... | @@ -3,21 +3,21 @@ This page documents the bugs fixed in released versions of Dynare. For bugs fixe |
... | @@ -3,21 +3,21 @@ This page documents the bugs fixed in released versions of Dynare. For bugs fixe |
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Bugs fixed in version 4.5.7
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Bugs fixed in version 4.5.7
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* The mex-file conducting the QZ decomposition erroneously applied the `qz_criterium` to the square absolute value of eigenvalues instead of the absolute value itself (as done in mjdgges.m and the AIM solver) (bug fixed in https://git.dynare.org/Dynare/dynare/commit/dcac79928921fc09315b06daadf25b767e000543; see https://git.dynare.org/Dynare/dynare/issues/1632)
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* The mex-file conducting the QZ decomposition erroneously applied the `qz_criterium` to the square absolute value of eigenvalues instead of the absolute value itself (as done in mjdgges.m and the AIM solver) (bug fixed in dcac79928921fc09315b06daadf25b767e000543; see #1632)
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* In pathological cases, `mode_compute=5` (`newrat`) might enter an infinite loop (bug fixed in https://git.dynare.org/Dynare/dynare/commit/d5e25c8f436e88f2bc3dbba0237cdcf3f245d80f; see also https://git.dynare.org/Dynare/dynare/issues/1636)
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* In pathological cases, `mode_compute=5` (`newrat`) might enter an infinite loop (bug fixed in d5e25c8f436e88f2bc3dbba0237cdcf3f245d80f; see also #1636)
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* `discretionary_policy` might erroneously state that the derivatives of the objective function are non-zero if there are NaN present (bug fixed in https://git.dynare.org/Dynare/dynare/commit/8cb99bfe9dad05acf6d82447c7e974c1e1148707; see also https://git.dynare.org/Dynare/dynare/merge_requests/1644)
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* `discretionary_policy` might erroneously state that the derivatives of the objective function are non-zero if there are NaN present (bug fixed in 8cb99bfe9dad05acf6d82447c7e974c1e1148707; see also !1644)
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* Dynare++, when conducting the QZ decomposition, erroneously applied the `qz_criterium` to the square absolute value of eigenvalues instead of the absolute value itself (bug fixed in https://git.dynare.org/Dynare/dynare/commit/8f738f101f3024902f576d623393899d45ec8fd0; see also https://git.dynare.org/Dynare/dynare/issues/1632)
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* Dynare++, when conducting the QZ decomposition, erroneously applied the `qz_criterium` to the square absolute value of eigenvalues instead of the absolute value itself (bug fixed in 8f738f101f3024902f576d623393899d45ec8fd0; see also #1632)
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* Dynare++: IRFs were incorrectly computed (bug fixed in https://git.dynare.org/Dynare/dynare/commit/8698b4c540f2f9881f2201a30b6d08344b23068f; see also https://git.dynare.org/Dynare/dynare/issues/1634)
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* Dynare++: IRFs were incorrectly computed (bug fixed in 8698b4c540f2f9881f2201a30b6d08344b23068f; see also #1634)
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* `dynare_sensitivity` did not display the figures of `irf_calibration`, it only stored them on the disk (bug fixed in https://git.dynare.org/Dynare/dynare/commit/d613d11b6cbd4d071658eb6db7bc0498bc0a9fc9)
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* `dynare_sensitivity` did not display the figures of `irf_calibration`, it only stored them on the disk (bug fixed in d613d11b6cbd4d071658eb6db7bc0498bc0a9fc9)
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* Scatter plots generated by `dynare_sensitivity` did not correctly display LaTeX names (bug fixed in https://git.dynare.org/Dynare/dynare/commit/b0d5eadd600bc2da477498d4df8d2b8d59eb8025)
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* Scatter plots generated by `dynare_sensitivity` did not correctly display LaTeX names (bug fixed in b0d5eadd600bc2da477498d4df8d2b8d59eb8025)
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* Parameter updating via steady state files did not correctly work in case of using [static]/[dynamic] equation tags (bug fixed in https://git.dynare.org/Dynare/dynare/commit/5beea983aad5233b1db905fd4a0ce4e1d3160143; see [#1627](https://git.dynare.org/Dynare/dynare/issues/1627))
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* Parameter updating via steady state files did not correctly work in case of using [static]/[dynamic] equation tags (bug fixed in 5beea983aad5233b1db905fd4a0ce4e1d3160143; see #1627)
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* Memory leaks in `k_order_pert` could lead to crashes (bugs fixed in [7c5ca5](https://git.dynare.org/Dynare/dynare/commit/7c5ca5f84822911d7b60e2d838cbc553d1d3958f), [9dce3b](https://git.dynare.org/Dynare/dynare/commit/9dce3b836a80b00dd59582e964e23d637a5972d6), and [f25ec5](https://git.dynare.org/Dynare/dynare/commit/f25ec51f01ca8a0b34ad17ae5e41d7d0b8b2e992))
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* Memory leaks in `k_order_pert` could lead to crashes (bugs fixed in 7c5ca5f84822911d7b60e2d838cbc553d1d3958f, 9dce3b836a80b00dd59582e964e23d637a5972d6, and f25ec51f01ca8a0b34ad17ae5e41d7d0b8b2e992)
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* Predetermined variables were not properly set when used in model local variables (bug fixed in [a07f3f](https://git.dynare.org/Dynare/dynare/commit/a07f3fdec46a79d9f652ca273458e0d63490e335))
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* Predetermined variables were not properly set when used in model local variables (bug fixed in a07f3fdec46a79d9f652ca273458e0d63490e335)
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* Posterior moment computation did not correctly update the covariance matrix of exogenous shocks during posterior sampling (bug fixed in [!1627](https://git.dynare.org/Dynare/dynare/merge_requests/1627))
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* Posterior moment computation did not correctly update the covariance matrix of exogenous shocks during posterior sampling (bug fixed in !1627)
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* Dynare was crashing with a cryptic message if a non estimated parameter was initialized in the `estimated_params_init` block (fixed in [e11c374](https://git.dynare.org/Dynare/dynare/commit/e11c3744a3565b806a74c01e5b921152f6551cb5) and [caac150](https://git.dynare.org/Dynare/dynare/commit/caac1502c35b4627015e1af777ac9ea92f4672b0); see #1610)
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* Dynare was crashing with a cryptic message if a non estimated parameter was initialized in the `estimated_params_init` block (fixed in e11c3744a3565b806a74c01e5b921152f6551cb5 and caac1502c35b4627015e1af777ac9ea92f4672b0; see #1610)
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* The `forecast` command crashed if the model was declared as linear and contained deterministic exogenous variables (bug fixed in [fda0218](https://github.com/DynareTeam/dynare/commit/fda021855cbe511674c6bdeededa170ce27a0d17) and [14eb831](https://github.com/DynareTeam/dynare/commit/14eb831cdf65e0d68a53003811409501942fd566); see [#1608](https://github.com/DynareTeam/dynare/issues/1608))
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* The `forecast` command crashed if the model was declared as linear and contained deterministic exogenous variables (bug fixed in fda021855cbe511674c6bdeededa170ce27a0d17 and 14eb831cdf65e0d68a53003811409501942fd566; see #1608)
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* Block decomposition is broken when used in conjunction with `varexo_det` (bug fixed in [fa039b8c](https://git.dynare.org/Dynare/preprocessor/commit/fa039b8c4197cbc385c4baa10aca7f520de5cfb6))
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* Block decomposition is broken when used in conjunction with `varexo_det` (bug fixed in preprocessor@fa039b8c4197cbc385c4baa10aca7f520de5cfb6)
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* The model was not correctly specified when `identification` was run without another stochastic command in the `.mod` file (e.g. `estimation`, `stoch_simul`, etc.). See #1631 (bug fixed in [preprocessor@4c71d143](https://git.dynare.org/Dynare/preprocessor/commit/4c71d143f3fec395989950de51e7dee5836a37db))
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* The model was not correctly specified when `identification` was run without another stochastic command in the `.mod` file (e.g. `estimation`, `stoch_simul`, etc.). See #1631 (bug fixed in preprocessor@4c71d143f3fec395989950de51e7dee5836a37db)
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* Realtime annualized shock decompositions added the wrong steady state value (bug fixed in 5badd34380f20e511e91b455482931c107a8f73b)
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* Realtime annualized shock decompositions added the wrong steady state value (bug fixed in 5badd34380f20e511e91b455482931c107a8f73b)
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* `mh_recover` option crashed when using slice sampler (bug fixed in 4ba9c9296f1939fa14b1401886d9e9b86541e5e3)
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* `mh_recover` option crashed when using slice sampler (bug fixed in 4ba9c9296f1939fa14b1401886d9e9b86541e5e3)
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* x-axis values in plots of moment restrictions were wrong for autocovariances (bug fixed in b0e7c47a000a679420970f1d05e4f2ed7d60764c)
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* x-axis values in plots of moment restrictions were wrong for autocovariances (bug fixed in b0e7c47a000a679420970f1d05e4f2ed7d60764c)
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... | @@ -25,113 +25,113 @@ Bugs fixed in version 4.5.7 |
... | @@ -25,113 +25,113 @@ Bugs fixed in version 4.5.7 |
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Bugs fixed in version 4.5.6
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Bugs fixed in version 4.5.6
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* TaRB sampler: incorrect last posterior was returned if the last draw was rejected (bug fixed in [433a681](https://github.com/DynareTeam/dynare/commit/433a68169d3a1576992bdf523c3265d17679f23f)).
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* TaRB sampler: incorrect last posterior was returned if the last draw was rejected (bug fixed in 433a68169d3a1576992bdf523c3265d17679f23f).
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* Fixed online particle filter by drawing initial conditions in the prior distribution (see [ef22c71](https://git.dynare.org/Dynare/particles/commit/ef22c716d3e23f749b82cb0e73392ddcf93c42b4))
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* Fixed online particle filter by drawing initial conditions in the prior distribution (see particles@ef22c716d3e23f749b82cb0e73392ddcf93c42b4)
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* Fixed evaluation of the likelihood in non linear / particle filters (see [427e88e](https://git.dynare.org/Dynare/particles/commit/427e88e6b41bd4d228d010536db30f40f2b00aee), [1f08164](https://git.dynare.org/Dynare/particles/commit/1f08164b05b6276f82cb48ca27ccde54e9f634c7) and [35c3a9f](https://git.dynare.org/Dynare/particles/commit/35c3a9fcd9181d1f5ba250172a6abf5daa0a04dd))
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* Fixed evaluation of the likelihood in non linear / particle filters (see particles@427e88e6b41bd4d228d010536db30f40f2b00aee), particles@1f08164b05b6276f82cb48ca27ccde54e9f634c7) and particles@35c3a9fcd9181d1f5ba250172a6abf5daa0a04dd)
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* Added missing documented `montecarlo` option in Gaussian Filter and Nonlinear Kalman Filter (bug fixed in [ee6eaa8](https://git.dynare.org/Dynare/particles/commit/ee6eaa8449033b7074a468646e93dbaaf76160c9) and [28f7c76](https://git.dynare.org/Dynare/particles/commit/28f7c7621babacfa6eb7588b3ec25e47914dedb1))
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* Added missing documented `montecarlo` option in Gaussian Filter and Nonlinear Kalman Filter (bug fixed in particles@ee6eaa8449033b7074a468646e93dbaaf76160c9 and particles@28f7c7621babacfa6eb7588b3ec25e47914dedb1)
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* Added back a flag to deal with errors on Cholesky decomposition in the Conditional Particle Filter (bug fixed in [43615ce](https://git.dynare.org/Dynare/particles/commit/43615ce4f6bd522f3a7b309e3025204b9ab9df59))
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* Added back a flag to deal with errors on Cholesky decomposition in the Conditional Particle Filter (bug fixed in particles@43615ce4f6bd522f3a7b309e3025204b9ab9df59)
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* Macroprocessor `length()` operator was returning 1 when applied to a string. Macroprocessor now raises an error when `length()` operator is called on an integer and return the number of characters when applied to a string (bug fixed in [d056df3](https://github.com/DynareTeam/dynare/commit/d056df3245a88c03b2c306496f48dafa7c17248e))
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* Macroprocessor `length()` operator was returning 1 when applied to a string. Macroprocessor now raises an error when `length()` operator is called on an integer and return the number of characters when applied to a string (bug fixed in d056df3245a88c03b2c306496f48dafa7c17248e)
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* `mode_compute=8`: the error code during mode-finding was not correctly handled, resulting in crashes (bug fixed in [9722917](https://github.com/DynareTeam/dynare/commit/97229177b44cfabcafa8f4ab4eada0de7c9cc37c))
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* `mode_compute=8`: the error code during mode-finding was not correctly handled, resulting in crashes (bug fixed in 97229177b44cfabcafa8f4ab4eada0de7c9cc37c)
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* Identification was not correctly displaying a message for collinear parameters if there was no unidentified parameter present (bug fixed in [b8094a2](https://github.com/DynareTeam/dynare/commit/b8094a2e8494e4cb65eebd710c9ac47adee5aa7f) and [6607d39](https://github.com/DynareTeam/dynare/commit/6607d3907a0ddfcb8f13c70c6a9c6f9b533eb2db))
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* Identification was not correctly displaying a message for collinear parameters if there was no unidentified parameter present (bug fixed in b8094a2e8494e4cb65eebd710c9ac47adee5aa7f and 6607d3907a0ddfcb8f13c70c6a9c6f9b533eb2db)
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Bugs fixed in version 4.5.5
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Bugs fixed in version 4.5.5
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* Identification was crashing during prior sampling if `ar` was initially too low (bug fixed in [09ac7f6](09ac7f6249e1553396ab0b70ff7e96ed72aafb1c))
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* Identification was crashing during prior sampling if `ar` was initially too low (bug fixed in 09ac7f6249e1553396ab0b70ff7e96ed72aafb1c)
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* The `align` method on `dseries` did not return a functional second `dseries` output (bug fixed in [667bfb](https://github.com/DynareTeam/dynare/commit/667bfb69480b3b45afcc4449411e27707a0cd7b6)).
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* The `align` method on `dseries` did not return a functional second `dseries` output (bug fixed in 667bfb69480b3b45afcc4449411e27707a0cd7b6).
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* `perfect_foresight_solver` with option `stack_solve_algo=7` was not working correctly when an exogenous variable has a lag greater than 1 (bug fixed in [8913791](https://github.com/DynareTeam/dynare/commit/8913791ff0972f8a56d6c5d0d325d1cb6fda7189) and [7948460](https://github.com/DynareTeam/dynare/commit/79484607a7038620372ee6b8a9be746a9c5c8448))
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* `perfect_foresight_solver` with option `stack_solve_algo=7` was not working correctly when an exogenous variable has a lag greater than 1 (bug fixed in 8913791ff0972f8a56d6c5d0d325d1cb6fda718979484607a7038620372ee6b8a9be746a9c5c8448)
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* `identification` with `prior_mc` option would crash if the number of moments with non-zero derivative is smaller than the number of parameters (bug fixed in [09ac7f6](https://github.com/DynareTeam/dynare/pull/1615/commits/09ac7f6249e1553396ab0b70ff7e96ed72aafb1c))
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* `identification` with `prior_mc` option would crash if the number of moments with non-zero derivative is smaller than the number of parameters (bug fixed in 09ac7f6249e1553396ab0b70ff7e96ed72aafb1c)
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* Calling several times `normcdf` or `normpdf` with the same arguments in a model with block decomposition (but not bytecode) was leading to incorrect results (bug fixed in [745e3c9](https://github.com/DynareTeam/dynare/commit/745e3c9d98bb7a0d76f3b86a3bdd335e56a7aa1a))
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* Calling several times `normcdf` or `normpdf` with the same arguments in a model with block decomposition (but not bytecode) was leading to incorrect results (bug fixed in 745e3c9d98bb7a0d76f3b86a3bdd335e56a7aa1a)
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Bugs fixed in version 4.5.4
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Bugs fixed in version 4.5.4
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* The `type` option of `plot_shock_decomposition` is always set to `qoq`, regardless of what is specified (bug fixed in [ff1ae57](https://github.com/DynareTeam/dynare/commit/ff1ae57ec06eb1ded0aefc04bbd64b0076c27209)).
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* The `type` option of `plot_shock_decomposition` is always set to `qoq`, regardless of what is specified (bug fixed in ff1ae57ec06eb1ded0aefc04bbd64b0076c27209).
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* Bug in GSA when no parameter is detected below pvalue threshold (fixed in [ec35210](https://github.com/DynareTeam/dynare/commit/ec35210e06ac45a46da52c272d78173990cb92c4)).
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* Bug in GSA when no parameter is detected below pvalue threshold (fixed in ec35210e06ac45a46da52c272d78173990cb92c4).
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* Various bug fixes in shock decompositions (see [45166ab](https://github.com/DynareTeam/dynare/commit/45166aba81011183ca68c697ef3851da8c990548), [5d6b688](https://github.com/DynareTeam/dynare/commit/5d6b688f3889e9a948f336cc78afecbf0ab908b0), [a04b287](https://github.com/DynareTeam/dynare/commit/a04b2876f246860452a8fe8a2e2fdbb7aee92a7e), [fd8a69d](https://github.com/DynareTeam/dynare/commit/fd8a69d97bd09707266b5a65e33e71ef67b81475), [3e589d2](https://github.com/DynareTeam/dynare/commit/3e589d24401502e5b1fda8cdd69e1bc9c2545885), [a63bc5b](https://github.com/DynareTeam/dynare/commit/a63bc5b7f0180ea32930672acd64e89fec9d1209), and [f4b25ef](https://github.com/DynareTeam/dynare/commit/f4b25efc5aba740eefd3b41231d7dbf400340b8f)).
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* Various bug fixes in shock decompositions (see 45166aba81011183ca68c697ef3851da8c990548, 5d6b688f3889e9a948f336cc78afecbf0ab908b0, a04b2876f246860452a8fe8a2e2fdbb7aee92a7e, fd8a69d97bd09707266b5a65e33e71ef67b81475, 3e589d24401502e5b1fda8cdd69e1bc9c2545885, a63bc5b7f0180ea32930672acd64e89fec9d1209, and f4b25efc5aba740eefd3b41231d7dbf400340b8f).
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* Bug in reading in macro arrays passed on `dynare` command line via the `-D` option (see [204d9c](https://github.com/DynareTeam/dynare/commit/204d9cd05fef9ac6fda8530536578c05fab66366), and [3a62273](https://github.com/DynareTeam/dynare/commit/3a6227387b497d90d00a117777020ad0191c0988))
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* Bug in reading in macro arrays passed on `dynare` command line via the `-D` option (see 204d9cd05fef9ac6fda8530536578c05fab66366, and 3a6227387b497d90d00a117777020ad0191c0988)
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* Estimation with missing values was crashing if the `prefilter` option was used (see [92549e4](https://github.com/DynareTeam/dynare/commit/92549e48b12c60165693f9ea1289825e88b35cdd)).
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* Estimation with missing values was crashing if the `prefilter` option was used (see 92549e48b12c60165693f9ea1289825e88b35cdd).
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* Added a workaround for a difference in behaviour between Octave and Matlab regarding the creation of function handles for functions that do not exist in the path. With Octave 4.2.1, steady state files did not work if no auxiliary variables were created (see [99e4cb6](https://github.com/DynareTeam/dynare/commit/99e4cb6e7e18385c5ef8ab7fc74ac40207ce9940)).
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* Added a workaround for a difference in behaviour between Octave and Matlab regarding the creation of function handles for functions that do not exist in the path. With Octave 4.2.1, steady state files did not work if no auxiliary variables were created (see 99e4cb6e7e18385c5ef8ab7fc74ac40207ce9940).
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* The `stoch_simul` command was crashing with a cryptic message if option `order=3` was used without setting `k_order_solver` (see [28b499a](https://github.com/DynareTeam/dynare/commit/28b499af3bb53fc8afd02e209f8120e241e519e6)).
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* The `stoch_simul` command was crashing with a cryptic message if option `order=3` was used without setting `k_order_solver` (see 28b499af3bb53fc8afd02e209f8120e241e519e6).
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* In cases where the prior bounds are infinite and the mode is estimated at exactly 0, no `mode_check` graphs were displayed (see [ef797ee](https://github.com/DynareTeam/dynare/commit/ef797eec0f59b5e363966cd90776e76ec8c2f5f8)).
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* In cases where the prior bounds are infinite and the mode is estimated at exactly 0, no `mode_check` graphs were displayed (see ef797eec0f59b5e363966cd90776e76ec8c2f5f8).
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* Parallel execution of MCMC was broken in models without auxiliary variables (see [ec3fb76](https://github.com/DynareTeam/dynare/commit/ec3fb76aa7794141dc72bbd5f151dcc7a837b8bb), and [bbdde46](https://github.com/DynareTeam/dynare/commit/bbdde4626ea1585b30f6c554c669fc429686551b)).
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* Parallel execution of MCMC was broken in models without auxiliary variables (see ec3fb76aa7794141dc72bbd5f151dcc7a837b8bb, and bbdde4626ea1585b30f6c554c669fc429686551b).
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* Reading data with column names from Excel might crash (see [8e73289](https://github.com/DynareTeam/dynare/commit/8e73289fe5ebbe5ae9f69260afc7ffa69571362f)).
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* Reading data with column names from Excel might crash (see 8e73289fe5ebbe5ae9f69260afc7ffa69571362f).
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* The multivariate Kalman smoother was crashing in case of missing data in the observations and `Finf` became singular (see [cbc0cdf](https://github.com/DynareTeam/dynare/commit/cbc0cdfef838b58f17c9a564a27b0bc7c302a6ec)).
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* The multivariate Kalman smoother was crashing in case of missing data in the observations and `Finf` became singular (see cbc0cdfef838b58f17c9a564a27b0bc7c302a6ec).
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* The `plot_shock_decomposition` command ignored various user-defined options like `fig_name`, `use_shock_groups` or `interactive` and instead used the default options (see [5e7256d](https://github.com/DynareTeam/dynare/commit/5e7256daebb0a01ac6b361ce26a2ffe4bef9d586) and [b3bcd2c](https://github.com/DynareTeam/dynare/commit/b3bcd2c8b08148a4cb0a0acd1477e2648a047d06)).
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* The `plot_shock_decomposition` command ignored various user-defined options like `fig_name`, `use_shock_groups` or `interactive` and instead used the default options (see 5e7256daebb0a01ac6b361ce26a2ffe4bef9d586 and b3bcd2c8b08148a4cb0a0acd1477e2648a047d06).
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* Nested `@#ifdef` and `@#ifndef` statements don't work in the macroprocessor (see [047597](https://github.com/DynareTeam/dynare/commit/047597d40b4dbab8608226c6f9e8e6d85495fd33))
|
|
* Nested `@#ifdef` and `@#ifndef` statements don't work in the macroprocessor (see 047597d40b4dbab8608226c6f9e8e6d85495fd33)
|
|
|
|
|
|
Bugs fixed in version 4.5.3
|
|
Bugs fixed in version 4.5.3
|
|
---------------------------
|
|
---------------------------
|
|
|
|
|
|
* `isfile` routine was failing with matlab older than R2016b, (bug reported [here](https://forum.dynare.org/t/getting-error-in-dynare-4-5-2/10896) and fixed in [fa26ab1](https://github.com/DynareTeam/dynare/commit/fa26ab10e052ac9c0709181e6a462885afc26401)).
|
|
* `isfile` routine was failing with matlab older than R2016b, (bug reported [here](https://forum.dynare.org/t/getting-error-in-dynare-4-5-2/10896) and fixed in fa26ab10e052ac9c0709181e6a462885afc26401).
|
|
|
|
|
|
Bugs fixed in version 4.5.2
|
|
Bugs fixed in version 4.5.2
|
|
---------------------------
|
|
---------------------------
|
|
|
|
|
|
- `perfect_foresight_solver`. If expected shocks were declared after the terminal period, as specified by the `periods` option, Dynare was crashing (see commits [97b894a](https://github.com/DynareTeam/dynare/commit/97b894a1cdb2f47171e42448c4a6f416d26c8f31), [10047fe](https://github.com/DynareTeam/dynare/commit/10047feee5e04610606bd6b65517d794a4a4aaf1), and [131a68e](https://github.com/DynareTeam/dynare/commit/131a68ea6fb85919a9564d25b21e690024b055a6)).
|
|
- `perfect_foresight_solver`. If expected shocks were declared after the terminal period, as specified by the `periods` option, Dynare was crashing (see 97b894a1cdb2f47171e42448c4a6f416d26c8f31, 10047feee5e04610606bd6b65517d794a4a4aaf1 and 131a68ea6fb85919a9564d25b21e690024b055a6).
|
|
|
|
|
|
- `perfect_foresight_solver`. Models declared with the `linear` option were crashing if exogenous variables were present with a lead or lag (see commits [a1c3497](https://github.com/DynareTeam/dynare/commit/a1c34979f5a581507ad2d145cde855015bb5cea7), [1a4257a](https://github.com/DynareTeam/dynare/commit/1a4257ac4bd75f1db6988a650ef79c2cb9f4cc40), and [5429821](https://github.com/DynareTeam/dynare/commit/542982171946421970d580e5fed9e727c3f2a976)).
|
|
- `perfect_foresight_solver`. Models declared with the `linear` option were crashing if exogenous variables were present with a lead or lag (see a1c34979f5a581507ad2d145cde855015bb5cea7, 1a4257ac4bd75f1db6988a650ef79c2cb9f4cc40 and 542982171946421970d580e5fed9e727c3f2a976).
|
|
|
|
|
|
- After ML, Bayesian estimation when not specifying the smoother option or `mh_replic=0` not all smoothed measurement errors were displayed (see commit [4cd259b](https://github.com/DynareTeam/dynare/commit/4cd259baa61c073a1ee2e8c623191b48c626654c)).
|
|
- After ML, Bayesian estimation when not specifying the smoother option or `mh_replic=0` not all smoothed measurement errors were displayed (see 4cd259baa61c073a1ee2e8c623191b48c626654c).
|
|
|
|
|
|
- `conditional_forecasts`. Fixed error in reference manual (see commit [b4a52b8](https://github.com/DynareTeam/dynare/commit/b4a52b80765bb2b52109a7b5f0826e55901541cd)).
|
|
- `conditional_forecasts`. Fixed error in reference manual (see b4a52b80765bb2b52109a7b5f0826e55901541cd).
|
|
|
|
|
|
- Smoother. Provide informative error instead of crashing when model cannot be solved (see commit [8ccebd9](https://github.com/DynareTeam/dynare/commit/8ccebd9e23b840fac0e0eea634cecb3ed1895c1f)).
|
|
- Smoother. Provide informative error instead of crashing when model cannot be solved (see 8ccebd9e23b840fac0e0eea634cecb3ed1895c1f).
|
|
|
|
|
|
- The `nopathchange` preprocessor option was always triggered, regardless of whether it was passed or not (see commit [41e6eca](https://github.com/DynareTeam/dynare/commit/41e6ecaacdead14b48434376e26646f9944614dd)).
|
|
- The `nopathchange` preprocessor option was always triggered, regardless of whether it was passed or not (see 41e6ecaacdead14b48434376e26646f9944614dd).
|
|
|
|
|
|
- When `ramsey_policy` is used, allow state variables to be set in `histval` block. [(#1193)](../issues/1193)
|
|
- When `ramsey_policy` is used, allow state variables to be set in `histval` block. (see #1193)
|
|
|
|
|
|
- `histval` erroneously accepts leads, leading to cryptic crashes [(#1510)](../issues/1510)
|
|
- `histval` erroneously accepts leads, leading to cryptic crashes (see #1510)
|
|
|
|
|
|
- The prior MC draws from previous runs were not deleted, potentially resulting in loading stale files ([#1515](https://github.com/DynareTeam/dynare/issues/1515))
|
|
- The prior MC draws from previous runs were not deleted, potentially resulting in loading stale files (see !1515)
|
|
|
|
|
|
- `estim_params_` was being declared `global` more than once. [(#1518)](../issues/1518)
|
|
- `estim_params_` was being declared `global` more than once. (see #1518)
|
|
|
|
|
|
- Fixed crashes happening when simulating linear models with order>1 (see commit [0f84dad](https://github.com/DynareTeam/dynare/commit/0f84dadb9afd6d19aaaa469812ad110910d9a879)).
|
|
- Fixed crashes happening when simulating linear models with order>1 (see 0f84dadb9afd6d19aaaa469812ad110910d9a879).
|
|
|
|
|
|
- Make empirical moments independent of `simul_replic`, as stated in the reference manual, by outputting moments computed with the first simulated sample (see commit [f0b9f45](https://github.com/DynareTeam/dynare/commit/f0b9f453e9734c40245cda9bf9aa70aebfddef59)).
|
|
- Make empirical moments independent of `simul_replic`, as stated in the reference manual, by outputting moments computed with the first simulated sample (see f0b9f453e9734c40245cda9bf9aa70aebfddef59).
|
|
|
|
|
|
- The `prior_function` required a preceding `estimation`-command to properly set up the prior (see commit [802536d](https://github.com/DynareTeam/dynare/pull/1512/commits/802536da96f6f25229c84324d151ca2f8a6535f8)).
|
|
- The `prior_function` required a preceding `estimation`-command to properly set up the prior (see 802536da96f6f25229c84324d151ca2f8a6535f8).
|
|
|
|
|
|
- If the mode for a parameter was at exactly 0, `mode_check` was crashing (see commit [86e6464](https://github.com/DynareTeam/dynare/commit/86e646488c260ba46941706a716ba19cdcdb8cdc))
|
|
- If the mode for a parameter was at exactly 0, `mode_check` was crashing (see 86e646488c260ba46941706a716ba19cdcdb8cdc)
|
|
|
|
|
|
- Fixed `get_posterior_parameters`-routine which should not do more than getting parameters (see commit [0f3b68e](https://github.com/DynareTeam/dynare/pull/1526/commits/0f3b68ee0a7bec4b58315dcc8e145e15eeedad54) and [#1506](https://github.com/DynareTeam/dynare/issues/1506)). As a consequecence, the `shock_decomposition`-command does not correctly set the `parameter_set` for use in subsequent function calls if shocks are correlated or measurement error is present.
|
|
- Fixed `get_posterior_parameters`-routine which should not do more than getting parameters (see 0f3b68ee0a7bec4b58315dcc8e145e15eeedad54 and #1506). As a consequecence, the `shock_decomposition`-command does not correctly set the `parameter_set` for use in subsequent function calls if shocks are correlated or measurement error is present.
|
|
|
|
|
|
- Fixed bug in Ramsey problem with constraints both on a policy instrument and another variable. (see commit [b1fc34e](https://github.com/DynareTeam/dynare/commit/b1fc34ef991ff9aff3177f2f1dcf97db7e80d8fe)). Note that the constraint on a variable that is not an instrument of the Ramsey problem must be written with an equation tag in the model block.
|
|
- Fixed bug in Ramsey problem with constraints both on a policy instrument and another variable. (see b1fc34ef991ff9aff3177f2f1dcf97db7e80d8fe). Note that the constraint on a variable that is not an instrument of the Ramsey problem must be written with an equation tag in the model block.
|
|
|
|
|
|
- Fixed bug in Ramsey problem with constraints on policy instrument (see commit [0068f9f](https://github.com/DynareTeam/dynare/commit/0068f9f6b6963bee6bc440147fadbcbe0cb497a8)).
|
|
- Fixed bug in Ramsey problem with constraints on policy instrument (see 0068f9f6b6963bee6bc440147fadbcbe0cb497a8).
|
|
|
|
|
|
- Fixed crash with optimizer 5 ('newrat') when not used with DSGE model at order 1 (see issue [#1494](https://github.com/DynareTeam/dynare/issues/1494) and commit [da063b2](https://github.com/DynareTeam/dynare/commit/da063b2e1862ee2e8f9e01482931214ff165f001))
|
|
- Fixed crash with optimizer 5 ('newrat') when not used with DSGE model at order 1 (see #1494 and da063b2e1862ee2e8f9e01482931214ff165f001)
|
|
|
|
|
|
Bugs fixed in version 4.5.1
|
|
Bugs fixed in version 4.5.1
|
|
---------------------------
|
|
---------------------------
|
|
|
|
|
|
- Fixed out of memory issue with simpsa algorithm [(commit)](https://github.com/DynareTeam/dynare/commit/89326090b929ee631e0bf472e00e6218fc34bd3d).
|
|
- Fixed out of memory issue with simpsa algorithm (see 89326090b929ee631e0bf472e00e6218fc34bd3d).
|
|
|
|
|
|
- Added missing plots for measurement errors with `generate_trace_plot` command [(commit)](https://github.com/DynareTeam/dynare/commit/aa2a1e4d6046ce841a724af587d9c6f1b3dfa706)
|
|
- Added missing plots for measurement errors with `generate_trace_plot` command (see aa2a1e4d6046ce841a724af587d9c6f1b3dfa706)
|
|
|
|
|
|
- Posterior moments after MCMC for very big models (`size_of_the_reduced_form_model(oo_.dr)*options_.sub_draws>options_.MaximumNumberOfMegaBytes`) were not correctly computed and their plotting might crash Dynare [(commit)](https://github.com/DynareTeam/dynare/commit/0b9244dc01ef3052f23f3225194789ad0fdb574d)
|
|
- Posterior moments after MCMC for very big models (`size_of_the_reduced_form_model(oo_.dr)*options_.sub_draws>options_.MaximumNumberOfMegaBytes`) were not correctly computed and their plotting might crash Dynare (see 0b9244dc01ef3052f23f3225194789ad0fdb574d)
|
|
|
|
|
|
- Results of the posterior conditional variance decomposition after MCMC were not correctly computed [(commit)](https://github.com/DynareTeam/dynare/commit/0b9244dc01ef3052f23f3225194789ad0fdb574d)
|
|
- Results of the posterior conditional variance decomposition after MCMC were not correctly computed (see 0b9244dc01ef3052f23f3225194789ad0fdb574d)
|
|
|
|
|
|
- Options `use_shock_groups` and `colormap` of the `shock_decomposition` command were not working (see [#1470](https://github.com/DynareTeam/dynare/pull/1470)) [(commit)](https://github.com/DynareTeam/dynare/commit/6de2176473ee7a5770a9782a303348c0d7a2c512)
|
|
- Options `use_shock_groups` and `colormap` of the `shock_decomposition` command were not working (see !1470 and 6de2176473ee7a5770a9782a303348c0d7a2c512)
|
|
|
|
|
|
- Added a clean error message if sensitivity toolbox is used with recursive estimation [(commit)](https://github.com/DynareTeam/dynare/commit/970feee3422ebf48d26c22dace0877cce71559c3)
|
|
- Added a clean error message if sensitivity toolbox is used with recursive estimation (see 970feee3422ebf48d26c22dace0877cce71559c3)
|
|
|
|
|
|
- Computation of posterior filtered variables was crashing in models with only one variable [(commit)](https://github.com/DynareTeam/dynare/commit/1f20ceb46168074e7400b206774282dd27a2f1fd)
|
|
- Computation of posterior filtered variables was crashing in models with only one variable (see 1f20ceb46168074e7400b206774282dd27a2f1fd)
|
|
|
|
|
|
- Fixed various typos and errors in the reference manual
|
|
- Fixed various typos and errors in the reference manual
|
|
|
|
|
... | @@ -141,40 +141,38 @@ Bugs fixed in version 4.5.0 |
... | @@ -141,40 +141,38 @@ Bugs fixed in version 4.5.0 |
|
- BVAR models
|
|
- BVAR models
|
|
|
|
|
|
+ `bvar_irf` could display IRFs in an unreadable way when they moved from
|
|
+ `bvar_irf` could display IRFs in an unreadable way when they moved from
|
|
negative to positive values [(commit)](https://github.com/DynareTeam/dynare/commit/bf707c1975bc9a5c412a5e2d2747dc445e268ba7),
|
|
negative to positive values (see bf707c1975bc9a5c412a5e2d2747dc445e268ba7),
|
|
|
|
|
|
+ In contrast to what is stated in the documentation, the confidence interval
|
|
+ In contrast to what is stated in the documentation, the confidence interval
|
|
size `conf_sig` was 0.6 by default instead of 0.9 [(#338)](https://github.com/DynareTeam/dynare/pull/338).
|
|
size `conf_sig` was 0.6 by default instead of 0.9 (see #338).
|
|
|
|
|
|
|
|
|
|
- Conditional forecasts
|
|
- Conditional forecasts
|
|
|
|
|
|
+ The `conditional_forecast` command produced wrong results in calibrated
|
|
+ The `conditional_forecast` command produced wrong results in calibrated
|
|
models when used at initial values outside of the steady state (given with
|
|
models when used at initial values outside of the steady state (given with
|
|
`initval`) [(#665)](https://github.com/DynareTeam/dynare/pull/665),
|
|
`initval`) (see #665),
|
|
|
|
|
|
+ The `plot_conditional_forecast` option could produce unreadable figures if
|
|
+ The `plot_conditional_forecast` option could produce unreadable figures if
|
|
the areas overlap [(#1155)](https://github.com/DynareTeam/dynare/pull/1155),
|
|
the areas overlap (see !1155),
|
|
|
|
|
|
+ The `conditional_forecast` command after MLE crashed [(#1220)](https://github.com/DynareTeam/dynare/pull/1220),
|
|
+ The `conditional_forecast` command after MLE crashed (see !1220),
|
|
|
|
|
|
+ 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 0.8 [(#338)](https://github.com/DynareTeam/dynare/pull/338).
|
|
`conf_sig` was 0.6 by default instead of 0.8 (see #338).
|
|
|
|
|
|
+ Conditional forecasts were wrong when the declaration of endogenous
|
|
+ Conditional forecasts were wrong when the declaration of endogenous
|
|
variables was not preceeding the declaration of the exogenous
|
|
variables was not preceeding the declaration of the exogenous
|
|
variables and parameters [(#1276](https://github.com/DynareTeam/dynare/pull/1276), fixed in [#1277)](https://github.com/DynareTeam/dynare/pull/1277).
|
|
variables and parameters (see #1276, fixed in !1277).
|
|
|
|
|
|
|
|
|
|
- Discretionary policy
|
|
- Discretionary policy
|
|
|
|
|
|
+ Dynare allowed running models where the number of instruments did not match
|
|
+ Dynare allowed running models where the number of instruments did not match
|
|
the number of omitted equations [(#1042)](https://github.com/DynareTeam/dynare/pull/1042),
|
|
the number of omitted equations (see !1042),
|
|
|
|
|
|
+ Dynare could crash in some cases when trying to display the solution [(#1042)](https://github.com/DynareTeam/dynare/pull/1042),
|
|
+ Dynare could crash in some cases when trying to display the solution (see !1042),
|
|
|
|
|
|
+ Parameter dependence embedded via a `steady_state` was not taken into
|
|
+ Parameter dependence embedded via a `steady_state` was not taken into
|
|
account, typically resulting in crashes [(#1241)](https://github.com/DynareTeam/dynare/pull/1241).
|
|
account, typically resulting in crashes (see !1241).
|
|
|
|
|
|
- dseries class
|
|
- dseries class
|
|
|
|
|
... | @@ -185,20 +183,20 @@ Bugs fixed in version 4.5.0 |
... | @@ -185,20 +183,20 @@ Bugs fixed in version 4.5.0 |
|
- DSGE-VAR models
|
|
- DSGE-VAR models
|
|
|
|
|
|
+ Dynare crashed when estimation encountered non-finite values in the Jacobian
|
|
+ Dynare crashed when estimation encountered non-finite values in the Jacobian
|
|
at the steady state [(#1190)](https://github.com/DynareTeam/dynare/pull/1190),
|
|
at the steady state (see !1190),
|
|
|
|
|
|
+ The presence of a constant was not considered for degrees of freedom
|
|
+ The presence of a constant was not considered for degrees of freedom
|
|
computation of the Gamma function used during the posterior computation; due
|
|
computation of the Gamma function used during the posterior computation; due
|
|
to only affecting the constant term, results should be be unaffected, except
|
|
to only affecting the constant term, results should be be unaffected, except
|
|
for model_comparison when comparing models with and without [(#1212)](https://github.com/DynareTeam/dynare/pull/1212).
|
|
for model_comparison when comparing models with and without (see !1212).
|
|
|
|
|
|
|
|
|
|
- Estimation command
|
|
- Estimation command
|
|
|
|
|
|
+ In contrast to what was stated in the manual, the confidence interval size
|
|
+ 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 [(#338)](https://github.com/DynareTeam/dynare/pull/338),
|
|
`conf_sig` for `forecast` without MCMC was 0.6 by default instead of 0.9 (see #338),
|
|
|
|
|
|
+ Calling estimation after identification could lead to crashes [(#675)](https://github.com/DynareTeam/dynare/pull/675),
|
|
+ Calling estimation after identification could lead to crashes (see #675),
|
|
|
|
|
|
+ When using recursive estimation/forecasting and setting some elements of
|
|
+ When using recursive estimation/forecasting and setting some elements of
|
|
`nobs` to be larger than the number of observations T in the data,
|
|
`nobs` to be larger than the number of observations T in the data,
|
... | @@ -212,17 +210,17 @@ Bugs fixed in version 4.5.0 |
... | @@ -212,17 +210,17 @@ Bugs fixed in version 4.5.0 |
|
the `load_mh_file` option was used,
|
|
the `load_mh_file` option was used,
|
|
|
|
|
|
+ The Geweke convergence diagnostics always used the default `taper_steps` and
|
|
+ The Geweke convergence diagnostics always used the default `taper_steps` and
|
|
`geweke_interval` [(#1341)](https://github.com/DynareTeam/dynare/pull/1341),
|
|
`geweke_interval` (see !1341),
|
|
|
|
|
|
+ Bayesian IRFs (`bayesian_irfs` option) could be displayed in an unreadable
|
|
+ Bayesian IRFs (`bayesian_irfs` option) could be displayed in an unreadable
|
|
way when they move from negative to positive values,
|
|
way when they move from negative to positive values,
|
|
|
|
|
|
+ If `bayesian_irfs` was requested when `mh_replic` was too low to compute
|
|
+ If `bayesian_irfs` was requested when `mh_replic` was too low to compute
|
|
HPDIs, plotting was crashing [(#1326)](https://github.com/DynareTeam/dynare/pull/1326),
|
|
HPDIs, plotting was crashing (see !1326),
|
|
|
|
|
|
+ The x-axis value in `oo_.prior_density` for the standard deviation and
|
|
+ The x-axis value in `oo_.prior_density` for the standard deviation and
|
|
correlation of measurement errors was written into a field
|
|
correlation of measurement errors was written into a field
|
|
`mearsurement_errors_*` instead of `measurement_errors_*` [(#1353)](https://github.com/DynareTeam/dynare/pull/1353),
|
|
`mearsurement_errors_*` instead of `measurement_errors_*` (see !1353),
|
|
|
|
|
|
+ Using a user-defined `mode_compute` crashed estimation,
|
|
+ Using a user-defined `mode_compute` crashed estimation,
|
|
|
|
|
... | @@ -230,16 +228,16 @@ Bugs fixed in version 4.5.0 |
... | @@ -230,16 +228,16 @@ Bugs fixed in version 4.5.0 |
|
|
|
|
|
+ The posterior variances and covariances computed by `moments_varendo` were
|
|
+ The posterior variances and covariances computed by `moments_varendo` were
|
|
wrong for very large models due to a matrix erroneously being filled up with
|
|
wrong for very large models due to a matrix erroneously being filled up with
|
|
zeros [(#1423)](https://github.com/DynareTeam/dynare/pull/1423),
|
|
zeros (see !1423),
|
|
|
|
|
|
+ Using the `forecast` option with `loglinear` erroneously added the unlogged
|
|
+ Using the `forecast` option with `loglinear` erroneously added the unlogged
|
|
steady state [(#852)](https://github.com/DynareTeam/dynare/pull/852),
|
|
steady state (see !852),
|
|
|
|
|
|
+ When using the `loglinear` option the check for the presence of a constant
|
|
+ When using the `loglinear` option the check for the presence of a constant
|
|
was erroneously based on the unlogged steady state [(#852)](https://github.com/DynareTeam/dynare/pull/852),
|
|
was erroneously based on the unlogged steady state (see !852),
|
|
|
|
|
|
+ Estimation of `observation_trends` was broken as the trends specified as a
|
|
+ Estimation of `observation_trends` was broken as the trends specified as a
|
|
function of deep parameters were not correctly updated during estimation [(#852)](https://github.com/DynareTeam/dynare/pull/852),
|
|
function of deep parameters were not correctly updated during estimation (see !852),
|
|
|
|
|
|
+ When using `analytic_derivation`, the parameter values were not set before
|
|
+ When using `analytic_derivation`, the parameter values were not set before
|
|
testing whether the steady state file changes parameter values, leading to
|
|
testing whether the steady state file changes parameter values, leading to
|
... | @@ -247,14 +245,14 @@ Bugs fixed in version 4.5.0 |
... | @@ -247,14 +245,14 @@ Bugs fixed in version 4.5.0 |
|
|
|
|
|
+ If the steady state of an initial parameterization did not solve, the
|
|
+ If the steady state of an initial parameterization did not solve, the
|
|
observation equation could erroneously feature no constant when the
|
|
observation equation could erroneously feature no constant when the
|
|
`use_calibration` option was used [(#698)](https://github.com/DynareTeam/dynare/pull/698),
|
|
`use_calibration` option was used (see !698),
|
|
|
|
|
|
+ When computing posterior moments, Dynare falsely displayed that moment
|
|
+ When computing posterior moments, Dynare falsely displayed that moment
|
|
computations are skipped, although the computation was performed correctly,
|
|
computations are skipped, although the computation was performed correctly,
|
|
|
|
|
|
+ If `conditional_variance_decomposition` was requested, although all
|
|
+ If `conditional_variance_decomposition` was requested, although all
|
|
variables contain unit roots, Dynare crashed instead of providing an error
|
|
variables contain unit roots, Dynare crashed instead of providing an error
|
|
message [(#691)](https://github.com/DynareTeam/dynare/pull/691),
|
|
message (see !691),
|
|
|
|
|
|
+ Computation of the posterior parameter distribution was erroneously based
|
|
+ Computation of the posterior parameter distribution was erroneously based
|
|
on more draws than specified (there was one additional draw for every Markov
|
|
on more draws than specified (there was one additional draw for every Markov
|
... | @@ -264,10 +262,10 @@ Bugs fixed in version 4.5.0 |
... | @@ -264,10 +262,10 @@ Bugs fixed in version 4.5.0 |
|
|
|
|
|
+ Computation of `filtered_vars` with only one requested step crashed Dynare,
|
|
+ Computation of `filtered_vars` with only one requested step crashed Dynare,
|
|
|
|
|
|
+ Option `kalman_algo=3` was broken with non-diagonal measurement error [(#1235)](https://github.com/DynareTeam/dynare/pull/1235),
|
|
+ Option `kalman_algo=3` was broken with non-diagonal measurement error (see !1235),
|
|
|
|
|
|
+ When using the diffuse Kalman filter with missing observations, an additive
|
|
+ When using the diffuse Kalman filter with missing observations, an additive
|
|
factor log(2*pi) was missing in the last iteration step [(#1235)](https://github.com/DynareTeam/dynare/pull/1235),
|
|
factor log(2*pi) was missing in the last iteration step (see !1235),
|
|
|
|
|
|
+ Passing of the `MaxFunEvals` and `InitialSimplexSize` options to
|
|
+ Passing of the `MaxFunEvals` and `InitialSimplexSize` options to
|
|
`mode_compute=8` was broken,
|
|
`mode_compute=8` was broken,
|
... | @@ -283,16 +281,16 @@ Bugs fixed in version 4.5.0 |
... | @@ -283,16 +281,16 @@ Bugs fixed in version 4.5.0 |
|
|
|
|
|
+ The `selected_variables_only` option (`mh_replic=0`, ML, or
|
|
+ The `selected_variables_only` option (`mh_replic=0`, ML, or
|
|
`calibrated_smoother`) returned wrong results for smoothed, updated, and
|
|
`calibrated_smoother`) returned wrong results for smoothed, updated, and
|
|
filtered variables [(#1161)](https://github.com/DynareTeam/dynare/pull/1161),
|
|
filtered variables (see #1161),
|
|
|
|
|
|
+ Combining the `selected_variables_only` option with forecasts obtained
|
|
+ Combining the `selected_variables_only` option with forecasts obtained
|
|
using `mh_replic=0`, ML, or `calibrated_smoother` leaded to crashes,
|
|
using `mh_replic=0`, ML, or `calibrated_smoother` leaded to crashes,
|
|
|
|
|
|
+ `oo_.UpdatedVariables` was only filled when the `filtered_vars` option was specified [(#1366)](https://github.com/DynareTeam/dynare/pull/1366),
|
|
+ `oo_.UpdatedVariables` was only filled when the `filtered_vars` option was specified (see #1366),
|
|
|
|
|
|
+ When using Bayesian estimation with `filtered_vars`, but without
|
|
+ When using Bayesian estimation with `filtered_vars`, but without
|
|
`smoother`, then `oo_.FilteredVariables` erroneously also contained filtered
|
|
`smoother`, then `oo_.FilteredVariables` erroneously also contained filtered
|
|
variables at the posterior mean as with `mh_replic=0` [(#738)](https://github.com/DynareTeam/dynare/pull/738),
|
|
variables at the posterior mean as with `mh_replic=0` (see !738),
|
|
|
|
|
|
+ Running an MCMC a second time in the same folder with a different number of
|
|
+ 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,
|
|
iterations could result in crashes due to the loading of stale files,
|
... | @@ -306,64 +304,64 @@ Bugs fixed in version 4.5.0 |
... | @@ -306,64 +304,64 @@ Bugs fixed in version 4.5.0 |
|
|
|
|
|
+ The content of `oo_.posterior_std` after Bayesian estimation was based on
|
|
+ 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
|
|
the standard deviation at the posterior mode, not the one from the MCMC, this
|
|
was not consistent with the reference manual [(#1013)](https://github.com/DynareTeam/dynare/pull/1013),
|
|
was not consistent with the reference manual (see #1013),
|
|
|
|
|
|
+ When the initialization of an MCMC run failed, the metropolis.log file was
|
|
+ When the initialization of an MCMC run failed, the metropolis.log file was
|
|
locked, requiring a restart of Matlab to restart estimation [(#1155)](https://github.com/DynareTeam/dynare/pull/1155),
|
|
locked, requiring a restart of Matlab to restart estimation (see !1155),
|
|
|
|
|
|
+ If the posterior mode was right at the corner of the prior bounds, the
|
|
+ If the posterior mode was right at the corner of the prior bounds, the
|
|
initialization of the MCMC erroneously crashed [(#1155)](https://github.com/DynareTeam/dynare/pull/1155),
|
|
initialization of the MCMC erroneously crashed (see !1155),
|
|
|
|
|
|
+ If the number of dropped draws via `mh_drop` coincided with the number of
|
|
+ If the number of dropped draws via `mh_drop` coincided with the number of
|
|
draws in a `_mh'-file`, `oo_.posterior.metropolis.mean` and
|
|
draws in a `_mh'-file`, `oo_.posterior.metropolis.mean` and
|
|
`oo_.posterior.metropolis.Variance` were NaN [(#1297)](https://github.com/DynareTeam/dynare/pull/1297).
|
|
`oo_.posterior.metropolis.Variance` were NaN (see !1297).
|
|
|
|
|
|
|
|
|
|
- Estimation and calibrated smoother
|
|
- Estimation and calibrated smoother
|
|
|
|
|
|
+ When using `observation_trends` with the `prefilter` option, the mean shift
|
|
+ When using `observation_trends` with the `prefilter` option, the mean shift
|
|
due to the trend was not accounted for [(#852)](https://github.com/DynareTeam/dynare/pull/852),
|
|
due to the trend was not accounted for (see !852),
|
|
|
|
|
|
+ When using `first_obs`>1, the higher trend starting point of
|
|
+ When using `first_obs`>1, the higher trend starting point of
|
|
`observation_trends` was not taken into account, leading, among other things,
|
|
`observation_trends` was not taken into account, leading, among other things,
|
|
to problems in recursive forecasting [(#852)](https://github.com/DynareTeam/dynare/pull/852),
|
|
to problems in recursive forecasting (see !852),
|
|
|
|
|
|
+ The diffuse Kalman smoother was crashing if the forecast error variance
|
|
+ The diffuse Kalman smoother was crashing if the forecast error variance
|
|
matrix became singular [(link)](https://github.com/DynareTeam/dynare/commit/42ecfa382f555a2d9eaeec792223844ad8c3d9ab),
|
|
matrix became singular (see 42ecfa382f555a2d9eaeec792223844ad8c3d9ab),
|
|
|
|
|
|
+ The multivariate Kalman smoother provided incorrect state estimates when
|
|
+ The multivariate Kalman smoother provided incorrect state estimates when
|
|
all data for one observation are missing [(#1324)](https://github.com/DynareTeam/dynare/pull/1324),
|
|
all data for one observation are missing (see !1324),
|
|
|
|
|
|
+ The multivariate diffuse Kalman smoother provided incorrect state estimates
|
|
+ The multivariate diffuse Kalman smoother provided incorrect state estimates
|
|
when the `Finf` matrix becomes singular [(#1324)](https://github.com/DynareTeam/dynare/pull/1324),
|
|
when the `Finf` matrix becomes singular (see !1324),
|
|
|
|
|
|
+ The univariate diffuse Kalman filter was crashing if the initial covariance
|
|
+ The univariate diffuse Kalman filter was crashing if the initial covariance
|
|
matrix of the nonstationary state vector is singular [(#1324)](https://github.com/DynareTeam/dynare/pull/1324),
|
|
matrix of the nonstationary state vector is singular (see !1324),
|
|
|
|
|
|
|
|
|
|
- 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 [(#338)](https://github.com/DynareTeam/dynare/pull/338),
|
|
`conf_sig` was 0.6 by default instead of 0.9 (see #338),
|
|
|
|
|
|
+ Forecasting with exogenous deterministic variables provided wrong decision
|
|
+ Forecasting with exogenous deterministic variables provided wrong decision
|
|
rules, yielding wrong forecasts [(#711)](https://github.com/DynareTeam/dynare/pull/711),
|
|
rules, yielding wrong forecasts (see #711),
|
|
|
|
|
|
+ Forecasting with exogenous deterministic variables crashed when the
|
|
+ Forecasting with exogenous deterministic variables crashed when the
|
|
`periods` option was not explicitly specified [(#1325)](https://github.com/DynareTeam/dynare/pull/1325),
|
|
`periods` option was not explicitly specified (see !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 [(#692)](https://github.com/DynareTeam/dynare/pull/692).
|
|
values as the starting point of forecasts (see !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 [(link)](https://github.com/DynareTeam/dynare/commit/e32cbf626f9f0b9e322b2ac44d93461afcb320a0),
|
|
+ Option `mc` must be forced if `neighborhood_width` is used (see e32cbf626f9f0b9e322b2ac44d93461afcb320a0),
|
|
|
|
|
|
+ Fixed dimension of `stock_logpo` and `stock_ys` [(link)](https://github.com/DynareTeam/dynare/commit/a44b3fbfe7c0214c19f6eecabe368c2e72c9346f),
|
|
+ Fixed dimension of `stock_logpo` and `stock_ys` (see a44b3fbfe7c0214c19f6eecabe368c2e72c9346f),
|
|
|
|
|
|
+ Incomplete variable initialization could lead to crashes with `prior_range=1`.
|
|
+ Incomplete variable initialization could lead to crashes with `prior_range=1`.
|
|
|
|
|
... | @@ -381,49 +379,49 @@ Bugs fixed in version 4.5.0 |
... | @@ -381,49 +379,49 @@ Bugs 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 [(#1238)](https://github.com/DynareTeam/dynare/pull/1238),
|
|
+ When using ML, the asymptotic Hessian was not computed (see !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 [(#1238)](https://github.com/DynareTeam/dynare/pull/1238),
|
|
one column did not work correctly (see !1238),
|
|
|
|
|
|
|
|
|
|
- Model comparison
|
|
- Model comparison
|
|
|
|
|
|
+ Selection of the `modifiedharmonicmean` estimator was broken [(#1015)](https://github.com/DynareTeam/dynare/pull/1015).
|
|
+ Selection of the `modifiedharmonicmean` estimator was broken (see !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 [(#767)](https://github.com/DynareTeam/dynare/pull/767),
|
|
resulting in wrong results (see !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 [(#767)](https://github.com/DynareTeam/dynare/pull/767),
|
|
vector (see !767),
|
|
|
|
|
|
+ Using only one (co)variance in the objective function resulted in crashes [(#767)](https://github.com/DynareTeam/dynare/pull/767),
|
|
+ Using only one (co)variance in the objective function resulted in crashes (see !767),
|
|
|
|
|
|
+ For models with non-stationary variables the objective function was computed wrongly [(#767)](https://github.com/DynareTeam/dynare/pull/767).
|
|
+ For models with non-stationary variables the objective function was computed wrongly (see !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 [(#633)](https://github.com/DynareTeam/dynare/pull/633).
|
|
of more than one period, the steady state could be wrong (see #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 [(#696)](https://github.com/DynareTeam/dynare/pull/696),
|
|
instrument, Dynare crashed (see !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 [(#1241)](https://github.com/DynareTeam/dynare/pull/1241),
|
|
omitted equations, Dynare crashed with a cryptic message (see !1241),
|
|
|
|
|
|
+ The `planner_objective` accepted `varexo`, but ignored them for computations,
|
|
+ The `planner_objective` accepted `varexo`, but ignored them for computations,
|
|
|
|
|
... | @@ -433,13 +431,13 @@ Bugs fixed in version 4.5.0 |
... | @@ -433,13 +431,13 @@ Bugs fixed in version 4.5.0 |
|
+ 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 [(link)](http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=6913),
|
|
`estimated_params` block is present [(link)](http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=6913),
|
|
|
|
|
|
+ Crashed after MLE [(#1220)](https://github.com/DynareTeam/dynare/pull/1220).
|
|
+ Crashed after MLE (see !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 [(#896)](https://github.com/DynareTeam/dynare/pull/896),
|
|
instead of continuing to look for a real-valued one (see #896),
|
|
|
|
|
|
+ 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 only accepted column and not row vectors [(link)](http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=6261&p=17592#p17592),
|
|
|
|
|
... | @@ -450,27 +448,27 @@ Bugs fixed in version 4.5.0 |
... | @@ -450,27 +448,27 @@ Bugs fixed in version 4.5.0 |
|
`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 [(#617)](https://github.com/DynareTeam/dynare/pull/617),
|
|
than one period crashed (see #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 [(#439)](https://github.com/DynareTeam/dynare/pull/439),
|
|
+ When using `block`/`bytecode`, relational operators could not be enforced (see #439),
|
|
|
|
|
|
+ When using `block` some exceptions were not properly handled,
|
|
+ When using `block` some exceptions were not properly handled,
|
|
leading to code crashes [(#1245)](https://github.com/DynareTeam/dynare/pull/1245),
|
|
leading to code crashes (see #1245),
|
|
|
|
|
|
+ Using `periods=1` crashed the solver (bug only partially fixed) [(#1205)](https://github.com/DynareTeam/dynare/pull/1205).
|
|
+ Using `periods=1` crashed the solver (bug only partially fixed) (see #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 [(#1235)](https://github.com/DynareTeam/dynare/pull/1235),
|
|
with correlated measurement error (see !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 [(#1312)](https://github.com/DynareTeam/dynare/pull/1312).
|
|
estimates (see #1312).
|
|
|
|
|
|
- Perturbation reduced form
|
|
- Perturbation reduced form
|
|
|
|
|
... | @@ -482,28 +480,28 @@ Bugs fixed in version 4.5.0 |
... | @@ -482,28 +480,28 @@ Bugs 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 [(#841)](https://github.com/DynareTeam/dynare/pull/841),
|
|
used in the model leaded to crashes in stochastic simulations (see #841),
|
|
|
|
|
|
+ Displaying decision rules involving lags of auxiliary variables of
|
|
+ Displaying decision rules involving lags of auxiliary variables of
|
|
type 0 (leads>1) crashed [(#1367)](https://github.com/DynareTeam/dynare/pull/1367).
|
|
type 0 (leads>1) crashed (see #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 [(#740)](https://github.com/DynareTeam/dynare/pull/740).
|
|
it implicitly relies on linearity (see !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 [(link)](https://github.com/DynareTeam/dynare/commit/caa6d5d93e7382165167fbaefbaf9d38e26ca909).
|
|
if parameter names did not have same length (see 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 [(#1001)](https://github.com/DynareTeam/dynare/pull/1001).
|
|
error code, but not an conformable-sized steady state vector (see !1001).
|
|
|
|
|
|
- Due to a bug in `mjdgges.mex` unstable parameter draws with
|
|
- 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`[(link)](https://github.com/DynareTeam/dynare/commit/e3fbefc616941d0df3624bfc49a1a743171f8814).
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purpose of the Blanchard-Kahn conditions, even if `qz_criterium<1` (see 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 [(#1314)](https://github.com/DynareTeam/dynare/pull/1314).
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was not necessary (see #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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... | @@ -512,7 +510,7 @@ Bugs fixed in version 4.5.0 |
... | @@ -512,7 +510,7 @@ Bugs 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 [(#726)](https://github.com/DynareTeam/dynare/pull/726).
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incorrect steady states were accepted instead of aborting (see !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.
|
... | @@ -525,11 +523,11 @@ Bugs fixed in version 4.5.0 |
... | @@ -525,11 +523,11 @@ Bugs 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 [(link)](https://github.com/DynareTeam/dynare/commit/2ab8e2a122afd253e7ea315ef49adccca5ced53f).
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variable/equations led to crashes of Matlab (see 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 [(#997)](https://github.com/DynareTeam/dynare/pull/997).
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sampling (see #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 [(#997)](https://github.com/DynareTeam/dynare/pull/997). |
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when `prior_trunc>0` was ignoring the prior truncation (see #997). |
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\ No newline at end of file |
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