.3 that have been fixed in version 4.5.0
- Shock decomposition - Shock decomposition
+ Did not work with the `parameter_set=calibration` option if an + Did not work with the `parameter_set=calibration` option if an
`estimated_params` block is present, `estimated_params` block is present [(link)](http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=6913),
+ Crashed after MLE. + Crashed after MLE [(#1220)](https://github.com/DynareTeam/dynare/pull/1220).
- Perfect foresight models - Perfect foresight models
+ The perfect foresight solver could accept a complex solution + The perfect foresight solver could accept a complex solution
instead of continuing to look for a real-valued one, instead of continuing to look for a real-valued one [(#896)](https://github.com/DynareTeam/dynare/pull/896),
+ The `initval_file` command only accepted column and not row vectors, + The `initval_file` command only accepted column and not row vectors [(link)](http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=6261&p=17592#p17592),
+ The `initval_file` command did not work with Excel files, + The `initval_file` command did not work with Excel files [(link)](http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=6261&p=17592#p17592),
+ Deterministic simulations with one boundary condition crashed in + Deterministic simulations with one boundary condition crashed in
`solve_one_boundary` due to a missing underscore when passing `solve_one_boundary` due to a missing underscore when passing
`options_.simul.maxit`, `options_.simul.maxit`,
+ Deterministic simulation with exogenous variables lagged by more + Deterministic simulation with exogenous variables lagged by more
than one period crashed, than one period crashed [(#617)](https://github.com/DynareTeam/dynare/pull/617),
+ Termination criterion `maxit` was hard-coded for `solve_algo=0` + Termination criterion `maxit` was hard-coded for `solve_algo=0`
and could no be changed, and could no be changed,
+ When using `block`/`bytecode`, relational operators could not be enforced, + When using `block`/`bytecode`, relational operators could not be enforced [(#439)](https://github.com/DynareTeam/dynare/pull/439),
+ When using `block` some exceptions were not properly handled, + When using `block` some exceptions were not properly handled,
leading to code crashes, leading to code crashes [(#1245)](https://github.com/DynareTeam/dynare/pull/1245),
+ Using `periods=1` crashed the solver (bug only partially fixed). + Using `periods=1` crashed the solver (bug only partially fixed) [(#1205)](https://github.com/DynareTeam/dynare/pull/1205).
- Smoothing - Smoothing
+ The univariate Kalman smoother returned wrong results when used + The univariate Kalman smoother returned wrong results when used
with correlated measurement error, with correlated measurement error [(#1235)](https://github.com/DynareTeam/dynare/pull/1235),
+ The diffuse smoother sometimes returned linear combinations of the + The diffuse smoother sometimes returned linear combinations of the
smoothed stochastic trend estimates instead of the original trend smoothed stochastic trend estimates instead of the original trend
estimates. estimates [(#1312)](https://github.com/DynareTeam/dynare/pull/1312).
- Perturbation reduced form - Perturbation reduced form
...@@ -348,28 +348,28 @@ Bugs in version 4.4.3 that have been fixed in version 4.5.0 ...@@ -348,28 +348,28 @@ Bugs in version 4.4.3 that have been fixed in version 4.5.0
when using the `loglinear` option, when using the `loglinear` option,
+ Using `bytcode` when declared exogenous variables were not + Using `bytcode` when declared exogenous variables were not
used in the model leaded to crashes in stochastic simulations, used in the model leaded to crashes in stochastic simulations [(#841)](https://github.com/DynareTeam/dynare/pull/841),
+ Displaying decision rules involving lags of auxiliary variables of + Displaying decision rules involving lags of auxiliary variables of
type 0 (leads>1) crashed. type 0 (leads>1) crashed [(#1367)](https://github.com/DynareTeam/dynare/pull/1367).
+ The `relative_irf` option resulted in wrong output at `order>1` as + The `relative_irf` option resulted in wrong output at `order>1` as
it implicitly relies on linearity. it implicitly relies on linearity [(#740)](https://github.com/DynareTeam/dynare/pull/740).
- Displaying of the MH-history with the `internals` command crashed - Displaying of the MH-history with the `internals` command crashed
if parameter names did not have same length. if parameter names did not have same length [(link)](https://github.com/DynareTeam/dynare/commit/caa6d5d93e7382165167fbaefbaf9d38e26ca909).
- Dynare crashed when the user-defined steady state file returned an - Dynare crashed when the user-defined steady state file returned an
error code, but not an conformable-sized steady state vector. error code, but not an conformable-sized steady state vector [(#1001)](https://github.com/DynareTeam/dynare/pull/1001).
- Due to a bug in `mjdgges.mex` unstable parameter draws with - Due to a bug in `mjdgges.mex` unstable parameter draws with
eigenvalues up to 1+1e-6 could be accepted as stable for the eigenvalues up to 1+1e-6 could be accepted as stable for the
purpose of the Blanchard-Kahn conditions, even if `qz_criterium<1`. purpose of the Blanchard-Kahn conditions, even if `qz_criterium<1`[(link)](https://github.com/DynareTeam/dynare/commit/e3fbefc616941d0df3624bfc49a1a743171f8814).
- The `use_dll` option on Octave for Windows required to pass a - The `use_dll` option on Octave for Windows required to pass a
compiler flag at the command line, despite the manual stating this compiler flag at the command line, despite the manual stating this
was not necessary. was not necessary [(#1314)](https://github.com/DynareTeam/dynare/pull/1314).
- Dynare crashed for models with `block` option if the Blanchard-Kahn - Dynare crashed for models with `block` option if the Blanchard-Kahn
conditions were not satisfied instead of generating an error conditions were not satisfied instead of generating an error
...@@ -378,7 +378,7 @@ Bugs in version 4.4.3 that have been fixed in version 4.5.0 ...@@ -378,7 +378,7 @@ Bugs in version 4.4.3 that have been fixed in version 4.5.0
- The `verbose` option did not work with `model(block)`. - The `verbose` option did not work with `model(block)`.
- When falsely specifying the `model(linear)` for nonlinear models, - When falsely specifying the `model(linear)` for nonlinear models,
incorrect steady states were accepted instead of aborting. incorrect steady states were accepted instead of aborting [(#726)](https://github.com/DynareTeam/dynare/pull/726).
- The `STEADY_STATE` operator called on model local variables - The `STEADY_STATE` operator called on model local variables
(so-called pound variables) did not work as expected. (so-called pound variables) did not work as expected.
...@@ -391,15 +391,11 @@ Bugs in version 4.4.3 that have been fixed in version 4.5.0 ...@@ -391,15 +391,11 @@ Bugs in version 4.4.3 that have been fixed in version 4.5.0
- A bug when external functions were used in model local variables - A bug when external functions were used in model local variables
that were contained in equations that required auxiliary that were contained in equations that required auxiliary
variable/equations led to crashes of Matlab. variable/equations led to crashes of Matlab [(link)](https://github.com/DynareTeam/dynare/commit/2ab8e2a122afd253e7ea315ef49adccca5ced53f).
- Sampling from the prior distribution for an inverse gamma II - Sampling from the prior distribution for an inverse gamma II
distribution when `prior_trunc>0` could result in incorrect distribution when `prior_trunc>0` could result in incorrect
sampling. sampling [(#997)](https://github.com/DynareTeam/dynare/pull/997).
- Sampling from the prior distribution for a uniform distribution - Sampling from the prior distribution for a uniform distribution
when `prior_trunc>0` was ignoring the prior truncation. when `prior_trunc>0` was ignoring the prior truncation [(#997)](https://github.com/DynareTeam/dynare/pull/997).
\ No newline at end of file
- Conditional forecasts were wrong when the declaration of endogenous
variables was not preceeding the declaration of the exogenous
variables and parameters.