... | @@ -210,31 +210,31 @@ Bugs in version 4.4.3 that have been fixed in version 4.5.0 |
... | @@ -210,31 +210,31 @@ Bugs in version 4.4.3 that have been fixed in version 4.5.0 |
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- Forecasts
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- Forecasts
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+ In contrast to what is stated in the manual, the confidence interval size
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+ In contrast to what is stated in the manual, the confidence interval size
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`conf_sig` was 0.6 by default instead of 0.9.
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`conf_sig` was 0.6 by default instead of 0.9 [(#338)](https://github.com/DynareTeam/dynare/pull/338),
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+ Forecasting with exogenous deterministic variables provided wrong decision
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+ Forecasting with exogenous deterministic variables provided wrong decision
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rules, yielding wrong forecasts.
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rules, yielding wrong forecasts [(#711)](https://github.com/DynareTeam/dynare/pull/711),
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+ Forecasting with exogenous deterministic variables crashed when the
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+ Forecasting with exogenous deterministic variables crashed when the
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`periods` option was not explicitly specified,
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`periods` option was not explicitly specified [(#1325)](https://github.com/DynareTeam/dynare/pull/1325),
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+ Option `forecast` when used with `initval` was using the initial values in
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+ Option `forecast` when used with `initval` was using the initial values in
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the `initval` block and not the steady state computed from these initial
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the `initval` block and not the steady state computed from these initial
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values as the starting point of forecasts.
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values as the starting point of forecasts [(#692)](https://github.com/DynareTeam/dynare/pull/692).
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- Global Sensitivity Analysis
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- Global Sensitivity Analysis
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+ Sensitivity with ML estimation could result in crashes,
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+ Sensitivity with ML estimation could result in crashes,
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+ Option `mc` must be forced if `neighborhood_width` is used,
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+ Option `mc` must be forced if `neighborhood_width` is used [(link)](https://github.com/DynareTeam/dynare/commit/e32cbf626f9f0b9e322b2ac44d93461afcb320a0),
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+ Fixed dimension of `stock_logpo` and `stock_ys`,
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+ Fixed dimension of `stock_logpo` and `stock_ys` [(link)](https://github.com/DynareTeam/dynare/commit/a44b3fbfe7c0214c19f6eecabe368c2e72c9346f),
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+ Incomplete variable initialization could lead to crashes with `prior_range=1`.
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+ Incomplete variable initialization could lead to crashes with `prior_range=1`.
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- Indentification
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- Identification
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+ Identification did not correctly pass the `lik_init` option,
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+ Identification did not correctly pass the `lik_init` option,
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requiring the manual setting of `options_.diffuse_filter=1` in
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requiring the manual setting of `options_.diffuse_filter=1` in
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... | @@ -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 |
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number of parameters is bigger than the number of non-zero moments
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number of parameters is bigger than the number of non-zero moments
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was broken,
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was broken,
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+ When using ML, the asymptotic Hessian was not computed,
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+ When using ML, the asymptotic Hessian was not computed [(#1238)](https://github.com/DynareTeam/dynare/pull/1238),
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+ Checking for singular values when the eigenvectors contained only
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+ Checking for singular values when the eigenvectors contained only
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one column did not work correctly,
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one column did not work correctly [(#1238)](https://github.com/DynareTeam/dynare/pull/1238),
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- Model comparison
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- Model comparison
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+ Selection of the `modifiedharmonicmean` estimator was broken,
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+ Selection of the `modifiedharmonicmean` estimator was broken [(#1015)](https://github.com/DynareTeam/dynare/pull/1015).
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- Optimal Simple Rules
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- Optimal Simple Rules
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+ When covariances were specified, variables that only entered with
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+ When covariances were specified, variables that only entered with
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their variance and no covariance term obtained a wrong weight,
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their variance and no covariance term obtained a wrong weight,
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resulting in wrong results,
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resulting in wrong results [(#767)](https://github.com/DynareTeam/dynare/pull/767),
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+ Results reported for stochastic simulations after `osr` were based
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+ Results reported for stochastic simulations after `osr` were based
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on the last parameter vector encountered during optimization,
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on the last parameter vector encountered during optimization,
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which does not necessarily coincide with the optimal parameter
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which does not necessarily coincide with the optimal parameter
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vector,
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vector [(#767)](https://github.com/DynareTeam/dynare/pull/767),
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+ Using only one (co)variance in the objective function resulted in crashes,
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+ Using only one (co)variance in the objective function resulted in crashes [(#767)](https://github.com/DynareTeam/dynare/pull/767),
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+ For models with non-stationary variables the objective function was computed wrongly.
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+ For models with non-stationary variables the objective function was computed wrongly [(#767)](https://github.com/DynareTeam/dynare/pull/767).
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- Ramsey policy
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- Ramsey policy
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+ If a Lagrange multiplier appeared in the model with a lead or a lag
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+ If a Lagrange multiplier appeared in the model with a lead or a lag
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of more than one period, the steady state could be wrong.
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of more than one period, the steady state could be wrong [(#633)](https://github.com/DynareTeam/dynare/pull/633).
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+ When using an external steady state file, incorrect steady states
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+ When using an external steady state file, incorrect steady states
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could be accepted,
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could be accepted,
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+ When using an external steady state file with more than one
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+ When using an external steady state file with more than one
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instrument, Dynare crashed,
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instrument, Dynare crashed [(#696)](https://github.com/DynareTeam/dynare/pull/696),
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+ When using an external steady state file and running `stoch_simul`
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+ When using an external steady state file and running `stoch_simul`
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after `ramsey_planner`, an incorrect steady state was used,
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after `ramsey_planner`, an incorrect steady state was used,
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+ When the number of instruments was not equal to the number of
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+ When the number of instruments was not equal to the number of
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omitted equations, Dynare crashed with a cryptic message,
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omitted equations, Dynare crashed with a cryptic message [(#1241)](https://github.com/DynareTeam/dynare/pull/1241),
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+ The `planner_objective` accepted `varexo`, but ignored them for computations,
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+ The `planner_objective` accepted `varexo`, but ignored them for computations,
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... | @@ -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 |
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- Shock decomposition
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- Shock decomposition
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+ Did not work with the `parameter_set=calibration` option if an
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+ Did not work with the `parameter_set=calibration` option if an
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`estimated_params` block is present,
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`estimated_params` block is present [(link)](http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=6913),
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+ Crashed after MLE.
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+ Crashed after MLE [(#1220)](https://github.com/DynareTeam/dynare/pull/1220).
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- Perfect foresight models
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- Perfect foresight models
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+ The perfect foresight solver could accept a complex solution
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+ The perfect foresight solver could accept a complex solution
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instead of continuing to look for a real-valued one,
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instead of continuing to look for a real-valued one [(#896)](https://github.com/DynareTeam/dynare/pull/896),
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+ The `initval_file` command only accepted column and not row vectors,
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+ 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),
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+ The `initval_file` command did not work with Excel files,
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+ 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),
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+ Deterministic simulations with one boundary condition crashed in
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+ Deterministic simulations with one boundary condition crashed in
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`solve_one_boundary` due to a missing underscore when passing
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`solve_one_boundary` due to a missing underscore when passing
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`options_.simul.maxit`,
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`options_.simul.maxit`,
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+ Deterministic simulation with exogenous variables lagged by more
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+ Deterministic simulation with exogenous variables lagged by more
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than one period crashed,
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than one period crashed [(#617)](https://github.com/DynareTeam/dynare/pull/617),
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+ Termination criterion `maxit` was hard-coded for `solve_algo=0`
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+ Termination criterion `maxit` was hard-coded for `solve_algo=0`
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and could no be changed,
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and could no be changed,
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+ When using `block`/`bytecode`, relational operators could not be enforced,
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+ When using `block`/`bytecode`, relational operators could not be enforced [(#439)](https://github.com/DynareTeam/dynare/pull/439),
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+ When using `block` some exceptions were not properly handled,
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+ When using `block` some exceptions were not properly handled,
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leading to code crashes,
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leading to code crashes [(#1245)](https://github.com/DynareTeam/dynare/pull/1245),
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+ Using `periods=1` crashed the solver (bug only partially fixed).
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+ Using `periods=1` crashed the solver (bug only partially fixed) [(#1205)](https://github.com/DynareTeam/dynare/pull/1205).
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- Smoothing
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- Smoothing
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+ The univariate Kalman smoother returned wrong results when used
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+ The univariate Kalman smoother returned wrong results when used
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with correlated measurement error,
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with correlated measurement error [(#1235)](https://github.com/DynareTeam/dynare/pull/1235),
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+ The diffuse smoother sometimes returned linear combinations of the
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+ The diffuse smoother sometimes returned linear combinations of the
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smoothed stochastic trend estimates instead of the original trend
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smoothed stochastic trend estimates instead of the original trend
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estimates.
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estimates [(#1312)](https://github.com/DynareTeam/dynare/pull/1312).
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- Perturbation reduced form
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- Perturbation reduced form
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... | @@ -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 |
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when using the `loglinear` option,
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when using the `loglinear` option,
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+ Using `bytcode` when declared exogenous variables were not
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+ Using `bytcode` when declared exogenous variables were not
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used in the model leaded to crashes in stochastic simulations,
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used in the model leaded to crashes in stochastic simulations [(#841)](https://github.com/DynareTeam/dynare/pull/841),
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+ Displaying decision rules involving lags of auxiliary variables of
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+ Displaying decision rules involving lags of auxiliary variables of
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type 0 (leads>1) crashed.
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type 0 (leads>1) crashed [(#1367)](https://github.com/DynareTeam/dynare/pull/1367).
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+ The `relative_irf` option resulted in wrong output at `order>1` as
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+ The `relative_irf` option resulted in wrong output at `order>1` as
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it implicitly relies on linearity.
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it implicitly relies on linearity [(#740)](https://github.com/DynareTeam/dynare/pull/740).
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- Displaying of the MH-history with the `internals` command crashed
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- Displaying of the MH-history with the `internals` command crashed
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if parameter names did not have same length.
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if parameter names did not have same length [(link)](https://github.com/DynareTeam/dynare/commit/caa6d5d93e7382165167fbaefbaf9d38e26ca909).
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- Dynare crashed when the user-defined steady state file returned an
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- Dynare crashed when the user-defined steady state file returned an
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error code, but not an conformable-sized steady state vector.
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error code, but not an conformable-sized steady state vector [(#1001)](https://github.com/DynareTeam/dynare/pull/1001).
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- Due to a bug in `mjdgges.mex` unstable parameter draws with
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- Due to a bug in `mjdgges.mex` unstable parameter draws with
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eigenvalues up to 1+1e-6 could be accepted as stable for the
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eigenvalues up to 1+1e-6 could be accepted as stable for the
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purpose of the Blanchard-Kahn conditions, even if `qz_criterium<1`.
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purpose of the Blanchard-Kahn conditions, even if `qz_criterium<1`[(link)](https://github.com/DynareTeam/dynare/commit/e3fbefc616941d0df3624bfc49a1a743171f8814).
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- The `use_dll` option on Octave for Windows required to pass a
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- The `use_dll` option on Octave for Windows required to pass a
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compiler flag at the command line, despite the manual stating this
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compiler flag at the command line, despite the manual stating this
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was not necessary.
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was not necessary [(#1314)](https://github.com/DynareTeam/dynare/pull/1314).
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- Dynare crashed for models with `block` option if the Blanchard-Kahn
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- Dynare crashed for models with `block` option if the Blanchard-Kahn
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conditions were not satisfied instead of generating an error
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conditions were not satisfied instead of generating an error
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... | @@ -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 |
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- The `verbose` option did not work with `model(block)`.
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- The `verbose` option did not work with `model(block)`.
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- When falsely specifying the `model(linear)` for nonlinear models,
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- When falsely specifying the `model(linear)` for nonlinear models,
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incorrect steady states were accepted instead of aborting.
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incorrect steady states were accepted instead of aborting [(#726)](https://github.com/DynareTeam/dynare/pull/726).
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- The `STEADY_STATE` operator called on model local variables
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- The `STEADY_STATE` operator called on model local variables
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(so-called pound variables) did not work as expected.
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(so-called pound variables) did not work as expected.
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... | @@ -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 |
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- A bug when external functions were used in model local variables
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- A bug when external functions were used in model local variables
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that were contained in equations that required auxiliary
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that were contained in equations that required auxiliary
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variable/equations led to crashes of Matlab.
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variable/equations led to crashes of Matlab [(link)](https://github.com/DynareTeam/dynare/commit/2ab8e2a122afd253e7ea315ef49adccca5ced53f).
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- Sampling from the prior distribution for an inverse gamma II
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- Sampling from the prior distribution for an inverse gamma II
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distribution when `prior_trunc>0` could result in incorrect
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distribution when `prior_trunc>0` could result in incorrect
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sampling.
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sampling [(#997)](https://github.com/DynareTeam/dynare/pull/997).
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- Sampling from the prior distribution for a uniform distribution
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- Sampling from the prior distribution for a uniform distribution
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when `prior_trunc>0` was ignoring the prior truncation.
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when `prior_trunc>0` was ignoring the prior truncation [(#997)](https://github.com/DynareTeam/dynare/pull/997). |
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\ No newline at end of file |
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- Conditional forecasts were wrong when the declaration of endogenous
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variables was not preceeding the declaration of the exogenous
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variables and parameters. |
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