Skip to content

Changes

Page history
Added first set of missing links authored by Johannes Pfeifer's avatar Johannes Pfeifer
Hide whitespace changes
Inline Side-by-side
FixedBugs.md
View page @ 706e3d9a
......@@ -7,64 +7,64 @@ Bugs in version 4.4.3 that have been fixed in version 4.5.0
- BVAR models
+ `bvar_irf` could display IRFs in an unreadable way when they moved from
negative to positive values,
negative to positive values [(commit)](https://github.com/DynareTeam/dynare/commit/bf707c1975bc9a5c412a5e2d2747dc445e268ba7),
+ In contrast to what is stated in the documentation, the confidence interval
size `conf_sig` was 0.6 by default instead of 0.9.
size `conf_sig` was 0.6 by default instead of 0.9 [(#338)](https://github.com/DynareTeam/dynare/pull/338).
- Conditional forecasts
+ The `conditional_forecast` command produced wrong results in calibrated
models when used at initial values outside of the steady state (given with
`initval`),
`initval`) [(#665)](https://github.com/DynareTeam/dynare/pull/665),
+ The `plot_conditional_forecast` option could produce unreadable figures if
the areas overlap,
the areas overlap [(#1155)](https://github.com/DynareTeam/dynare/pull/1155),
+ The `conditional_forecast` command after MLE crashed,
+ The `conditional_forecast` command after MLE crashed [(#1220)](https://github.com/DynareTeam/dynare/pull/1220),
+ In contrast to what is stated in the manual, the confidence interval size
`conf_sig` was 0.6 by default instead of 0.8.
`conf_sig` was 0.6 by default instead of 0.8 [(#338)](https://github.com/DynareTeam/dynare/pull/338).
+ Conditional forecasts were wrong when the declaration of endogenous
variables was not preceeding the declaration of the exogenous
variables and parameters.
variables and parameters [(#1276](https://github.com/DynareTeam/dynare/pull/1276), fixed in [#1277)](https://github.com/DynareTeam/dynare/pull/1277).
- Discretionary policy
+ Dynare allowed running models where the number of instruments did not match
the number of omitted equations,
the number of omitted equations [(#1042)](https://github.com/DynareTeam/dynare/pull/1042),
+ Dynare could crash in some cases when trying to display the solution,
+ Dynare could crash in some cases when trying to display the solution [(#1042)](https://github.com/DynareTeam/dynare/pull/1042),
+ Parameter dependence embedded via a `steady_state` was not taken into
account, typically resulting in crashes.
account, typically resulting in crashes [(#1241)](https://github.com/DynareTeam/dynare/pull/1241).
- dseries class
+ When subtracting a dseries object from a number, the number was instead
subtracted from the dseries object.
subtracted from the dseries object [(link)](http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=8563).
- DSGE-VAR models
+ Dynare crashed when estimation encountered non-finite values in the Jacobian
at the steady state,
at the steady state [(#1190)](https://github.com/DynareTeam/dynare/pull/1190),
+ The presence of a constant was not considered for degrees of freedom
computation of the Gamma function used during the posterior computation; due
to only affecting the constant term, results should be be unaffected, except
for model_comparison when comparing models with and without.
for model_comparison when comparing models with and without [(#1212)](https://github.com/DynareTeam/dynare/pull/1212).
- Estimation command
+ In contrast to what was stated in the manual, the confidence interval size
`conf_sig` for `forecast` without MCMC was 0.6 by default instead of 0.9,
`conf_sig` for `forecast` without MCMC was 0.6 by default instead of 0.9 [(#338)](https://github.com/DynareTeam/dynare/pull/338),
+ Calling estimation after identification could lead to crashes,
+ Calling estimation after identification could lead to crashes [(#675)](https://github.com/DynareTeam/dynare/pull/675),
+ When using recursive estimation/forecasting and setting some elements of
`nobs` to be larger than the number of observations T in the data,
......@@ -78,17 +78,17 @@ Bugs in version 4.4.3 that have been fixed in version 4.5.0
the `load_mh_file` option was used,
+ The Geweke convergence diagnostics always used the default `taper_steps` and
`geweke_interval`,
`geweke_interval` [(#1341)](https://github.com/DynareTeam/dynare/pull/1341),
+ Bayesian IRFs (`bayesian_irfs` option) could be displayed in an unreadable
way when they move from negative to positive values,
+ If `bayesian_irfs` was requested when `mh_replic` was too low to compute
HPDIs, plotting was crashing,
HPDIs, plotting was crashing [(#1326)](https://github.com/DynareTeam/dynare/pull/1326),
+ The x-axis value in `oo_.prior_density` for the standard deviation and
correlation of measurement errors was written into a field
`mearsurement_errors_*` instead of `measurement_errors_*`,
`mearsurement_errors_*` instead of `measurement_errors_*` [(#1353)](https://github.com/DynareTeam/dynare/pull/1353),
+ Using a user-defined `mode_compute` crashed estimation,
......@@ -96,16 +96,16 @@ Bugs in version 4.4.3 that have been fixed in version 4.5.0
+ The posterior variances and covariances computed by `moments_varendo` were
wrong for very large models due to a matrix erroneously being filled up with
zeros,
zeros [(#1423)](https://github.com/DynareTeam/dynare/pull/1423),
+ Using the `forecast` option with `loglinear` erroneously added the unlogged
steady state,
steady state [(#852)](https://github.com/DynareTeam/dynare/pull/852),
+ When using the `loglinear` option the check for the presence of a constant
was erroneously based on the unlogged steady state,
was erroneously based on the unlogged steady state [(#852)](https://github.com/DynareTeam/dynare/pull/852),
+ Estimation of `observation_trends` was broken as the trends specified as a
function of deep parameters were not correctly updated during estimation,
function of deep parameters were not correctly updated during estimation [(#852)](https://github.com/DynareTeam/dynare/pull/852),
+ When using `analytic_derivation`, the parameter values were not set before
testing whether the steady state file changes parameter values, leading to
......@@ -113,14 +113,14 @@ Bugs in version 4.4.3 that have been fixed in version 4.5.0
+ If the steady state of an initial parameterization did not solve, the
observation equation could erroneously feature no constant when the
`use_calibration` option was used,
`use_calibration` option was used [(#698)](https://github.com/DynareTeam/dynare/pull/698),
+ When computing posterior moments, Dynare falsely displayed that moment
computations are skipped, although the computation was performed correctly,
+ If `conditional_variance_decomposition` was requested, although all
variables contain unit roots, Dynare crashed instead of providing an error
message,
message [(#691)](https://github.com/DynareTeam/dynare/pull/691),
+ Computation of the posterior parameter distribution was erroneously based
on more draws than specified (there was one additional draw for every Markov
......@@ -130,10 +130,10 @@ Bugs in version 4.4.3 that have been fixed in version 4.5.0
+ Computation of `filtered_vars` with only one requested step crashed Dynare,
+ Option `kalman_algo=3` was broken with non-diagonal measurement error,
+ Option `kalman_algo=3` was broken with non-diagonal measurement error [(#1235)](https://github.com/DynareTeam/dynare/pull/1235),
+ When using the diffuse Kalman filter with missing observations, an additive
factor log(2*pi) was missing in the last iteration step,
factor log(2*pi) was missing in the last iteration step [(#1235)](https://github.com/DynareTeam/dynare/pull/1235),
+ Passing of the `MaxFunEvals` and `InitialSimplexSize` options to
`mode_compute=8` was broken,
......@@ -149,16 +149,16 @@ Bugs in version 4.4.3 that have been fixed in version 4.5.0
+ The `selected_variables_only` option (`mh_replic=0`, ML, or
`calibrated_smoother`) returned wrong results for smoothed, updated, and
filtered variables,
filtered variables [(#1161)](https://github.com/DynareTeam/dynare/pull/1161),
+ Combining the `selected_variables_only` option with forecasts obtained
using `mh_replic=0`, ML, or `calibrated_smoother` leaded to crashes,
+ `oo_.UpdatedVariables` was only filled when the `filtered_vars` option was specified,
+ `oo_.UpdatedVariables` was only filled when the `filtered_vars` option was specified [(#1366)](https://github.com/DynareTeam/dynare/pull/1366),
+ When using Bayesian estimation with `filtered_vars`, but without
`smoother`, then `oo_.FilteredVariables` erroneously also contained filtered
variables at the posterior mean as with `mh_replic=0`,
variables at the posterior mean as with `mh_replic=0` [(#738)](https://github.com/DynareTeam/dynare/pull/738),
+ Running an MCMC a second time in the same folder with a different number of
iterations could result in crashes due to the loading of stale files,
......@@ -172,42 +172,42 @@ Bugs in version 4.4.3 that have been fixed in version 4.5.0
+ The content of `oo_.posterior_std` after Bayesian estimation was based on
the standard deviation at the posterior mode, not the one from the MCMC, this
was not consistent with the reference manual,
was not consistent with the reference manual [(#1013)](https://github.com/DynareTeam/dynare/pull/1013),
+ When the initialization of an MCMC run failed, the metropolis.log file was
locked, requiring a restart of Matlab to restart estimation,
locked, requiring a restart of Matlab to restart estimation [(#1155)](https://github.com/DynareTeam/dynare/pull/1155),
+ If the posterior mode was right at the corner of the prior bounds, the
initialization of the MCMC erroneously crashed,
initialization of the MCMC erroneously crashed [(#1155)](https://github.com/DynareTeam/dynare/pull/1155),
+ If the number of dropped draws via `mh_drop` coincided with the number of
draws in a `_mh'-file`, `oo_.posterior.metropolis.mean` and
`oo_.posterior.metropolis.Variance` were NaN.
`oo_.posterior.metropolis.Variance` were NaN [(#1297)](https://github.com/DynareTeam/dynare/pull/1297).
- Estimation and calibrated smoother
+ When using `observation_trends` with the `prefilter` option, the mean shift
due to the trend was not accounted for,
due to the trend was not accounted for [(#852)](https://github.com/DynareTeam/dynare/pull/852),
+ When using `first_obs`>1, the higher trend starting point of
`observation_trends` was not taken into account, leading, among other things,
to problems in recursive forecasting,
to problems in recursive forecasting [(#852)](https://github.com/DynareTeam/dynare/pull/852),
+ The diffuse Kalman smoother was crashing if the forecast error variance
matrix becomes singular,
matrix became singular [(link)](https://github.com/DynareTeam/dynare/commit/42ecfa382f555a2d9eaeec792223844ad8c3d9ab),
+ The multivariate Kalman smoother provided incorrect state estimates when
all data for one observation are missing,
all data for one observation are missing [(#1324)](https://github.com/DynareTeam/dynare/pull/1324),
+ The multivariate diffuse Kalman smoother provided incorrect state estimates
when the `Finf` matrix becomes singular,
when the `Finf` matrix becomes singular [(#1324)](https://github.com/DynareTeam/dynare/pull/1324),
+ The univariate diffuse Kalman filter was crashing if the initial covariance
matrix of the nonstationary state vector is singular,
matrix of the nonstationary state vector is singular [(#1324)](https://github.com/DynareTeam/dynare/pull/1324),
- Forecats
- Forecasts
+ In contrast to what is stated in the manual, the confidence interval size
`conf_sig` was 0.6 by default instead of 0.9.
......