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This page documents the bugs fixed in released versions of Dynare. For bugs fixed in previous versions of Dynare, please read the dedicated frozen page on the [DynareWiki](https://archives.dynare.org/DynareWiki/KnownBugs).
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This page documents the bugs fixed in released versions of Dynare. For bugs fixed in previous versions of Dynare, please read the dedicated frozen page on the [DynareWiki](https://archives.dynare.org/DynareWiki/KnownBugs).
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Bugs fixed in version 6.2
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Bugs fixed in version 6.3
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-------------------------
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-------------------------
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* The mixed complementarity problem (MCP) solver could fail or give wrong
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* OccBin with option `smoother_inversion_filter` would crash the MCMC estimation if the `filtered_variables` or `filter_step_ahead` options were used (fixed in 353a21ca)
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results in some cases where there were multiple complementarity conditions
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* OccBin with option `smoother_inversion_filter` would use the PKF if `mh_replic>0` (bug fixed in 87abdff3)
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(bug fixed in 1fea7f3e966b5c7803d4905ced29207440d13d57)
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* OccBin with option `smoothed_state_uncertainty` would crash Dynare if the MCMC smoother was run after the classical one (bug fixed in c62d9db0)
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* The `qmc_sequence` MEX file from the macOS package would fail to load (bug
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* OccBin's smoother would crash when encountering an internal error due to the output of the linear smoother not having been computed (bug fixed in 7c318adf)
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fixed in f1e10960d7c6f544d55ab3f548735e93a7aaff1a)
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* Calling `model_info` with `differentiate_forward_vars` would crash (bug fixed in 8313cd5e)
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* OccBin forecasts would crash in case of shocks with zero variance (bug fixed
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* The `identification` command would compute the asymptotic Hessian via simulation instead of via moments as intended (bug fixed in 4d0a3f2c)
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in ad90aa1e)
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* The `identification` command would crash during prior sampling if the initial draw did not solve the model (bug fixed in 2946b7ea)
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* OccBin smoother would crash if simulation did not converge (bug fixed in
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* The `gsa_sample_file` was broken (bug fixed in 8aaed032)
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bc775bb4)
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* Optimization algorithm `mode_compute=5` (`newrat`) would crash with `analytic_derivation` (bug fixed in 3da4d77f)
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* Computation of posterior moments could crash in large models (bug fixed in
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* `discretionary_policy` would crash if the model was purely forward-looking (bug fixed in 0668025f and f8405777)
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895b5340039457a21a72a59e0e4e93afcb29352f)
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* The `dsample` command would crash (bug fixed in c98eaebe)
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* The auxiliary particle filter and the Liu & West online filter
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* The `conditional_forecast_paths` block did not accept vector inputs (bug fixed in https://git.dynare.org/Dynare/preprocessor/-/commit/9372796b0552b442f2f363cdc987001f4824c779)
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(`mode_compute=11`) required the Statistics Toolbox (bug fixed in 18eede9d)
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* For MCMC chains with fewer than 6000 draws, the default number of `sub_draws` used to compute posterior moments was incorrect (bug fixed in 3b86307c).
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* The auxiliary particle filter and the Liu & West online filter
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* Bi-annual dates (e.g. `2024S1` or `2024H1`) were not accepted within Dynare statements (bug fixed in preprocessor@a992fb1b9c730583edef312f08177bc705d3dddc)
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(`mode_compute=11`) would not work with the `discretionary_policy` command
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* Plotting `dseries` did not correctly show dates on the x-axis (bug fixed in https://git.dynare.org/Dynare/dseries/-/commit/e2d2f85e36cedb7dc77bcc9fc8e60d044835aa12)
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(bug fixed in 43af30d0)
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* The `discretionary_policy` command would crash if there were fewer than two
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Bugs fixed in version 6.2
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exogenous variables (bug fixed in 15c684caa330fb92dc057eb60b882c30324fa3a3)
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-------------------------
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* Using the `forecast` command with a model solved at `order>1` without
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`varexo_det` would return forecasts based on a first order approximation
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* The mixed complementarity problem (MCP) solver could fail or give wrong
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instead of providing an error message (bug fixed in
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results in some cases where there were multiple complementarity conditions
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15c684caa330fb92dc057eb60b882c30324fa3a3)
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(bug fixed in 1fea7f3e966b5c7803d4905ced29207440d13d57)
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* Using the `forecast` command with a model solved at `order=2` with
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* The `qmc_sequence` MEX file from the macOS package would fail to load (bug
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`varexo_det` and `pruning` would return forecasts without `pruning` instead
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fixed in f1e10960d7c6f544d55ab3f548735e93a7aaff1a)
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of providing an error message (bug fixed in
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* OccBin forecasts would crash in case of shocks with zero variance (bug fixed
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15c684caa330fb92dc057eb60b882c30324fa3a3)
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in ad90aa1e)
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* Using the `forecast` command with a model solved at `order=3` would crash
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* OccBin smoother would crash if simulation did not converge (bug fixed in
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(bug fixed in 15c684caa330fb92dc057eb60b882c30324fa3a3)
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bc775bb4)
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* SMC methods could return wrong posterior results if the Parallel Toolbox was
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* Computation of posterior moments could crash in large models (bug fixed in
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installed (bug fixed in 8953f1ab1aac2dcd2657004397e5fb3205a33cce)
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895b5340039457a21a72a59e0e4e93afcb29352f)
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* The Herbst-Schorfheide SMC sampler would crash at `order>1` (bug fixed in
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* The auxiliary particle filter and the Liu & West online filter
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0b5062a9)
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(`mode_compute=11`) required the Statistics Toolbox (bug fixed in 18eede9d)
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* Annualized shock decomposition would not output results if desired vintage
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* The auxiliary particle filter and the Liu & West online filter
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date did not coincide to an end-of-the-year Q4 period (bug fixed in faabc2ec
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(`mode_compute=11`) would not work with the `discretionary_policy` command
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and bd426651)
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(bug fixed in 43af30d0)
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* Using `rand_multivariate_student` as the proposal density in the
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* The `discretionary_policy` command would crash if there were fewer than two
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`tailored_random_block_metropolis_hastings` posterior sampler would return
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exogenous variables (bug fixed in 15c684caa330fb92dc057eb60b882c30324fa3a3)
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wrong results (bug fixed in dfa01edd)
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* Using the `forecast` command with a model solved at `order>1` without
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* The `onlyclearglobals` of the `dynare` command was not working as intended
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`varexo_det` would return forecasts based on a first order approximation
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(bug fixed in preprocessor@c1381f1d755ef5ecbc352d7dafa0de30aa7723c4)
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instead of providing an error message (bug fixed in
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* The `det_cond_forecast` command would crash with plans including only
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15c684caa330fb92dc057eb60b882c30324fa3a3)
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expected shocks (bug fixed in 104f2fe8)
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* Using the `forecast` command with a model solved at `order=2` with
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* Estimation could crash in some rare cases when computing the 2nd order
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`varexo_det` and `pruning` would return forecasts without `pruning` instead
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moments of prior or posterior distribution (bug fixed in
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of providing an error message (bug fixed in
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48ac6c64b36e7aa8dc6dbfb1b478e9aa30bfa86c)
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15c684caa330fb92dc057eb60b882c30324fa3a3)
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* Successive calls of the Herbst-Schorfheide SMC sampler could crash due to
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* Using the `forecast` command with a model solved at `order=3` would crash
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some stale files being left on disk (bug fixed in
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(bug fixed in 15c684caa330fb92dc057eb60b882c30324fa3a3)
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3fed17a5221bab6a78cbf6b74b14df644abce45a)
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* SMC methods could return wrong posterior results if the Parallel Toolbox was
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* The shock decomposition plot could be wrong in the presence of leads/lags on
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installed (bug fixed in 8953f1ab1aac2dcd2657004397e5fb3205a33cce)
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exogenous variables, or when the steady state is squeezed (bug fixed in
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* The Herbst-Schorfheide SMC sampler would crash at `order>1` (bug fixed in
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64f0f1fcf39ec43f2d8b4f87fdeb148f499c0b1b)
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0b5062a9)
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* Annualized shock decomposition would not output results if desired vintage
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Bugs fixed in version 6.1
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date did not coincide to an end-of-the-year Q4 period (bug fixed in faabc2ec
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-------------------------
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and bd426651)
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* Using `rand_multivariate_student` as the proposal density in the
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* Identification: simulated moments were triggered instead of theoretical ones
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`tailored_random_block_metropolis_hastings` posterior sampler would return
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(bug fixed in 407def27)
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wrong results (bug fixed in dfa01edd)
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* Variance decompositions would crash with measurement errors when zero
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* The `onlyclearglobals` of the `dynare` command was not working as intended
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variance shocks were present (bug fixed in 8b703bb4)
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(bug fixed in preprocessor@c1381f1d755ef5ecbc352d7dafa0de30aa7723c4)
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* The handling of Lagrange multipliers in the display of problems with the
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* The `det_cond_forecast` command would crash with plans including only
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Jacobian was wrong (bug fixed in 07bd0442)
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expected shocks (bug fixed in 104f2fe8)
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* The option `auxname` was missing in the documentation of the `pac_model`
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* Estimation could crash in some rare cases when computing the 2nd order
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command (bug fixed in 2e8ced89523a80333f8024a68559e33dafa706e9)
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moments of prior or posterior distribution (bug fixed in
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* PAC equation estimation/simulation was crashing in the case of composite
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48ac6c64b36e7aa8dc6dbfb1b478e9aa30bfa86c)
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target (bug fixed in de8298c73854b8a55fcc2505220e2612ca75ec04)
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* Successive calls of the Herbst-Schorfheide SMC sampler could crash due to
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* The PAC equation estimation would crash if the PAC target was a transformed
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some stale files being left on disk (bug fixed in
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variable (bug fixed in c71f6a7a)
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3fed17a5221bab6a78cbf6b74b14df644abce45a)
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* The `perfect_foresight_with_expectation_errors_solver` command could return
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* The shock decomposition plot could be wrong in the presence of leads/lags on
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incorrect results when used in conjunction with
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exogenous variables, or when the steady state is squeezed (bug fixed in
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`homotopy_linearization_fallback` or
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64f0f1fcf39ec43f2d8b4f87fdeb148f499c0b1b)
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`homotopy_marginal_linearization_fallback` options (bug fixed in
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c6c906a1cdfdfae8242aacd141044fe403bbf81e)
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Bugs fixed in version 6.1
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* For scalar values, the description of the `horizon` option of the
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-------------------------
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`var_expectation_model` command was incorrect (fixed in
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03cb9894c558fceafc0c537202551ac8122f2887)
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* Identification: simulated moments were triggered instead of theoretical ones
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* The steady state computation with the `bytecode` option in a Ramsey model
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(bug fixed in 407def27)
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was broken (bug fixed in 1ce40d4df55b467c8cf395c0714021ecd20214b6)
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* Variance decompositions would crash with measurement errors when zero
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* OccBin: the piecewise Kalman filter would crash in case of a periodic
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variance shocks were present (bug fixed in 8b703bb4)
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solution (bug fixed in 1fedaa22)
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* The handling of Lagrange multipliers in the display of problems with the
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* The `heteroskedastic_filter` option of the `estimation` command would cause a
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Jacobian was wrong (bug fixed in 07bd0442)
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crash if there was only one shock (bug fixed in 8b7420c7)
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* The option `auxname` was missing in the documentation of the `pac_model`
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* The `method_of_moments` command would crash during the J-test for just and
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command (bug fixed in 2e8ced89523a80333f8024a68559e33dafa706e9)
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underidentified models (bug fixed in b9d069da)
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* PAC equation estimation/simulation was crashing in the case of composite
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* User-defined `warning` settings were internally overwritten with the
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target (bug fixed in de8298c73854b8a55fcc2505220e2612ca75ec04)
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`method_of_moments` command or the piecewise Kalman filter (bug fixed in
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* The PAC equation estimation would crash if the PAC target was a transformed
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f4b61997)
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variable (bug fixed in c71f6a7a)
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* The SMC sampler would crash if any of the `bayesian_irf`, `moments_varendo`,
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* The `perfect_foresight_with_expectation_errors_solver` command could return
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or `smoother` options of the `estimation` command had been specified (bug
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incorrect results when used in conjunction with
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fixed in 5d47ac2a)
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`homotopy_linearization_fallback` or
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* The `bvar_irf` command would ignore the `SquareRoot` option and instead
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`homotopy_marginal_linearization_fallback` options (bug fixed in
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employ a Cholesky decomposition (bug fixed in
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c6c906a1cdfdfae8242aacd141044fe403bbf81e)
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14634946dc724760e5a955346130763993c6ec62)
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* For scalar values, the description of the `horizon` option of the
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* The univariate Kalman filter erroneously treated observations with negative
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`var_expectation_model` command was incorrect (fixed in
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prediction variances due to numerical issues as missing values instead of
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03cb9894c558fceafc0c537202551ac8122f2887)
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discarding the parameter draw (bug fixed in !2280)
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* The steady state computation with the `bytecode` option in a Ramsey model
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was broken (bug fixed in 1ce40d4df55b467c8cf395c0714021ecd20214b6)
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Bugs fixed in version 6.0
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* OccBin: the piecewise Kalman filter would crash in case of a periodic
|
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-------------------------
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solution (bug fixed in 1fedaa22)
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* The `heteroskedastic_filter` option of the `estimation` command would cause a
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* The `mh_initialize_from_previous_mcmc` option of the `estimation` command
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crash if there was only one shock (bug fixed in 8b7420c7)
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would not work if estimation was conducted with a different prior and the
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* The `method_of_moments` command would crash during the J-test for just and
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last draw in the previous MCMC fell outside the new prior bounds (bug fixed
|
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underidentified models (bug fixed in b9d069da)
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in aad5c360)
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* User-defined `warning` settings were internally overwritten with the
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* When specifying a generalized inverse Gamma prior, the hyperparameter
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`method_of_moments` command or the piecewise Kalman filter (bug fixed in
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computation would erroneously ignore the resulting mean shift (bug fixed in
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f4b61997)
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8f735646)
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* The SMC sampler would crash if any of the `bayesian_irf`, `moments_varendo`,
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* When using the `mh_recover` option of the `estimation` command, the status
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or `smoother` options of the `estimation` command had been specified (bug
|
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bar always started at zero instead of showing the overall progress of the
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fixed in 5d47ac2a)
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recovered chain (bug fixed in 53b57da8)
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* The `bvar_irf` command would ignore the `SquareRoot` option and instead
|
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* The `model_diagnostics` command would fail to check the correctness of
|
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employ a Cholesky decomposition (bug fixed in
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user-defined steady state files (bug fixed in
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14634946dc724760e5a955346130763993c6ec62)
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1b4fb46c75476340aec67fa02ae4b46af544c8aa)
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* The univariate Kalman filter erroneously treated observations with negative
|
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* GSA: LaTeX output was not working as expected (bug fixed in 59c9f70a,
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prediction variances due to numerical issues as missing values instead of
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701afd2c, fca782f8)
|
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discarding the parameter draw (bug fixed in !2280)
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* Forecasts and filtered variables could not be retrieved with the
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`heteroskedastic_shocks` block (bug fixed in de152a3d)
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Bugs fixed in version 6.0
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* The OccBin smoother would potentially not display all smoothed shocks with
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-------------------------
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`heteroskedastic_filter` option (bug fixed in 90fbb95)
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* The OccBin smoother would crash if the number of requested periods was
|
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* The `mh_initialize_from_previous_mcmc` option of the `estimation` command
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smaller than the data length (bug fixed in ee5faf07)
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would not work if estimation was conducted with a different prior and the
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* The multivariate OccBin smoother would return wrong results if the constraint
|
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last draw in the previous MCMC fell outside the new prior bounds (bug fixed
|
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was binding in the first period (bug fixed in 8348cf00)
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in aad5c360)
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* The `plot_shock_decomposition` command would fail with the `init2shocks`
|
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* When specifying a generalized inverse Gamma prior, the hyperparameter
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block if the `initial_condition_decomposition` was not run before (bug fixed
|
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computation would erroneously ignore the resulting mean shift (bug fixed in
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in a4e65314)
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8f735646)
|
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* LaTeX output under Windows failed to compile for `plot_priors=1` option of
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* When using the `mh_recover` option of the `estimation` command, the status
|
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the `estimation` command and Brooks and Gelman (1998) convergence diagnostics
|
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bar always started at zero instead of showing the overall progress of the
|
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(bug fixed in e7184023 and 37f747bb)
|
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recovered chain (bug fixed in 53b57da8)
|
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* The plot produced by the `shock_decomposition` command was too big, making
|
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* The `model_diagnostics` command would fail to check the correctness of
|
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the close button inaccessible (bug fixed in 701afd2c)
|
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user-defined steady state files (bug fixed in
|
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* Monthly dates for October, November and December (*i.e.* with a 2-digit month
|
|
1b4fb46c75476340aec67fa02ae4b46af544c8aa)
|
|
number) were not properly interpreted by the preprocessor (bug fixed in
|
|
* GSA: LaTeX output was not working as expected (bug fixed in 59c9f70a,
|
|
preprocessor@7dd6b87662ca1087765c04477ef715d8c542c871; see #1918)
|
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701afd2c, fca782f8)
|
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* Theoretical moments computed by `stoch_simul` at `order=2` with `pruning` would not contain
|
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* Forecasts and filtered variables could not be retrieved with the
|
|
unconditional and conditional variance decomposition (regression from 4.6;
|
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`heteroskedastic_shocks` block (bug fixed in de152a3d)
|
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fixed in 41ac891f and c063d536; was not backported to 5.x)
|
|
* The OccBin smoother would potentially not display all smoothed shocks with
|
|
|
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`heteroskedastic_filter` option (bug fixed in 90fbb95)
|
|
Bugs fixed in version 5.5
|
|
* The OccBin smoother would crash if the number of requested periods was
|
|
-------------------------
|
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smaller than the data length (bug fixed in ee5faf07)
|
|
|
|
* The multivariate OccBin smoother would return wrong results if the constraint
|
|
* In a stochastic context, results could be incorrect if an endogenous with a
|
|
was binding in the first period (bug fixed in 8348cf00)
|
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lead ⩾ 2 or an exogenous with a lead ⩾ 1 appeared in the argument(s) of a
|
|
* The `plot_shock_decomposition` command would fail with the `init2shocks`
|
|
call to a (nonlinear) external function (bug fixed in
|
|
block if the `initial_condition_decomposition` was not run before (bug fixed
|
|
preprocessor@712b11a04575e15f0a5080b469fcd4d7e02b597f)
|
|
in a4e65314)
|
|
* With the `use_dll` option of the `model` block, the expression `sign(x)`
|
|
* LaTeX output under Windows failed to compile for `plot_priors=1` option of
|
|
would evaluate to ±1 instead of 0 if `x=0` (bug fixed in
|
|
the `estimation` command and Brooks and Gelman (1998) convergence diagnostics
|
|
preprocessor@b1e4884237376fdce06265b7f96fb63e0bd8b224)
|
|
(bug fixed in e7184023 and 37f747bb)
|
|
* If the guess value given to the `steady` command was such that the residuals
|
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* The plot produced by the `shock_decomposition` command was too big, making
|
|
were all below tolerance, except some that are `NaN`, then this guess value
|
|
the close button inaccessible (bug fixed in 701afd2c)
|
|
was incorrectly accepted as the solution to the steady state problem (bug
|
|
* Monthly dates for October, November and December (*i.e.* with a 2-digit month
|
|
fixed in 3a789ca7804c2ff6693dd6179c0ca7bd6c54cec6)
|
|
number) were not properly interpreted by the preprocessor (bug fixed in
|
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* The `method_of_moments` command with GMM was ignoring the
|
|
preprocessor@7dd6b87662ca1087765c04477ef715d8c542c871; see #1918)
|
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`analytic_standard_errors` option when using `mode_compute=4` (bug fixed in
|
|
* Theoretical moments computed by `stoch_simul` at `order=2` with `pruning` would not contain
|
|
3895da48)
|
|
unconditional and conditional variance decomposition (regression from 4.6;
|
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* Homotopy with the `extended_path` command at `order=0` was broken (bug fixed
|
|
fixed in 41ac891f and c063d536; was not backported to 5.x)
|
|
in 6ed90b3dbff232e26122a8eeba2da7faf6a9c770)
|
|
|
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* The `parallel_use_psexec` command-line option was ignored (bug fixed in
|
|
Bugs fixed in version 5.5
|
|
4fa6101456fa5b0cc141f34234b1568d78384ba2)
|
|
-------------------------
|
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* With the `bytecode` option of the `model` block, using the operators `abs()`,
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|
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`cbrt()` and `sign()` would lead to a crash (bug fixed in
|
|
* In a stochastic context, results could be incorrect if an endogenous with a
|
|
1622c74a53623aedb0bcfc2f958310aaa8a9efd2)
|
|
lead ⩾ 2 or an exogenous with a lead ⩾ 1 appeared in the argument(s) of a
|
|
* The `fast` command-line option was broken under MATLAB with Windows (bug
|
|
call to a (nonlinear) external function (bug fixed in
|
|
fixed in 643face6)
|
|
preprocessor@712b11a04575e15f0a5080b469fcd4d7e02b597f)
|
|
* Ramsey steady state computation could fail if an `expectation` or `diff`
|
|
* With the `use_dll` option of the `model` block, the expression `sign(x)`
|
|
operator was present in the model (bug fixed in
|
|
would evaluate to ±1 instead of 0 if `x=0` (bug fixed in
|
|
674ebce84baa32072441db339a60801448188840)
|
|
preprocessor@b1e4884237376fdce06265b7f96fb63e0bd8b224)
|
|
* A crash could occur if some external function call was present in an
|
|
* If the guess value given to the `steady` command was such that the residuals
|
|
auxiliary variable (bug fixed in
|
|
were all below tolerance, except some that are `NaN`, then this guess value
|
|
preprocessor@34c37cfd01fdba4d017dafaad5d7750c810f17df)
|
|
was incorrectly accepted as the solution to the steady state problem (bug
|
|
* The `endogenous_prior` option of the `estimation` command could erroneously
|
|
fixed in 3a789ca7804c2ff6693dd6179c0ca7bd6c54cec6)
|
|
display a warning message about missing observations (bug fixed in a85a00bf)
|
|
* The `method_of_moments` command with GMM was ignoring the
|
|
* The `model_comparison` command would crash if the `.mod` file name had less
|
|
`analytic_standard_errors` option when using `mode_compute=4` (bug fixed in
|
|
than four characters (bug fixed in 183e6fbb)
|
|
3895da48)
|
|
* The `shock_decomposition` command would overwrite previously stored smoother
|
|
* Homotopy with the `extended_path` command at `order=0` was broken (bug fixed
|
|
results (bug fixed in 9e53bd99)
|
|
in 6ed90b3dbff232e26122a8eeba2da7faf6a9c770)
|
|
* The `x13` interface in dseries did not handle missing values, particularly at
|
|
* The `parallel_use_psexec` command-line option was ignored (bug fixed in
|
|
the beginning of a series (bug fixed in dseries@95a011a7 and
|
|
4fa6101456fa5b0cc141f34234b1568d78384ba2)
|
|
dseries@c0786192)
|
|
* With the `bytecode` option of the `model` block, using the operators `abs()`,
|
|
* The `x13` interface in dseries would occasionally crash under Windows with
|
|
`cbrt()` and `sign()` would lead to a crash (bug fixed in
|
|
segmentation violations (bug fixed in 39c2cba1b6c196702490d1cc7706ef5e7ca1939a)
|
|
1622c74a53623aedb0bcfc2f958310aaa8a9efd2)
|
|
* OccBin: estimation would crash if a previous `shocks(surprise)` simulation
|
|
* The `fast` command-line option was broken under MATLAB with Windows (bug
|
|
was conducted (bug fixed in 37eb1097)
|
|
fixed in 643face6)
|
|
* The `internals` command would not find the location of the `_results.mat`
|
|
* Ramsey steady state computation could fail if an `expectation` or `diff`
|
|
file (bug fixed in 6f8fc22d)
|
|
operator was present in the model (bug fixed in
|
|
* The `prior optimize` command would not work with `mode_compute=5` (bug fixed
|
|
674ebce84baa32072441db339a60801448188840)
|
|
in 7f5d8b81)
|
|
* A crash could occur if some external function call was present in an
|
|
|
|
auxiliary variable (bug fixed in
|
|
|
|
preprocessor@34c37cfd01fdba4d017dafaad5d7750c810f17df)
|
|
Bugs fixed in version 5.4
|
|
* The `endogenous_prior` option of the `estimation` command could erroneously
|
|
-------------------------
|
|
display a warning message about missing observations (bug fixed in a85a00bf)
|
|
|
|
* The `model_comparison` command would crash if the `.mod` file name had less
|
|
* Files installed through the Windows installer had too weak permissions and could be modified by unpriviledged local users, if the default installation location (`c:\dynare\`) had been chosen (bug fixed in 689355ebc8850472508e997674b2482e5233601e)
|
|
than four characters (bug fixed in 183e6fbb)
|
|
* Estimation:
|
|
* The `shock_decomposition` command would overwrite previously stored smoother
|
|
* the `load_results_after_load_mh` option would not find the location of the results file (bug fixed in 905e7c43)
|
|
results (bug fixed in 9e53bd99)
|
|
* the computation of prior/posterior statistics would crash if the value of the `filter step_ahead` option was greater than 1 without requesting a `forecast` or the `smoother` (bug fixed, see e7ca989b)
|
|
* The `x13` interface in dseries did not handle missing values, particularly at
|
|
* NaN or complex parameters returned by steady state files were not correctly handled (bug fixed in 64d61c32)
|
|
the beginning of a series (bug fixed in dseries@95a011a7 and
|
|
* `analytical_derivation` could be triggered with `endogenous_prior` but would not take the endogenous prior into account for the Jacobian and Hessian (bug fixed in 0b0a4ef3)
|
|
dseries@c0786192)
|
|
* OccBin:
|
|
* The `x13` interface in dseries would occasionally crash under Windows with
|
|
* running the `calib_smoother` command with `smoother_inversion_filter` would crash unless `likelihood_inversion_filter` was also specified (bug fixed in 4e4cd75c)
|
|
segmentation violations (bug fixed in 39c2cba1b6c196702490d1cc7706ef5e7ca1939a)
|
|
* running the PKF smoother would crash if an error was encountered during computation of the decision rules (see #1879, bug fixed through !2123)
|
|
* OccBin: estimation would crash if a previous `shocks(surprise)` simulation
|
|
* PAC equation estimation through iterative OLS would crash if the auxiliary model contained a constant (bug fixed in 3aeb1ff7)
|
|
was conducted (bug fixed in 37eb1097)
|
|
* The variable label was incorrect for leads and lags of exogenous variables in the display of decision rules and in the `model_info` command (bug fixed in 1866286f and 1219f085)
|
|
* The `internals` command would not find the location of the `_results.mat`
|
|
* Declaring a `trend_var` variable while not having a `var(deflator=...)` statement would cause the preprocessor to crash (bug fixed in preprocessor@1c813a1cf91fecf29f3575f7cf730077ed2a28d0)
|
|
file (bug fixed in 6f8fc22d)
|
|
* Macro processor: error messages following a `@#define`, `@#include` or
|
|
* The `prior optimize` command would not work with `mode_compute=5` (bug fixed
|
|
`@#includepath` directive could in some cases point to a line number off by 1 (bug fixed in preprocessor@50a2737e41cd449d6551622b918f64e514c3d2fc)
|
|
in 7f5d8b81)
|
|
* Perfect foresight simulations: the `debug` option would not preserve sparsity, causing out of memory errors (bug fixed in bbdcdc89)
|
|
|
|
|
|
|
|
|
|
Bugs fixed in version 5.4
|
|
Bugs fixed in version 5.3
|
|
-------------------------
|
|
-------------------------
|
|
|
|
|
|
* Files installed through the Windows installer had too weak permissions and could be modified by unpriviledged local users, if the default installation location (`c:\dynare\`) had been chosen (bug fixed in 689355ebc8850472508e997674b2482e5233601e)
|
|
* The `notmpterms` option of the `dynare` command triggered a crash if the `block` option of the `model` block was used (fixed in preprocessor@3932196ff452eabeae474cecaca78ca65354acf8)
|
|
* Estimation:
|
|
* When the `use_dll` option was passed to the `model` block, the operator `abs` in the `model` block returned an incorrect result (it returned the integer part of the absolute value) (fixed in preprocessor@8cac64c1cbef2b3a55bb539ffbb429ff1f58939a)
|
|
* the `load_results_after_load_mh` option would not find the location of the results file (bug fixed in 905e7c43)
|
|
* Occbin:
|
|
* the computation of prior/posterior statistics would crash if the value of the `filter step_ahead` option was greater than 1 without requesting a `forecast` or the `smoother` (bug fixed, see e7ca989b)
|
|
* the piecewise linear Kalman filter (PKF) crash if the model solution could not be computed for a parameter draw (bug fixed in 3c0f8ec6 and eb416186)
|
|
* NaN or complex parameters returned by steady state files were not correctly handled (bug fixed in 64d61c32)
|
|
* the piecewise linear Kalman filter (PKF) could crash mode finding if an error was encountered (bug fixed in 5defbdeb927a536f983f31d3e102832151a524ec)
|
|
* `analytical_derivation` could be triggered with `endogenous_prior` but would not take the endogenous prior into account for the Jacobian and Hessian (bug fixed in 0b0a4ef3)
|
|
* the piecewise linear Kalman filter (PKF) would crash in the one-constraint case if the fixed point algorithm did not converge (bug fixed in 95a15815)
|
|
* OccBin:
|
|
* the smoother could crash due to the initial states being empty (bug fixed in eb6f17e7) and when encountering errors (bug fixed in ce21248e)
|
|
* running the `calib_smoother` command with `smoother_inversion_filter` would crash unless `likelihood_inversion_filter` was also specified (bug fixed in 4e4cd75c)
|
|
* the smoother fields of `oo_` contained wrong results if the piecewise linear Kalman smoother did not converge (bug fixed in 4d603fb3)
|
|
* running the PKF smoother would crash if an error was encountered during computation of the decision rules (see #1879, bug fixed through !2123)
|
|
* in pathological cases, seemingly periodic solutions could be incorrectly accepted (bug fixed in d0150997)
|
|
* PAC equation estimation through iterative OLS would crash if the auxiliary model contained a constant (bug fixed in 3aeb1ff7)
|
|
* Estimation:
|
|
* The variable label was incorrect for leads and lags of exogenous variables in the display of decision rules and in the `model_info` command (bug fixed in 1866286f and 1219f085)
|
|
* `mh_recover` and `load_mh_file` did not find the saved proposal density and had to rely on the mode-file (bug fixed in df09084a)
|
|
* Declaring a `trend_var` variable while not having a `var(deflator=...)` statement would cause the preprocessor to crash (bug fixed in preprocessor@1c813a1cf91fecf29f3575f7cf730077ed2a28d0)
|
|
* `bayesian_irf` together with `loglinear` produced wrong results (bug fixed in ee8dfb76)
|
|
* Macro processor: error messages following a `@#define`, `@#include` or
|
|
* the diffuse Kalman smoother initialization was wrong when the state transition matrix contained a column of zeros (bug fixed in 81ba9524)
|
|
`@#includepath` directive could in some cases point to a line number off by 1 (bug fixed in preprocessor@50a2737e41cd449d6551622b918f64e514c3d2fc)
|
|
* the diffuse Kalman smoother initialization was wrong when the shock covariance matrix was not diagonal (bug fixed in 178e892e)
|
|
* Perfect foresight simulations: the `debug` option would not preserve sparsity, causing out of memory errors (bug fixed in bbdcdc89)
|
|
* Perfect foresight:
|
|
|
|
* when solving purely forward or backward models with the PATH solver (`solve_algo=10`), `mcp`-tags were ignored (bug fixed in 0225cb23)
|
|
|
|
* `linear_approximation` ignored the `nocheck`-option (bug fixed in 9301024d)
|
|
Bugs fixed in version 5.3
|
|
* in the presence of a steady state file or a `steady_state_model` block, the contents of the last `initval` or `endval`-block were ignored and replaced by a steady state (bug fixed in cbbbdf4b)
|
|
-------------------------
|
|
* `identification` and `dynare_sensitivity` did not pass a `graph_format` option to subsequent other commands (bug fixed in https://git.dynare.org/Dynare/preprocessor/-/commit/3f674c1af925407b366255737d004afcd31116a3)
|
|
|
|
* `dynare_sensitivity`:
|
|
* The `notmpterms` option of the `dynare` command triggered a crash if the `block` option of the `model` block was used (fixed in preprocessor@3932196ff452eabeae474cecaca78ca65354acf8)
|
|
* stability mapping incorrectly imposed a parameter limit of 52 (bug fixed in bb9e45d0)
|
|
* When the `use_dll` option was passed to the `model` block, the operator `abs` in the `model` block returned an incorrect result (it returned the integer part of the absolute value) (fixed in preprocessor@8cac64c1cbef2b3a55bb539ffbb429ff1f58939a)
|
|
* prior sampling did not work with user-specified `prior_trunc=0` (bug fixed in 1a46c1dc)
|
|
* Occbin:
|
|
* `dynare++`: the `dynare_simul.m` was broken (bug fixed in 54d95772)
|
|
* the piecewise linear Kalman filter (PKF) crash if the model solution could not be computed for a parameter draw (bug fixed in 3c0f8ec6 and eb416186)
|
|
* `model_diagnostics` did not work with `block_trust_region` (`solve_algo=13,14`) (bug fixed in d76455fb)
|
|
* the piecewise linear Kalman filter (PKF) could crash mode finding if an error was encountered (bug fixed in 5defbdeb927a536f983f31d3e102832151a524ec)
|
|
|
|
* the piecewise linear Kalman filter (PKF) would crash in the one-constraint case if the fixed point algorithm did not converge (bug fixed in 95a15815)
|
|
Bugs fixed in version 5.2
|
|
* the smoother could crash due to the initial states being empty (bug fixed in eb6f17e7) and when encountering errors (bug fixed in ce21248e)
|
|
-------------------------
|
|
* the smoother fields of `oo_` contained wrong results if the piecewise linear Kalman smoother did not converge (bug fixed in 4d603fb3)
|
|
|
|
* in pathological cases, seemingly periodic solutions could be incorrectly accepted (bug fixed in d0150997)
|
|
* Problems with the `steady_state` operator:
|
|
* Estimation:
|
|
+ if a `steady_state` operator contained an algebraic expression appearing multiple times in the model and sufficiently complex to trigger the creation of a temporary term, then the result of the operator would be wrong (the operator was essentially ignored) (bug fixed in preprocessor@c27342cfeb7fee793cab4ed58dfd4b9f72b6b30a)
|
|
* `mh_recover` and `load_mh_file` did not find the saved proposal density and had to rely on the mode-file (bug fixed in df09084a)
|
|
+ if a `steady_state` operator contained a call to an external function, then the result of the operator would be wrong (the operator was essentially ignored). A proper fix to this problem would require substantial architectural changes, so for now it is forbidden to use an external function inside a `steady_state` operator (bug fixed in preprocessor@c27342cfeb7fee793cab4ed58dfd4b9f72b6b30a)
|
|
* `bayesian_irf` together with `loglinear` produced wrong results (bug fixed in ee8dfb76)
|
|
* Pruning in particle filtering at order 2 was not using the exact same formula as the original Kim et al. (2008) paper. A second-order term entered the cross-product between states and shocks, where it should have been a first-order term. This however would not lead to explosive trajectories in practice (bug fixed, see #1853 and f7204e6ec803f77eb107614587bb9925a4bee73e)
|
|
* the diffuse Kalman smoother initialization was wrong when the state transition matrix contained a column of zeros (bug fixed in 81ba9524)
|
|
* The `simul_replic` option of the `stoch_simul` command would not store the binary file in the `Output` folder (bug fixed in 6805cad6)
|
|
* the diffuse Kalman smoother initialization was wrong when the shock covariance matrix was not diagonal (bug fixed in 178e892e)
|
|
* Problems with Ramsey policy (`ramsey_model`/`ramsey_policy` commands):
|
|
* Perfect foresight:
|
|
+ steady state files would not work when auxiliary variables included Lagrange multipliers (bug fixed in 21004adf)
|
|
* when solving purely forward or backward models with the PATH solver (`solve_algo=10`), `mcp`-tags were ignored (bug fixed in 0225cb23)
|
|
+ for linear competitive equilibrium laws of motion, welfare evaluated at higher order was erroneously equated to steady state welfare (bug fixed in b5c74199)
|
|
* `linear_approximation` ignored the `nocheck`-option (bug fixed in 9301024d)
|
|
* The `discretionary_policy` command would not always correctly infer the number of instruments and equations, leading to spurious error messages (bug fixed in e9a19024)
|
|
* in the presence of a steady state file or a `steady_state_model` block, the contents of the last `initval` or `endval`-block were ignored and replaced by a steady state (bug fixed in cbbbdf4b)
|
|
* Perfect foresight simulations of purely forward or backward models would crash if complex numbers were encountered (bug fixed in 74dc4f81)
|
|
* `identification` and `dynare_sensitivity` did not pass a `graph_format` option to subsequent other commands (bug fixed in https://git.dynare.org/Dynare/preprocessor/-/commit/3f674c1af925407b366255737d004afcd31116a3)
|
|
* When using both `block` and `bytecode` options of the `model` block, if the model was such that a sufficiently complex algebraic expression appeared both in the residuals and in the derivatives, leading to the creation of a temporary term, then the results could be incorrect under some circumstances (bug fixed in preprocessor@85a0208e64a3c553987fb81748fe8d7d9bade384)
|
|
* `dynare_sensitivity`:
|
|
* When using the `bytecode` option of the `model` block, leads of more than +127 or lags of less than -128 were not correctly handled (bug fixed in preprocessor@7bcabed20b264ad3359bb6462b15e65b2ad6acac)
|
|
* stability mapping incorrectly imposed a parameter limit of 52 (bug fixed in bb9e45d0)
|
|
* Problems with the solver under occasionally binding constraints (`occbin_solver` command):
|
|
* prior sampling did not work with user-specified `prior_trunc=0` (bug fixed in 1a46c1dc)
|
|
+ when solving the baseline regime, it would not properly handle errors like Blanchard-Kahn violations (bug fixed in 6536e135)
|
|
* `dynare++`: the `dynare_simul.m` was broken (bug fixed in 54d95772)
|
|
+ the piecewise linear Kalman filter (PKF) would crash if the model solution could not be computed for a parameter draw (bug fixed in 0f333f29 and c623696b)
|
|
* `model_diagnostics` did not work with `block_trust_region` (`solve_algo=13,14`) (bug fixed in d76455fb)
|
|
+ the `oo_.FilteredVariablesKStepAhead` and `oo_.UpdatedVariables` MATLAB/Octave variables would contain the steady state twice (bug fixed in 12c4e03d)
|
|
|
|
+ the inversion filter would crash if the `filter_step_ahead` or `state_uncertainty` options were requested (bug fixed in 622f8316)
|
|
Bugs fixed in version 5.2
|
|
+ the PKF would crash if `filter_step_ahead=1` was specified (bug fixed in 28165502)
|
|
-------------------------
|
|
+ the PKF would crash if the `state_uncertainty` option was specified together with the `smoother_redux` option (bug fixed in 6d03a654)
|
|
|
|
+ the last regime before the system is back to normal times in the two-constraints case could be wrongly set, possibly leading to wrong simulations, lack of convergence or crashes (bug fixed in 906062cf).
|
|
* Problems with the `steady_state` operator:
|
|
* Problems with identification (`identification` command)
|
|
+ if a `steady_state` operator contained an algebraic expression appearing multiple times in the model and sufficiently complex to trigger the creation of a temporary term, then the result of the operator would be wrong (the operator was essentially ignored) (bug fixed in preprocessor@c27342cfeb7fee793cab4ed58dfd4b9f72b6b30a)
|
|
+ with `prior_mc>1` specified, it would incorrectly display the share of rank deficient Jacobians (bug fixed in dbde8294)
|
|
+ if a `steady_state` operator contained a call to an external function, then the result of the operator would be wrong (the operator was essentially ignored). A proper fix to this problem would require substantial architectural changes, so for now it is forbidden to use an external function inside a `steady_state` operator (bug fixed in preprocessor@c27342cfeb7fee793cab4ed58dfd4b9f72b6b30a)
|
|
+ it would crash during plotting or displaying identification strength when the necessary identification criteria based on moments could not be computed (bug fixed in 30a6d35f)
|
|
* Pruning in particle filtering at order 2 was not using the exact same formula as the original Kim et al. (2008) paper. A second-order term entered the cross-product between states and shocks, where it should have been a first-order term. This however would not lead to explosive trajectories in practice (bug fixed, see #1853 and f7204e6ec803f77eb107614587bb9925a4bee73e)
|
|
* The `plot_shock_decomposition` command would crash if invalid field names were encountered (bug fixed in 16bc2b3e)
|
|
* The `simul_replic` option of the `stoch_simul` command would not store the binary file in the `Output` folder (bug fixed in 6805cad6)
|
|
* The `shock_decomposition` command would not pass specified initial dates to generated plots (bug fixed in 1b4a4c87)
|
|
* Problems with Ramsey policy (`ramsey_model`/`ramsey_policy` commands):
|
|
* Various pathological cases encountered in steady state finding could lead to a crash (bug fixed in 5788f1bc, c9fd266c, c91e1f89, and 5788f1bc)
|
|
+ steady state files would not work when auxiliary variables included Lagrange multipliers (bug fixed in 21004adf)
|
|
* The `solve_algo=0` option of the `steady` command would not honor `tolx` (bug fixed in 40a525ee)
|
|
+ for linear competitive equilibrium laws of motion, welfare evaluated at higher order was erroneously equated to steady state welfare (bug fixed in b5c74199)
|
|
* In the `dynare_sensitivity` command, stability mapping would not correctly honor the prior bounds (bug fixed in 22795298)
|
|
* The `discretionary_policy` command would not always correctly infer the number of instruments and equations, leading to spurious error messages (bug fixed in e9a19024)
|
|
|
|
* Perfect foresight simulations of purely forward or backward models would crash if complex numbers were encountered (bug fixed in 74dc4f81)
|
|
|
|
* When using both `block` and `bytecode` options of the `model` block, if the model was such that a sufficiently complex algebraic expression appeared both in the residuals and in the derivatives, leading to the creation of a temporary term, then the results could be incorrect under some circumstances (bug fixed in preprocessor@85a0208e64a3c553987fb81748fe8d7d9bade384)
|
|
Bugs fixed in version 5.1
|
|
* When using the `bytecode` option of the `model` block, leads of more than +127 or lags of less than -128 were not correctly handled (bug fixed in preprocessor@7bcabed20b264ad3359bb6462b15e65b2ad6acac)
|
|
-------------------------
|
|
* Problems with the solver under occasionally binding constraints (`occbin_solver` command):
|
|
|
|
+ when solving the baseline regime, it would not properly handle errors like Blanchard-Kahn violations (bug fixed in 6536e135)
|
|
* Various problems with perfect foresight simulations in combination with `block` and/or `bytecode` options of the `model` block:
|
|
+ the piecewise linear Kalman filter (PKF) would crash if the model solution could not be computed for a parameter draw (bug fixed in 0f333f29 and c623696b)
|
|
+ Simulation with `bytecode` and `stack_solve_algo=4` could give incorrect results if the model has a linear block of type “Solve two boundaries simple/complete” (bug fixed in 65e18fe8834b31a885667e0e498e3a2ff0f1f47a)
|
|
+ the `oo_.FilteredVariablesKStepAhead` and `oo_.UpdatedVariables` MATLAB/Octave variables would contain the steady state twice (bug fixed in 12c4e03d)
|
|
+ Simulation with `bytecode` and `stack_solve_algo=1` could fail to converge (bug fixed in 67a003aa730e59f7b254353ca124909d69dcaaca)
|
|
+ the inversion filter would crash if the `filter_step_ahead` or `state_uncertainty` options were requested (bug fixed in 622f8316)
|
|
+ Simulation with `block` (but without `bytecode`) and `stack_solve_algo=1` gave wrong results in the last simulation period if the model has a block of type “Solve two boundaries simple/complete” (bug fixed in 0147faad5f03cc641fd22d3e5733d4862964ef0b)
|
|
+ the PKF would crash if `filter_step_ahead=1` was specified (bug fixed in 28165502)
|
|
+ Simulation with `bytecode` and `block` would give incorrect results if the model has a linear block of type “Solve forward simple/complete” (bug fixed in 863fa2de1c04d2a33aef042adacdb78dae4d0ae1)
|
|
+ the PKF would crash if the `state_uncertainty` option was specified together with the `smoother_redux` option (bug fixed in 6d03a654)
|
|
+ Simulation with `block` (but without `bytecode`) would crash or give incorrect results if the model has a block of type “Solve forward/backward simple/complete” (bug fixed in fa7b331cf4143816a6565e3b5075cc3b10ba879d)
|
|
+ the last regime before the system is back to normal times in the two-constraints case could be wrongly set, possibly leading to wrong simulations, lack of convergence or crashes (bug fixed in 906062cf).
|
|
+ Simulation with `bytecode`, `block` and `stack_solve_algo={0,1,4}` would crash or give incorrect results if the model has a block of type “Solve forward/backward complete” (bug fixed in cdb4f872b24dd811c6053026695d342e05d2b1f9 and 188df7711d4f4a704d7768a61ce70d492cfec9a3)
|
|
* Problems with identification (`identification` command)
|
|
+ Simulation with `block` (but without `bytecode`) gave incorrect results if the model has a block of type “Solve backward simple/complete” (bug fixed in bb793d87cc7dc35fe4fd4767322c2f7b57788eb9)
|
|
+ with `prior_mc>1` specified, it would incorrectly display the share of rank deficient Jacobians (bug fixed in dbde8294)
|
|
+ Simulation with `block` (with or without `bytecode`) could give incorrect results if the model has a nonlinear block of type “Solve forward/backward simple/complete” (bug fixed in preprocessor@7fff8b34064a98770151b23e45e52c19bfa40569)
|
|
+ it would crash during plotting or displaying identification strength when the necessary identification criteria based on moments could not be computed (bug fixed in 30a6d35f)
|
|
+ Simulation with `bytecode`, `block` and `stack_solve_algo=4` could give incorrect results if the model has a block of type “Solve backward/forward simple/complete” that follows a block of type “Solve two boundaries” (in the sense of the dependency graph) (bug fixed in 96fb676be757725830d354e2d92cc3a947b5ea31)
|
|
* The `plot_shock_decomposition` command would crash if invalid field names were encountered (bug fixed in 16bc2b3e)
|
|
+ The convergence criterion in simulations with `block` (but without `bytecode`) was incorrect: the value of the `tolf` option from the `steady` command was used instead of the value of `tolf` option from the `perfect_foresight_solver` command (bug fixed in dd1ec10ec897d9271b286c7b3b001237938b1111)
|
|
* The `shock_decomposition` command would not pass specified initial dates to generated plots (bug fixed in 1b4a4c87)
|
|
* Various problems with steady state computation in combination with `block` and/or `bytecode` options of the `model` block:
|
|
* Various pathological cases encountered in steady state finding could lead to a crash (bug fixed in 5788f1bc, c9fd266c, c91e1f89, and 5788f1bc)
|
|
+ Steady state computation with `bytecode` and `block` could fail if some equations are marked `[static]` (bug fixed in preprocessor@b78ac1d31fd27b8cc89ac2162d58d029821f9af1 and 8f5815d01d3604494f4a0bffc5f92d842972b844)
|
|
* The `solve_algo=0` option of the `steady` command would not honor `tolx` (bug fixed in 40a525ee)
|
|
+ Steady state computation with `bytecode`, `block` and `solve_algo` ⩽ 4 or ⩾ 9 could fail
|
|
* In the `dynare_sensitivity` command, stability mapping would not correctly honor the prior bounds (bug fixed in 22795298)
|
|
+ Steady state computation with `bytecode`, `block` and `solve_algo=6` would crash or give incorrect results if the model has a block of type “Solve forward/backward complete” (bug fixed in 188df7711d4f4a704d7768a61ce70d492cfec9a3)
|
|
|
|
* The `check` command would crash or give incorrect results when using the `block` option of the `model` block and if the model has a block of type “Solve backward complete” (bug fixed in dd34554c4e23a12159388d54fe304698c4d64ca5)
|
|
|
|
* The `static` and `incidence` options of the `model_info` command did not work as documented in the reference manual (bug fixed in 685598c6e2690cfbc4e677cd2148387716ef8243 and preprocessor@7df67819821ac5946e1b4ace3e974752ce533827)
|
|
Bugs fixed in version 5.1
|
|
* Various problems with the `method_of_moments` command:
|
|
-------------------------
|
|
+ It would crash if no `matched_moments` block is present (see !1997)
|
|
|
|
+ It would always load the full range of the first Excel sheet instead of the `xls_range` of the specified `xls_sheet` (bug fixed in 176baa22)
|
|
* Various problems with perfect foresight simulations in combination with `block` and/or `bytecode` options of the `model` block:
|
|
+ SMM would crash if a parameter draw triggers an error during `additional_optimizer_steps = 13` (see !1998)
|
|
+ Simulation with `bytecode` and `stack_solve_algo=4` could give incorrect results if the model has a linear block of type “Solve two boundaries simple/complete” (bug fixed in 65e18fe8834b31a885667e0e498e3a2ff0f1f47a)
|
|
+ The `debug` option could not be passed to the command (bug fixed in f3bf8fb8)
|
|
+ Simulation with `bytecode` and `stack_solve_algo=1` could fail to converge (bug fixed in 67a003aa730e59f7b254353ca124909d69dcaaca)
|
|
* In the `estimation` command, the `scale_file` field of the `posterior_sampler_options` option did not correctly load the scale (see !1999)
|
|
+ Simulation with `block` (but without `bytecode`) and `stack_solve_algo=1` gave wrong results in the last simulation period if the model has a block of type “Solve two boundaries simple/complete” (bug fixed in 0147faad5f03cc641fd22d3e5733d4862964ef0b)
|
|
* The `moments_varendo` option of the `estimation` command could crash for large models (bug fixed in 28536314)
|
|
+ Simulation with `bytecode` and `block` would give incorrect results if the model has a linear block of type “Solve forward simple/complete” (bug fixed in 863fa2de1c04d2a33aef042adacdb78dae4d0ae1)
|
|
* The `resid` command would not show `name` tags when used in conjunction with the `ramsey_model` command (bug fixed in a5fe22bd1cf585b4fa3fab4bde958f2f56e8bb8a)
|
|
+ Simulation with `block` (but without `bytecode`) would crash or give incorrect results if the model has a block of type “Solve forward/backward simple/complete” (bug fixed in fa7b331cf4143816a6565e3b5075cc3b10ba879d)
|
|
* Simulations with the `occbin_solver` command would not work if there is only a surprise shock in the first period (bug fixed in 3b592534)
|
|
+ Simulation with `bytecode`, `block` and `stack_solve_algo={0,1,4}` would crash or give incorrect results if the model has a block of type “Solve forward/backward complete” (bug fixed in cdb4f872b24dd811c6053026695d342e05d2b1f9 and 188df7711d4f4a704d7768a61ce70d492cfec9a3)
|
|
* The Liu & West auxiliary particle filter could enter infinite loops (bug fixed in particles@e5a76884332e9ebc608aa50f1abf9ca9c7d0d35a)
|
|
+ Simulation with `block` (but without `bytecode`) gave incorrect results if the model has a block of type “Solve backward simple/complete” (bug fixed in bb793d87cc7dc35fe4fd4767322c2f7b57788eb9)
|
|
|
|
+ Simulation with `block` (with or without `bytecode`) could give incorrect results if the model has a nonlinear block of type “Solve forward/backward simple/complete” (bug fixed in preprocessor@7fff8b34064a98770151b23e45e52c19bfa40569)
|
|
Bugs fixed in version 5.0
|
|
+ Simulation with `bytecode`, `block` and `stack_solve_algo=4` could give incorrect results if the model has a block of type “Solve backward/forward simple/complete” that follows a block of type “Solve two boundaries” (in the sense of the dependency graph) (bug fixed in 96fb676be757725830d354e2d92cc3a947b5ea31)
|
|
-------------------------
|
|
+ The convergence criterion in simulations with `block` (but without `bytecode`) was incorrect: the value of the `tolf` option from the `steady` command was used instead of the value of `tolf` option from the `perfect_foresight_solver` command (bug fixed in dd1ec10ec897d9271b286c7b3b001237938b1111)
|
|
|
|
* Various problems with steady state computation in combination with `block` and/or `bytecode` options of the `model` block:
|
|
* Equations marked with `static`-tags were not detrended when a `deflator` was specified (bug fixed, see #1827)
|
|
+ Steady state computation with `bytecode` and `block` could fail if some equations are marked `[static]` (bug fixed in preprocessor@b78ac1d31fd27b8cc89ac2162d58d029821f9af1 and 8f5815d01d3604494f4a0bffc5f92d842972b844)
|
|
* Parallel execution of `dsge_var` estimation was broken (bug fixed in 5f732803)
|
|
+ Steady state computation with `bytecode`, `block` and `solve_algo` ⩽ 4 or ⩾ 9 could fail
|
|
* The preprocessor would incorrectly simplify forward-looking constant equations of the form `x(+1)=0` to imply `x=0` (bug fixed in Dynare/preprocessor@1cc51296)
|
|
+ Steady state computation with `bytecode`, `block` and `solve_algo=6` would crash or give incorrect results if the model has a block of type “Solve forward/backward complete” (bug fixed in 188df7711d4f4a704d7768a61ce70d492cfec9a3)
|
|
* Under some circumstances, the use of the `model_local_variable` statement would lead to a crash of the preprocessor (see #1782)
|
|
* The `check` command would crash or give incorrect results when using the `block` option of the `model` block and if the model has a block of type “Solve backward complete” (bug fixed in dd34554c4e23a12159388d54fe304698c4d64ca5)
|
|
* When using the `block`-option without `bytecode` the residuals of the static model were incorrectly displayed (bug fixed in 4b76d761)
|
|
* The `static` and `incidence` options of the `model_info` command did not work as documented in the reference manual (bug fixed in 685598c6e2690cfbc4e677cd2148387716ef8243 and preprocessor@7df67819821ac5946e1b4ace3e974752ce533827)
|
|
* When using `k_order_solver`, the `simult_` function ignored requested approximation orders that differed from the one used to compute the decision rules (bug fixed in a2c60dba)
|
|
* Various problems with the `method_of_moments` command:
|
|
* Stochastic simulations of the `k_order_solver` without `pruning` iterated on the policy function with a zero shock vector for the first (non-endogenous) period (see #1819)
|
|
+ It would crash if no `matched_moments` block is present (see !1997)
|
|
* `estimation` would ignore the mean of non-zero observables if the mean was 0 for the initial parameter vector (bug fixed in 83ea804f)
|
|
+ It would always load the full range of the first Excel sheet instead of the `xls_range` of the specified `xls_sheet` (bug fixed in 176baa22)
|
|
* `mode_check` would crash if a parameter was estimated to be exactly 0 (bug fixed in 58b336b2)
|
|
+ SMM would crash if a parameter draw triggers an error during `additional_optimizer_steps = 13` (see !1998)
|
|
* `load_mh_file` would not be able to load proposal density if the previous run was done in parallel (see !1835)
|
|
+ The `debug` option could not be passed to the command (bug fixed in f3bf8fb8)
|
|
* `load_mh_file` would not work with MCMC runs from Dynare versions before 4.6.2 (bug fixed in c1483b4c)
|
|
* In the `estimation` command, the `scale_file` field of the `posterior_sampler_options` option did not correctly load the scale (see !1999)
|
|
* `ramsey_model` would not correctly work with `lmmcp` (bug fixed in 1d10659b)
|
|
* The `moments_varendo` option of the `estimation` command could crash for large models (bug fixed in 28536314)
|
|
* `ramsey_model` would crash if a non-scalar error code was encountered during steady state finding (bug fixed in b1e72d53)
|
|
* The `resid` command would not show `name` tags when used in conjunction with the `ramsey_model` command (bug fixed in a5fe22bd1cf585b4fa3fab4bde958f2f56e8bb8a)
|
|
* Using undefined objects in the `planner_objective` function would yield an erroneous error message about the objective containing exogenous variables (bug fixed in preprocessor@02ee0776)
|
|
* Simulations with the `occbin_solver` command would not work if there is only a surprise shock in the first period (bug fixed in 3b592534)
|
|
* `model_diagnostics` did not correctly handle a previous `loglinear` option (bug fixed in fbd4fa7f)
|
|
* The Liu & West auxiliary particle filter could enter infinite loops (bug fixed in particles@e5a76884332e9ebc608aa50f1abf9ca9c7d0d35a)
|
|
* `solve_algo=3` (csolve) would ignore user-set `maxit` and `tolf` options (bug fixed in 4e0f2bf6)
|
|
|
|
* The `planner_objective` values were not based on the correct initialization of auxiliary variables (if any were present) (bug fixed in 0d483ff8)
|
|
Bugs fixed in version 5.0
|
|
* The `nostrict` command line option was not ignoring unused endogenous variables in `initval`, `endval` and `histval` (bug fixed in preprocessor@02ee0776)
|
|
-------------------------
|
|
* `prior_posterior_statistics_core` could crash for models with eigenvalues very close to 1 (bug fixed in 5d1d5b8a)
|
|
|
|
* The display of the equation numbers in `debug` mode related to issues in the Jacobian would not correctly take auxiliary equations into account (bug fixed in ebe81eb6)
|
|
* Equations marked with `static`-tags were not detrended when a `deflator` was specified (bug fixed, see #1827)
|
|
* The `resid` command was not correctly taking auxiliary and missing equations related to optimal policy (`ramsey_model`, `discretionary_policy`) into account (bug fixed in 37fbf5b6)
|
|
* Parallel execution of `dsge_var` estimation was broken (bug fixed in 5f732803)
|
|
* `bytecode` would lock the `dynamic.bin` file upon encountering an exception, requiring a restart of MATLAB to able to rerun the file (bug fixed in 271d80ab)
|
|
* The preprocessor would incorrectly simplify forward-looking constant equations of the form `x(+1)=0` to imply `x=0` (bug fixed in Dynare/preprocessor@1cc51296)
|
|
* Estimation with the `block` model option would crash when calling the block Kalman filter (bug fixed in 60bf0fd3)
|
|
* Under some circumstances, the use of the `model_local_variable` statement would lead to a crash of the preprocessor (see #1782)
|
|
* The `block` model option would crash if no `initval` statement was present (bug fixed in 5e29a608)
|
|
* When using the `block`-option without `bytecode` the residuals of the static model were incorrectly displayed (bug fixed in 4b76d761)
|
|
* Having a variable with the same name as the mod-file present in the base workspace would result in a crash (bug fixed in f43ee91ed8fe2759c3918e3b270701027b8f456c and cc045caa6f0e6155d4b9e8e1cd2b38f558810ea9)
|
|
* When using `k_order_solver`, the `simult_` function ignored requested approximation orders that differed from the one used to compute the decision rules (bug fixed in a2c60dba)
|
|
* `oo_.FilteredVariablesKStepAheadVariances` was wrongly computed in the Kalman smoother based on the previous period forecast error variance (bug fixed in 088fd641)
|
|
* Stochastic simulations of the `k_order_solver` without `pruning` iterated on the policy function with a zero shock vector for the first (non-endogenous) period (see #1819)
|
|
* Forecasts after `estimation` would not work if there were lagged exogenous variables present (bug fixed in cc045caa6f0e6155d4b9e8e1cd2b38f558810ea9)
|
|
* `estimation` would ignore the mean of non-zero observables if the mean was 0 for the initial parameter vector (bug fixed in 83ea804f)
|
|
* Forecasts after `estimation` with MC would crash if measurement errors were present (bug fixed in c8bc12ab)
|
|
* `mode_check` would crash if a parameter was estimated to be exactly 0 (bug fixed in 58b336b2)
|
|
* Smoother results would be infinity for auxiliary variables associated with lagged exogenous variables (bug fixed in cc045caa6f0e6155d4b9e8e1cd2b38f558810ea9)
|
|
* `load_mh_file` would not be able to load proposal density if the previous run was done in parallel (see !1835)
|
|
* In rare cases, the posterior Kalman smoother could crash due to previously accepted draws violating the Blanchard-Kahn conditions when using an unrestricted state space (bug addressed in 5d1d5b8a)
|
|
* `load_mh_file` would not work with MCMC runs from Dynare versions before 4.6.2 (bug fixed in c1483b4c)
|
|
* `perfect_foresight_solver` would crash for purely static problems (bug fixed in f97c1386857969791bebf27193537f738d947aa3 and 27ee801a6755df021994acf061eb07d7feebf316)
|
|
* `ramsey_model` would not correctly work with `lmmcp` (bug fixed in 1d10659b)
|
|
* Monte Carlo sampling in `identification` would crash if the minimal state space for the Komunjer and Ng test could not be computed (bug fixed in c60a1624)
|
|
* `ramsey_model` would crash if a non-scalar error code was encountered during steady state finding (bug fixed in b1e72d53)
|
|
* Monte Carlo sampling in `identification` would skip the computation of identification statistics for all subsequent parameter draws if an error was triggered by one draw (bug fixed in c60a1624)
|
|
* Using undefined objects in the `planner_objective` function would yield an erroneous error message about the objective containing exogenous variables (bug fixed in preprocessor@02ee0776)
|
|
* The `--steps`-option of Dynare++ was broken (bug fixed in 5eb76900)
|
|
* `model_diagnostics` did not correctly handle a previous `loglinear` option (bug fixed in fbd4fa7f)
|
|
* `smoother2histval` would crash if variable names were too similar (see !1800)
|
|
* `solve_algo=3` (csolve) would ignore user-set `maxit` and `tolf` options (bug fixed in 4e0f2bf6)
|
|
* `smoother2histval` was not keeping track of whether previously stored results were generated with `loglinear` (bug fixed in 2dd65100)
|
|
* The `planner_objective` values were not based on the correct initialization of auxiliary variables (if any were present) (bug fixed in 0d483ff8)
|
|
* The `initval_file` option was not supporting Dynare’s translation of a model into a one lead/lag-model via auxiliary variables (bug fixed in b70d99d1)
|
|
* The `nostrict` command line option was not ignoring unused endogenous variables in `initval`, `endval` and `histval` (bug fixed in preprocessor@02ee0776)
|
|
|
|
* `prior_posterior_statistics_core` could crash for models with eigenvalues very close to 1 (bug fixed in 5d1d5b8a)
|
|
Bugs fixed in version 4.6.4
|
|
* The display of the equation numbers in `debug` mode related to issues in the Jacobian would not correctly take auxiliary equations into account (bug fixed in ebe81eb6)
|
|
---------------------------
|
|
* The `resid` command was not correctly taking auxiliary and missing equations related to optimal policy (`ramsey_model`, `discretionary_policy`) into account (bug fixed in 37fbf5b6)
|
|
|
|
* `bytecode` would lock the `dynamic.bin` file upon encountering an exception, requiring a restart of MATLAB to able to rerun the file (bug fixed in 271d80ab)
|
|
* Passing multiple shock values through a MATLAB/Octave vector in a `mshocks` block would not work (bug fixed in ffa828a659bec9a590ca3794012d1c5b828061a6 and 12ef75314a4d2ba3a36c90cb42476e74e1eec976)
|
|
* Estimation with the `block` model option would crash when calling the block Kalman filter (bug fixed in 60bf0fd3)
|
|
* The `mode_compute=12` option was broken (bug fixed via !1784)
|
|
* The `block` model option would crash if no `initval` statement was present (bug fixed in 5e29a608)
|
|
* The `use_mh_covariance_matrix` option was ignored (bug fixed in cef13ffd)
|
|
* Having a variable with the same name as the mod-file present in the base workspace would result in a crash (bug fixed in f43ee91ed8fe2759c3918e3b270701027b8f456c and cc045caa6f0e6155d4b9e8e1cd2b38f558810ea9)
|
|
* The `load_mh_file` option together with `mh_replic=0` would not allow computing `moments_varendo` for a different list of variables (bug fixed in c27c4fd9)
|
|
* `oo_.FilteredVariablesKStepAheadVariances` was wrongly computed in the Kalman smoother based on the previous period forecast error variance (bug fixed in 088fd641)
|
|
* The `forecast` option was ignored when using `mode_compute=0` without a mode-file to execute the smoother (bug fixed, see https://git.dynare.org/Dynare/dynare/-/merge_requests/1802)
|
|
* Forecasts after `estimation` would not work if there were lagged exogenous variables present (bug fixed in cc045caa6f0e6155d4b9e8e1cd2b38f558810ea9)
|
|
* The `discretionary_policy` command would crash in the presence of news shocks (bug fixed
|
|
* Forecasts after `estimation` with MC would crash if measurement errors were present (bug fixed in c8bc12ab)
|
|
via !1767)
|
|
* Smoother results would be infinity for auxiliary variables associated with lagged exogenous variables (bug fixed in cc045caa6f0e6155d4b9e8e1cd2b38f558810ea9)
|
|
* The `ramsey_constraints` block would crash if the constraints contained defined `parameters` (bug fixed in https://git.dynare.org/Dynare/dynare/-/merge_requests/1788)
|
|
* In rare cases, the posterior Kalman smoother could crash due to previously accepted draws violating the Blanchard-Kahn conditions when using an unrestricted state space (bug addressed in 5d1d5b8a)
|
|
* Identification would display a wrong error message if a unit root was present and `diffuse_filter` had been set (bug fixed via !1782)
|
|
* `perfect_foresight_solver` would crash for purely static problems (bug fixed in f97c1386857969791bebf27193537f738d947aa3 and 27ee801a6755df021994acf061eb07d7feebf316)
|
|
* Particle filter estimation would crash if the initial state covariance became singular for a draw (bug fixed via 38e300b9)
|
|
* Monte Carlo sampling in `identification` would crash if the minimal state space for the Komunjer and Ng test could not be computed (bug fixed in c60a1624)
|
|
* Particle filter estimation would crash if `k_order_solver` option was specified with `options_.particle.pruning` (bug fixed via 0b87f664)
|
|
* Monte Carlo sampling in `identification` would skip the computation of identification statistics for all subsequent parameter draws if an error was triggered by one draw (bug fixed in c60a1624)
|
|
* The initial state covariance in particle filter estimation could be `NaN` when using `nonlinear_filter_initialization=2` despite `options_.particles.pruning=1` (bug fixed in f19decf2)
|
|
* The `--steps`-option of Dynare++ was broken (bug fixed in 5eb76900)
|
|
* Output of `smoother` results when using particle filters would be based on `order=1` (bug fixed, in 417f038c)
|
|
* `smoother2histval` would crash if variable names were too similar (see !1800)
|
|
* Output of `moments_varendo` results when using particle filters would be based on `order=1` (bug fixed in dedfd0c0, 314948ce. and b38d6f81)
|
|
* `smoother2histval` was not keeping track of whether previously stored results were generated with `loglinear` (bug fixed in 2dd65100)
|
|
* When decreasing the `order` in `.mod` files, `oo_.dr` could contain stale results from higher orders (bug fixed in 827a7fca)
|
|
* The `initval_file` option was not supporting Dynare’s translation of a model into a one lead/lag-model via auxiliary variables (bug fixed in b70d99d1)
|
|
* Estimation results using the particle filter at `order=3` would be incorrect if the restricted state space differed from the unrestricted one (bug fixed, see #1768)
|
|
|
|
* The `mode_compute=102` option (SOLVEOPT) could return with `Inf` instead of the last feasible value (bug fixed in a89f21b5)
|
|
Bugs fixed in version 4.6.4
|
|
* Using `analytic_derivation` for Bayesian estimation would result in wrong results when the multivariate Kalman filter entered the steady state stage (bug fixed in c6c9b4e3)
|
|
---------------------------
|
|
* Using `analytic_derivation` for maximum likelihood estimation would result in a crash (bug fixed in 82aa669b)
|
|
|
|
* When using the Bayesian smoother with `filtered_vars`, the field for `Filtered_Variables_X_step_ahead` used the length of vector instead of the actual steps in `filter_step_ahead` (bug fixed in 59dd96db)
|
|
* Passing multiple shock values through a MATLAB/Octave vector in a `mshocks` block would not work (bug fixed in ffa828a659bec9a590ca3794012d1c5b828061a6 and 12ef75314a4d2ba3a36c90cb42476e74e1eec976)
|
|
* `mode_compute=1,3` crashed when `analytic_derivation` was specified (bug fixed in 0718a3eb)
|
|
* The `mode_compute=12` option was broken (bug fixed via !1784)
|
|
* `mode_compute=1,3,102` did only allow for post-MATLAB 2016a option names (bug fixed in ff427807)
|
|
* The `use_mh_covariance_matrix` option was ignored (bug fixed in cef13ffd)
|
|
* The `cova_compute=0` option was not working with user-defined `MCMC_jumping_covariance` (bug fixed via https://git.dynare.org/Dynare/dynare/-/commit/9351fd662fa8ea089c763c403ee4f6d94413ae71)
|
|
* The `load_mh_file` option together with `mh_replic=0` would not allow computing `moments_varendo` for a different list of variables (bug fixed in c27c4fd9)
|
|
* The `mode_compute=1` option was not working with `analytic_derivation` (bug fixed, see https://git.dynare.org/Dynare/dynare/-/issues/1770)
|
|
* The `forecast` option was ignored when using `mode_compute=0` without a mode-file to execute the smoother (bug fixed, see https://git.dynare.org/Dynare/dynare/-/merge_requests/1802)
|
|
* Not all commands were honouring the `M_.dname` folder when saving (bug fixed, see da3943be)
|
|
* The `discretionary_policy` command would crash in the presence of news shocks (bug fixed
|
|
* LaTeX output of the simulated variance decomposition for observables with measurement error could have a wrong variable label (bug fixed in f721a14f)
|
|
via !1767)
|
|
|
|
* The `ramsey_constraints` block would crash if the constraints contained defined `parameters` (bug fixed in https://git.dynare.org/Dynare/dynare/-/merge_requests/1788)
|
|
Bugs fixed in version 4.6.3
|
|
* Identification would display a wrong error message if a unit root was present and `diffuse_filter` had been set (bug fixed via !1782)
|
|
---------------------------
|
|
* Particle filter estimation would crash if the initial state covariance became singular for a draw (bug fixed via 38e300b9)
|
|
|
|
* Particle filter estimation would crash if `k_order_solver` option was specified with `options_.particle.pruning` (bug fixed via 0b87f664)
|
|
* Using an unknown symbol in `irf_shocks` option of `stoch_simul` would lead to
|
|
* The initial state covariance in particle filter estimation could be `NaN` when using `nonlinear_filter_initialization=2` despite `options_.particles.pruning=1` (bug fixed in f19decf2)
|
|
a crash of the preprocessor (preprocessor#57)
|
|
* Output of `smoother` results when using particle filters would be based on `order=1` (bug fixed, in 417f038c)
|
|
* The `endogenous_prior` option did not properly handle missing observations
|
|
* Output of `moments_varendo` results when using particle filters would be based on `order=1` (bug fixed in dedfd0c0, 314948ce. and b38d6f81)
|
|
(bug fixed in 445cbf67)
|
|
* When decreasing the `order` in `.mod` files, `oo_.dr` could contain stale results from higher orders (bug fixed in 827a7fca)
|
|
* The auxiliary particle filter with pruning and resampling would crash (#1718)
|
|
* Estimation results using the particle filter at `order=3` would be incorrect if the restricted state space differed from the unrestricted one (bug fixed, see #1768)
|
|
* Initialization of the state variance for particle filters was buggy (bug
|
|
* The `mode_compute=102` option (SOLVEOPT) could return with `Inf` instead of the last feasible value (bug fixed in a89f21b5)
|
|
fixed via !1762)
|
|
* Using `analytic_derivation` for Bayesian estimation would result in wrong results when the multivariate Kalman filter entered the steady state stage (bug fixed in c6c9b4e3)
|
|
* An `@#else` clause after an `@#ifndef` was not correctly interpreted (#1747)
|
|
* Using `analytic_derivation` for maximum likelihood estimation would result in a crash (bug fixed in 82aa669b)
|
|
* An `@#elseif` clause after an `@#ifdef` or an `@#ifndef` was not correctly
|
|
* When using the Bayesian smoother with `filtered_vars`, the field for `Filtered_Variables_X_step_ahead` used the length of vector instead of the actual steps in `filter_step_ahead` (bug fixed in 59dd96db)
|
|
interpreted (bug fixed in
|
|
* `mode_compute=1,3` crashed when `analytic_derivation` was specified (bug fixed in 0718a3eb)
|
|
preprocessor@5d564eed071b009ae382440435ede70be163ca39)
|
|
* `mode_compute=1,3,102` did only allow for post-MATLAB 2016a option names (bug fixed in ff427807)
|
|
* Perfect foresight simulations of models with a single equation would crash
|
|
* The `cova_compute=0` option was not working with user-defined `MCMC_jumping_covariance` (bug fixed via https://git.dynare.org/Dynare/dynare/-/commit/9351fd662fa8ea089c763c403ee4f6d94413ae71)
|
|
when using either the `lmmcp` option or the `linear_approximation` (bug fixed
|
|
* The `mode_compute=1` option was not working with `analytic_derivation` (bug fixed, see https://git.dynare.org/Dynare/dynare/-/issues/1770)
|
|
in 87cc51932134aea2be55d7cfff4e39c61267c162)
|
|
* Not all commands were honouring the `M_.dname` folder when saving (bug fixed, see da3943be)
|
|
* Inequality constraints on endogenous variables (when using the `lmmcp`
|
|
* LaTeX output of the simulated variance decomposition for observables with measurement error could have a wrong variable label (bug fixed in f721a14f)
|
|
option) were not enforced on purely backward or purely forward models (#1720)
|
|
|
|
* Perfect foresight simulations with `bytecode` and `block` options could crash
|
|
Bugs fixed in version 4.6.3
|
|
if there was a purely forward variable whose value in all periods could be
|
|
---------------------------
|
|
evaluated backward (typically a process of the form `y=a*y(+1)+e`) (#1727)
|
|
|
|
* `extended_path` was broken with `bytecode` (fixed in 71e3e0d4)
|
|
* Using an unknown symbol in `irf_shocks` option of `stoch_simul` would lead to
|
|
* Identification would crash for purely forward-looking models (bug fixed via
|
|
a crash of the preprocessor (preprocessor#57)
|
|
!1775)
|
|
* The `endogenous_prior` option did not properly handle missing observations
|
|
* Under Windows, with Octave, the k-order perturbation and MS-SBVAR MEX files
|
|
(bug fixed in 445cbf67)
|
|
could not be loaded (#1750)
|
|
* The auxiliary particle filter with pruning and resampling would crash (#1718)
|
|
* On Fedora (and possibly other GNU/Linux distributions), compilation from
|
|
* Initialization of the state variance for particle filters was buggy (bug
|
|
source would fail against Octave 5 (fixed in 5389fa20 and
|
|
fixed via !1762)
|
|
e107e93753331cec7465507b3986198d13f71717)
|
|
* An `@#else` clause after an `@#ifndef` was not correctly interpreted (#1747)
|
|
|
|
* An `@#elseif` clause after an `@#ifdef` or an `@#ifndef` was not correctly
|
|
|
|
interpreted (bug fixed in
|
|
Bugs fixed in version 4.6.2
|
|
preprocessor@5d564eed071b009ae382440435ede70be163ca39)
|
|
---------------------------
|
|
* Perfect foresight simulations of models with a single equation would crash
|
|
|
|
when using either the `lmmcp` option or the `linear_approximation` (bug fixed
|
|
* Perfect foresight simulations of purely backward models could deliver an
|
|
in 87cc51932134aea2be55d7cfff4e39c61267c162)
|
|
incorrect result if some exogenous variable appeared with a lag of 2 or more
|
|
* Inequality constraints on endogenous variables (when using the `lmmcp`
|
|
(and neither `block` nor `bytecode` option was used) (fixed via !1759)
|
|
option) were not enforced on purely backward or purely forward models (#1720)
|
|
* Perfect foresight simulations of linear models could deliver an incorrect
|
|
* Perfect foresight simulations with `bytecode` and `block` options could crash
|
|
result if the following four conditions were met:
|
|
if there was a purely forward variable whose value in all periods could be
|
|
+ the model was actually declared as linear through the `linear` option
|
|
evaluated backward (typically a process of the form `y=a*y(+1)+e`) (#1727)
|
|
+ there was an exogenous variable with a lead or a lag
|
|
* `extended_path` was broken with `bytecode` (fixed in 71e3e0d4)
|
|
+ `stack_solve_algo` was equal to 0 (the default) or 7
|
|
* Identification would crash for purely forward-looking models (bug fixed via
|
|
+ neither `block` nor `bytecode` option was used
|
|
!1775)
|
|
(fixed via !1759)
|
|
* Under Windows, with Octave, the k-order perturbation and MS-SBVAR MEX files
|
|
* In stochastic simulations, for variables that actually do not leave the
|
|
could not be loaded (#1750)
|
|
steady state, reported simulated moments could be spurious (due to division
|
|
* On Fedora (and possibly other GNU/Linux distributions), compilation from
|
|
by zero) (#1736)
|
|
source would fail against Octave 5 (fixed in 5389fa20 and
|
|
* Displayed variance decompositions would take into account measurement error
|
|
e107e93753331cec7465507b3986198d13f71717)
|
|
only if measurement errors were present for all observed variables
|
|
|
|
(bug fixed in 6e06acc7)
|
|
|
|
* The posterior variance decompositions with measurement errors computed with
|
|
Bugs fixed in version 4.6.2
|
|
`moments_varendo` were incorrect (bug fixed in 6e06acc7)
|
|
---------------------------
|
|
* `moments_varendo` would not update `oo_.PosteriorTheoreticalMoments` if it
|
|
|
|
was already present from e.g. earlier run of `estimation` (bug fixed in
|
|
* Perfect foresight simulations of purely backward models could deliver an
|
|
f3329c2d)
|
|
incorrect result if some exogenous variable appeared with a lag of 2 or more
|
|
* Identification would in some cases compute wrong Jacobian of moments
|
|
(and neither `block` nor `bytecode` option was used) (fixed via !1759)
|
|
(bug fixed in !1733)
|
|
* Perfect foresight simulations of linear models could deliver an incorrect
|
|
* Identification would display incorrect results if parameter dependence was
|
|
result if the following four conditions were met:
|
|
implemented via a steady state file (bug fix in !1732; see discussion in
|
|
+ the model was actually declared as linear through the `linear` option
|
|
#1733)
|
|
+ there was an exogenous variable with a lead or a lag
|
|
* `generate_trace_plots` would crash when measurement errors were present (bug
|
|
+ `stack_solve_algo` was equal to 0 (the default) or 7
|
|
fixed in f717712e)
|
|
+ neither `block` nor `bytecode` option was used
|
|
* `estimation` would crash for correlated measurement errors (bug fixed in
|
|
(fixed via !1759)
|
|
f717712e)
|
|
* In stochastic simulations, for variables that actually do not leave the
|
|
* Parallel execution/testing could crash instead of aborting with a proper
|
|
steady state, reported simulated moments could be spurious (due to division
|
|
error message (bug fixed in !1758)
|
|
by zero) (#1736)
|
|
* Under macOS, Dynare would incorrectly claim that it is compiled for Octave
|
|
* Displayed variance decompositions would take into account measurement error
|
|
5.2.0 (it is actually compiled for Octave 4.4.1) (bug fixed in
|
|
only if measurement errors were present for all observed variables
|
|
b758c154ce6e3a31155308a68e829bedbdbccf66)
|
|
(bug fixed in 6e06acc7)
|
|
* Using external functions in a model local variable would crash the
|
|
* The posterior variance decompositions with measurement errors computed with
|
|
preprocessor (bug fixed in
|
|
`moments_varendo` were incorrect (bug fixed in 6e06acc7)
|
|
preprocessor@931935a9420804db7e7d528659ef3be2801886d6)
|
|
* `moments_varendo` would not update `oo_.PosteriorTheoreticalMoments` if it
|
|
* Tolerance criteria for steady state computations were inconsistently set
|
|
was already present from e.g. earlier run of `estimation` (bug fixed in
|
|
(fixed in 607a273bb0086ed36831b36327c1b3c456e539b2)
|
|
f3329c2d)
|
|
* `stoch_simul` with its default `order=2` would crash with a message about
|
|
* Identification would in some cases compute wrong Jacobian of moments
|
|
`hessian_eq_zero` not existing if an explicit `order=1` was present somewhere
|
|
(bug fixed in !1733)
|
|
else in the `.mod` file (bug fixed in preprocessor@5cc9f216)
|
|
* Identification would display incorrect results if parameter dependence was
|
|
* Model local variables were not written to the `modfile.json` JSON file (see
|
|
implemented via a steady state file (bug fix in !1732; see discussion in
|
|
#1723)
|
|
#1733)
|
|
* Model local variables names would have two spurious underscores when defined
|
|
* `generate_trace_plots` would crash when measurement errors were present (bug
|
|
in the `dynamic.json` and `static.json` files (but only in the definition,
|
|
fixed in f717712e)
|
|
not when they were used, which is inconsistent) (bug fixed in
|
|
* `estimation` would crash for correlated measurement errors (bug fixed in
|
|
preprocessor@f9ab44da56558ae4be891ad97e52b637484551f6)
|
|
f717712e)
|
|
* The `solve_algo=9` option was not accessible. The `solve_algo=10` and
|
|
* Parallel execution/testing could crash instead of aborting with a proper
|
|
`solve_algo=11` options were not accessible with `block` (without `bytecode`)
|
|
error message (bug fixed in !1758)
|
|
(bug fixed in bd7eb2f88d462fa77fce42faf5b0357018917a22)
|
|
* Under macOS, Dynare would incorrectly claim that it is compiled for Octave
|
|
* Under certain circumstances, the `extended_path` command would crash when
|
|
5.2.0 (it is actually compiled for Octave 4.4.1) (bug fixed in
|
|
used in conjunction with the `block` option (see #1717)
|
|
b758c154ce6e3a31155308a68e829bedbdbccf66)
|
|
* The `extended_path` command was not working with `bytecode` option (see
|
|
* Using external functions in a model local variable would crash the
|
|
#1717)
|
|
preprocessor (bug fixed in
|
|
* The `shock_decomposition` command was not accepting the options of
|
|
preprocessor@931935a9420804db7e7d528659ef3be2801886d6)
|
|
`estimation` related to smoothing (see !1724)
|
|
* Tolerance criteria for steady state computations were inconsistently set
|
|
* The `conditional_forecast` command would display a warning even if the
|
|
(fixed in 607a273bb0086ed36831b36327c1b3c456e539b2)
|
|
simulation was successful (see !1725)
|
|
* `stoch_simul` with its default `order=2` would crash with a message about
|
|
* The `prior_trunc` option of `identification` was not working (see !1723)
|
|
`hessian_eq_zero` not existing if an explicit `order=1` was present somewhere
|
|
* The `proposal_distribution` option of the
|
|
else in the `.mod` file (bug fixed in preprocessor@5cc9f216)
|
|
`tailored_random_block_metropolis_hastings` was not working (see !1727)
|
|
* Model local variables were not written to the `modfile.json` JSON file (see
|
|
* Perfect foresight simulations of backward models would crash if convergence
|
|
#1723)
|
|
failed with to complex-valued residuals (see !1726)
|
|
* Model local variables names would have two spurious underscores when defined
|
|
* The diffuse Kalman smoother would crash if `Finf` became singular (see !1728)
|
|
in the `dynamic.json` and `static.json` files (but only in the definition,
|
|
|
|
not when they were used, which is inconsistent) (bug fixed in
|
|
|
|
preprocessor@f9ab44da56558ae4be891ad97e52b637484551f6)
|
|
Bugs fixed in version 4.6.1
|
|
* The `solve_algo=9` option was not accessible. The `solve_algo=10` and
|
|
---------------------------
|
|
`solve_algo=11` options were not accessible with `block` (without `bytecode`)
|
|
|
|
(bug fixed in bd7eb2f88d462fa77fce42faf5b0357018917a22)
|
|
* Installation on macOS would fail if the GCC compiler was supposed to be
|
|
* Under certain circumstances, the `extended_path` command would crash when
|
|
installed and `www.google.com` was not reachable or blocked. (Bug fixed in
|
|
used in conjunction with the `block` option (see #1717)
|
|
769028414262d74b68903d25728f622e135a6609)
|
|
* The `extended_path` command was not working with `bytecode` option (see
|
|
* Dynare++ was missing the `dynare_simul.m` file. (See !1713)
|
|
#1717)
|
|
* The parameter vector `M_.params` would not be correctly updated after calls
|
|
* The `shock_decomposition` command was not accepting the options of
|
|
to `stoch_simul` and `discretionary_policy` if parameters had been modified
|
|
`estimation` related to smoothing (see !1724)
|
|
in a steady state file. (See #1711)
|
|
* The `conditional_forecast` command would display a warning even if the
|
|
* The `stoch_simul` command with both the `nograph` and `TeX` options would
|
|
simulation was successful (see !1725)
|
|
crash. (See !1715)
|
|
* The `prior_trunc` option of `identification` was not working (see !1723)
|
|
* The `stoch_simul` command with the `noprint` option would crash. (See !1721)
|
|
* The `proposal_distribution` option of the
|
|
* The `prior moments` command would crash if the used parameter vector
|
|
`tailored_random_block_metropolis_hastings` was not working (see !1727)
|
|
triggered an error code. (See !1721)
|
|
* Perfect foresight simulations of backward models would crash if convergence
|
|
* In case of problem, the `discretionary_policy` command would crash instead of
|
|
failed with to complex-valued residuals (see !1726)
|
|
aborting with a proper error code. (See !1716)
|
|
* The diffuse Kalman smoother would crash if `Finf` became singular (see !1728)
|
|
* Computing of prior/posterior statistics would not work in parallel. (Bug
|
|
|
|
fixed in 54fe1c754c1e7d9457ed2b320610672b4da7d934)
|
|
|
|
* Closing of parallel estimation on GNU/Linux could crash. (Bug fixed in
|
|
Bugs fixed in version 4.6.1
|
|
25d7930186b2b8f02604758dfc6d854e955ffd92)
|
|
---------------------------
|
|
* The `histval` command would not work in combination with the
|
|
|
|
`predetermined_variables` command. (See preprocessor#47)
|
|
* Installation on macOS would fail if the GCC compiler was supposed to be
|
|
* Ramsey optimal policy with multiple instruments would crash if a steady state
|
|
installed and `www.google.com` was not reachable or blocked. (Bug fixed in
|
|
file returned complex values, instead of providing an error message. (See
|
|
769028414262d74b68903d25728f622e135a6609)
|
|
!1720)
|
|
* Dynare++ was missing the `dynare_simul.m` file. (See !1713)
|
|
* The `model_diagnostics` command would not correctly update the parameter
|
|
* The parameter vector `M_.params` would not be correctly updated after calls
|
|
vector if the latter was set in a steady state file. (See !1722)
|
|
to `stoch_simul` and `discretionary_policy` if parameters had been modified
|
|
* The `model_diagnostics` command would ignore the `nocheck` steady state flag.
|
|
in a steady state file. (See #1711)
|
|
(See !1722)
|
|
* The `stoch_simul` command with both the `nograph` and `TeX` options would
|
|
|
|
crash. (See !1715)
|
|
Bugs fixed in version 4.6.0
|
|
* The `stoch_simul` command with the `noprint` option would crash. (See !1721)
|
|
---------------------------
|
|
* The `prior moments` command would crash if the used parameter vector
|
|
|
|
triggered an error code. (See !1721)
|
|
* Estimation: the check for stochastic singularity erroneously would only take
|
|
* In case of problem, the `discretionary_policy` command would crash instead of
|
|
estimated measurement error into account. (Bug fixed in
|
|
aborting with a proper error code. (See !1716)
|
|
da0ad6736761a60faf10799f63b81e2c69547b6c)
|
|
* Computing of prior/posterior statistics would not work in parallel. (Bug
|
|
* Estimation: if the Hessian at the mode was not positive definite, the Laplace
|
|
fixed in 54fe1c754c1e7d9457ed2b320610672b4da7d934)
|
|
approximation returned a complex number, but only displayed the real-valued
|
|
* Closing of parallel estimation on GNU/Linux could crash. (Bug fixed in
|
|
part. (Bug fixed in 00757767166083f0c2514f147b73545f75322dc9)
|
|
25d7930186b2b8f02604758dfc6d854e955ffd92)
|
|
* Conditional Forecasting: using one period only would result in a crash. (Bug
|
|
* The `histval` command would not work in combination with the
|
|
fixed in 33f19d35d9b5fa5f1cf3b72211ef960017bdea6e)
|
|
`predetermined_variables` command. (See preprocessor#47)
|
|
* First-order approximation was not working with purely forward-looking models.
|
|
* Ramsey optimal policy with multiple instruments would crash if a steady state
|
|
(See #1641, bug fixed in 7a2d5d4f0ed03f8e925ef4bfb16a8d201c0b0d7f)
|
|
file returned complex values, instead of providing an error message. (See
|
|
* The preprocessor would not allow for inline comments including macro
|
|
!1720)
|
|
statements. (See preprocessor#8, bug fixed by rewrite of macro processor:
|
|
* The `model_diagnostics` command would not correctly update the parameter
|
|
commits preprocessor@17e040f3f6f8782448a36106ad7c29715bcebf3a to
|
|
vector if the latter was set in a steady state file. (See !1722)
|
|
preprocessor@15620163898dde4883fb99472a2f30956dd40eb5)
|
|
* The `model_diagnostics` command would ignore the `nocheck` steady state flag.
|
|
* Using the `STEADY_STATE()` operator on exogenous variables would lead to
|
|
(See !1722)
|
|
crashes in stochastic simulations. (see #825)
|
|
|
|
* `moment_calibration`: for autocorrelation functions, the x-axis labeling had
|
|
Bugs fixed in version 4.6.0
|
|
the wrong order. (Bug fixed in 8713e46c4ed022d728852f19141bc76e8b227ec9)
|
|
---------------------------
|
|
* `plot_identification`: placement of white dots indicating infinite values was
|
|
|
|
incorrect
|
|
* Estimation: the check for stochastic singularity erroneously would only take
|
|
* Automatic detrending would sometime refuse to detrend model despite the user
|
|
estimated measurement error into account. (Bug fixed in
|
|
having given correct trends. (See #1389)
|
|
da0ad6736761a60faf10799f63b81e2c69547b6c)
|
|
* Using `use_dll` + `fast` options would not always recompile the model when
|
|
* Estimation: if the Hessian at the mode was not positive definite, the Laplace
|
|
the equations were changed. (See #1661)
|
|
approximation returned a complex number, but only displayed the real-valued
|
|
* Under certain circumstances, the combination of `bytecode` and
|
|
part. (Bug fixed in 00757767166083f0c2514f147b73545f75322dc9)
|
|
`stack_solve_algo=1` options could lead to crashes or wrong results. (see
|
|
* Conditional Forecasting: using one period only would result in a crash. (Bug
|
|
#1652)
|
|
fixed in 33f19d35d9b5fa5f1cf3b72211ef960017bdea6e)
|
|
|
|
* First-order approximation was not working with purely forward-looking models.
|
|
Bugs fixed in version 4.5.7
|
|
(See #1641, bug fixed in 7a2d5d4f0ed03f8e925ef4bfb16a8d201c0b0d7f)
|
|
---------------------------
|
|
* The preprocessor would not allow for inline comments including macro
|
|
|
|
statements. (See preprocessor#8, bug fixed by rewrite of macro processor:
|
|
* 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)
|
|
commits preprocessor@17e040f3f6f8782448a36106ad7c29715bcebf3a to
|
|
* In pathological cases, `mode_compute=5` (`newrat`) might enter an infinite loop (bug fixed in d5e25c8f436e88f2bc3dbba0237cdcf3f245d80f; see also #1636)
|
|
preprocessor@15620163898dde4883fb99472a2f30956dd40eb5)
|
|
* `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)
|
|
* Using the `STEADY_STATE()` operator on exogenous variables would lead to
|
|
* 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)
|
|
crashes in stochastic simulations. (see #825)
|
|
* Dynare++: IRFs were incorrectly computed (bug fixed in 8698b4c540f2f9881f2201a30b6d08344b23068f; see also #1634)
|
|
* `moment_calibration`: for autocorrelation functions, the x-axis labeling had
|
|
* `dynare_sensitivity` did not display the figures of `irf_calibration`, it only stored them on the disk (bug fixed in d613d11b6cbd4d071658eb6db7bc0498bc0a9fc9)
|
|
the wrong order. (Bug fixed in 8713e46c4ed022d728852f19141bc76e8b227ec9)
|
|
* Scatter plots generated by `dynare_sensitivity` did not correctly display LaTeX names (bug fixed in b0d5eadd600bc2da477498d4df8d2b8d59eb8025)
|
|
* `plot_identification`: placement of white dots indicating infinite values was
|
|
* Parameter updating via steady state files did not correctly work in case of using [static]/[dynamic] equation tags (bug fixed in 5beea983aad5233b1db905fd4a0ce4e1d3160143; see #1627)
|
|
incorrect
|
|
* Memory leaks in `k_order_pert` could lead to crashes (bugs fixed in 7c5ca5f84822911d7b60e2d838cbc553d1d3958f, 9dce3b836a80b00dd59582e964e23d637a5972d6, and f25ec51f01ca8a0b34ad17ae5e41d7d0b8b2e992)
|
|
* Automatic detrending would sometime refuse to detrend model despite the user
|
|
* Predetermined variables were not properly set when used in model local variables (bug fixed in a07f3fdec46a79d9f652ca273458e0d63490e335)
|
|
having given correct trends. (See #1389)
|
|
* Posterior moment computation did not correctly update the covariance matrix of exogenous shocks during posterior sampling (bug fixed in !1627)
|
|
* Using `use_dll` + `fast` options would not always recompile the model when
|
|
* 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)
|
|
the equations were changed. (See #1661)
|
|
* The `forecast` command crashed if the model was declared as linear and contained deterministic exogenous variables (bug fixed in fda021855cbe511674c6bdeededa170ce27a0d17 and 14eb831cdf65e0d68a53003811409501942fd566; see #1608)
|
|
* Under certain circumstances, the combination of `bytecode` and
|
|
* Block decomposition is broken when used in conjunction with `varexo_det` (bug fixed in preprocessor@fa039b8c4197cbc385c4baa10aca7f520de5cfb6)
|
|
`stack_solve_algo=1` options could lead to crashes or wrong results. (see
|
|
* 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)
|
|
#1652)
|
|
* Realtime annualized shock decompositions added the wrong steady state value (bug fixed in 5badd34380f20e511e91b455482931c107a8f73b)
|
|
|
|
* `mh_recover` option crashed when using slice sampler (bug fixed in 4ba9c9296f1939fa14b1401886d9e9b86541e5e3)
|
|
Bugs fixed in version 4.5.7
|
|
* x-axis values in plots of moment restrictions were wrong for autocovariances (bug fixed in b0e7c47a000a679420970f1d05e4f2ed7d60764c)
|
|
---------------------------
|
|
* `dynasave` and `dynatype` did not accept exogenous variables (bug fixed in bf102030cbddeb4e2a405e75efa3dfdc2be6dc53)
|
|
|
|
|
|
* 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)
|
|
Bugs fixed in version 4.5.6
|
|
* In pathological cases, `mode_compute=5` (`newrat`) might enter an infinite loop (bug fixed in d5e25c8f436e88f2bc3dbba0237cdcf3f245d80f; see also #1636)
|
|
---------------------------
|
|
* `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)
|
|
|
|
* 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)
|
|
* TaRB sampler: incorrect last posterior was returned if the last draw was rejected (bug fixed in 433a68169d3a1576992bdf523c3265d17679f23f).
|
|
* Dynare++: IRFs were incorrectly computed (bug fixed in 8698b4c540f2f9881f2201a30b6d08344b23068f; see also #1634)
|
|
* Fixed online particle filter by drawing initial conditions in the prior distribution (see particles@ef22c716d3e23f749b82cb0e73392ddcf93c42b4)
|
|
* `dynare_sensitivity` did not display the figures of `irf_calibration`, it only stored them on the disk (bug fixed in d613d11b6cbd4d071658eb6db7bc0498bc0a9fc9)
|
|
* Fixed evaluation of the likelihood in non linear / particle filters (see particles@427e88e6b41bd4d228d010536db30f40f2b00aee, particles@1f08164b05b6276f82cb48ca27ccde54e9f634c7 and particles@35c3a9fcd9181d1f5ba250172a6abf5daa0a04dd)
|
|
* Scatter plots generated by `dynare_sensitivity` did not correctly display LaTeX names (bug fixed in b0d5eadd600bc2da477498d4df8d2b8d59eb8025)
|
|
* Added missing documented `montecarlo` option in Gaussian Filter and Nonlinear Kalman Filter (bug fixed in particles@ee6eaa8449033b7074a468646e93dbaaf76160c9 and particles@28f7c7621babacfa6eb7588b3ec25e47914dedb1)
|
|
* Parameter updating via steady state files did not correctly work in case of using [static]/[dynamic] equation tags (bug fixed in 5beea983aad5233b1db905fd4a0ce4e1d3160143; see #1627)
|
|
* Added back a flag to deal with errors on Cholesky decomposition in the Conditional Particle Filter (bug fixed in particles@43615ce4f6bd522f3a7b309e3025204b9ab9df59)
|
|
* Memory leaks in `k_order_pert` could lead to crashes (bugs fixed in 7c5ca5f84822911d7b60e2d838cbc553d1d3958f, 9dce3b836a80b00dd59582e964e23d637a5972d6, and f25ec51f01ca8a0b34ad17ae5e41d7d0b8b2e992)
|
|
* 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)
|
|
* Predetermined variables were not properly set when used in model local variables (bug fixed in a07f3fdec46a79d9f652ca273458e0d63490e335)
|
|
* `mode_compute=8`: the error code during mode-finding was not correctly handled, resulting in crashes (bug fixed in 97229177b44cfabcafa8f4ab4eada0de7c9cc37c)
|
|
* Posterior moment computation did not correctly update the covariance matrix of exogenous shocks during posterior sampling (bug fixed in !1627)
|
|
* Identification was not correctly displaying a message for collinear parameters if there was no unidentified parameter present (bug fixed in b8094a2e8494e4cb65eebd710c9ac47adee5aa7f and 6607d3907a0ddfcb8f13c70c6a9c6f9b533eb2db)
|
|
* 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)
|
|
|
|
* The `forecast` command crashed if the model was declared as linear and contained deterministic exogenous variables (bug fixed in fda021855cbe511674c6bdeededa170ce27a0d17 and 14eb831cdf65e0d68a53003811409501942fd566; see #1608)
|
|
Bugs fixed in version 4.5.5
|
|
* Block decomposition is broken when used in conjunction with `varexo_det` (bug fixed in preprocessor@fa039b8c4197cbc385c4baa10aca7f520de5cfb6)
|
|
---------------------------
|
|
* 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)
|
|
|
|
* Realtime annualized shock decompositions added the wrong steady state value (bug fixed in 5badd34380f20e511e91b455482931c107a8f73b)
|
|
* Identification was crashing during prior sampling if `ar` was initially too low (bug fixed in 09ac7f6249e1553396ab0b70ff7e96ed72aafb1c)
|
|
* `mh_recover` option crashed when using slice sampler (bug fixed in 4ba9c9296f1939fa14b1401886d9e9b86541e5e3)
|
|
* The `align` method on `dseries` did not return a functional second `dseries` output (bug fixed in 667bfb69480b3b45afcc4449411e27707a0cd7b6).
|
|
* x-axis values in plots of moment restrictions were wrong for autocovariances (bug fixed in b0e7c47a000a679420970f1d05e4f2ed7d60764c)
|
|
* `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)
|
|
* `dynasave` and `dynatype` did not accept exogenous variables (bug fixed in bf102030cbddeb4e2a405e75efa3dfdc2be6dc53)
|
|
* `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)
|
|
|
|
* 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)
|
|
Bugs fixed in version 4.5.6
|
|
|
|
---------------------------
|
|
Bugs fixed in version 4.5.4
|
|
|
|
---------------------------
|
|
* TaRB sampler: incorrect last posterior was returned if the last draw was rejected (bug fixed in 433a68169d3a1576992bdf523c3265d17679f23f).
|
|
|
|
* Fixed online particle filter by drawing initial conditions in the prior distribution (see particles@ef22c716d3e23f749b82cb0e73392ddcf93c42b4)
|
|
* The `type` option of `plot_shock_decomposition` is always set to `qoq`, regardless of what is specified (bug fixed in ff1ae57ec06eb1ded0aefc04bbd64b0076c27209).
|
|
* Fixed evaluation of the likelihood in non linear / particle filters (see particles@427e88e6b41bd4d228d010536db30f40f2b00aee, particles@1f08164b05b6276f82cb48ca27ccde54e9f634c7 and particles@35c3a9fcd9181d1f5ba250172a6abf5daa0a04dd)
|
|
|
|
* Added missing documented `montecarlo` option in Gaussian Filter and Nonlinear Kalman Filter (bug fixed in particles@ee6eaa8449033b7074a468646e93dbaaf76160c9 and particles@28f7c7621babacfa6eb7588b3ec25e47914dedb1)
|
|
* Bug in GSA when no parameter is detected below pvalue threshold (fixed in ec35210e06ac45a46da52c272d78173990cb92c4).
|
|
* Added back a flag to deal with errors on Cholesky decomposition in the Conditional Particle Filter (bug fixed in particles@43615ce4f6bd522f3a7b309e3025204b9ab9df59)
|
|
|
|
* 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)
|
|
* Various bug fixes in shock decompositions (see 45166aba81011183ca68c697ef3851da8c990548, 5d6b688f3889e9a948f336cc78afecbf0ab908b0, a04b2876f246860452a8fe8a2e2fdbb7aee92a7e, fd8a69d97bd09707266b5a65e33e71ef67b81475, 3e589d24401502e5b1fda8cdd69e1bc9c2545885, a63bc5b7f0180ea32930672acd64e89fec9d1209, and f4b25efc5aba740eefd3b41231d7dbf400340b8f).
|
|
* `mode_compute=8`: the error code during mode-finding was not correctly handled, resulting in crashes (bug fixed in 97229177b44cfabcafa8f4ab4eada0de7c9cc37c)
|
|
|
|
* Identification was not correctly displaying a message for collinear parameters if there was no unidentified parameter present (bug fixed in b8094a2e8494e4cb65eebd710c9ac47adee5aa7f and 6607d3907a0ddfcb8f13c70c6a9c6f9b533eb2db)
|
|
* Bug in reading in macro arrays passed on `dynare` command line via the `-D` option (see 204d9cd05fef9ac6fda8530536578c05fab66366, and 3a6227387b497d90d00a117777020ad0191c0988)
|
|
|
|
|
|
Bugs fixed in version 4.5.5
|
|
* Estimation with missing values was crashing if the `prefilter` option was used (see 92549e48b12c60165693f9ea1289825e88b35cdd).
|
|
---------------------------
|
|
|
|
|
|
* 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).
|
|
* Identification was crashing during prior sampling if `ar` was initially too low (bug fixed in 09ac7f6249e1553396ab0b70ff7e96ed72aafb1c)
|
|
|
|
* The `align` method on `dseries` did not return a functional second `dseries` output (bug fixed in 667bfb69480b3b45afcc4449411e27707a0cd7b6).
|
|
* The `stoch_simul` command was crashing with a cryptic message if option `order=3` was used without setting `k_order_solver` (see 28b499af3bb53fc8afd02e209f8120e241e519e6).
|
|
* `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)
|
|
|
|
* `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)
|
|
* In cases where the prior bounds are infinite and the mode is estimated at exactly 0, no `mode_check` graphs were displayed (see ef797eec0f59b5e363966cd90776e76ec8c2f5f8).
|
|
* 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)
|
|
|
|
|
|
* Parallel execution of MCMC was broken in models without auxiliary variables (see ec3fb76aa7794141dc72bbd5f151dcc7a837b8bb, and bbdde4626ea1585b30f6c554c669fc429686551b).
|
|
Bugs fixed in version 4.5.4
|
|
|
|
---------------------------
|
|
* Reading data with column names from Excel might crash (see 8e73289fe5ebbe5ae9f69260afc7ffa69571362f).
|
|
|
|
|
|
* The `type` option of `plot_shock_decomposition` is always set to `qoq`, regardless of what is specified (bug fixed in ff1ae57ec06eb1ded0aefc04bbd64b0076c27209).
|
|
* The multivariate Kalman smoother was crashing in case of missing data in the observations and `Finf` became singular (see cbc0cdfef838b58f17c9a564a27b0bc7c302a6ec).
|
|
|
|
|
|
* Bug in GSA when no parameter is detected below pvalue threshold (fixed in ec35210e06ac45a46da52c272d78173990cb92c4).
|
|
* 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).
|
|
|
|
|
|
* Various bug fixes in shock decompositions (see 45166aba81011183ca68c697ef3851da8c990548, 5d6b688f3889e9a948f336cc78afecbf0ab908b0, a04b2876f246860452a8fe8a2e2fdbb7aee92a7e, fd8a69d97bd09707266b5a65e33e71ef67b81475, 3e589d24401502e5b1fda8cdd69e1bc9c2545885, a63bc5b7f0180ea32930672acd64e89fec9d1209, and f4b25efc5aba740eefd3b41231d7dbf400340b8f).
|
|
* Nested `@#ifdef` and `@#ifndef` statements don't work in the macroprocessor (see 047597d40b4dbab8608226c6f9e8e6d85495fd33)
|
|
|
|
|
|
* Bug in reading in macro arrays passed on `dynare` command line via the `-D` option (see 204d9cd05fef9ac6fda8530536578c05fab66366, and 3a6227387b497d90d00a117777020ad0191c0988)
|
|
Bugs fixed in version 4.5.3
|
|
|
|
---------------------------
|
|
* Estimation with missing values was crashing if the `prefilter` option was used (see 92549e48b12c60165693f9ea1289825e88b35cdd).
|
|
|
|
|
|
* `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).
|
|
* 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).
|
|
|
|
|
|
Bugs fixed in version 4.5.2
|
|
* The `stoch_simul` command was crashing with a cryptic message if option `order=3` was used without setting `k_order_solver` (see 28b499af3bb53fc8afd02e209f8120e241e519e6).
|
|
---------------------------
|
|
|
|
|
|
* In cases where the prior bounds are infinite and the mode is estimated at exactly 0, no `mode_check` graphs were displayed (see ef797eec0f59b5e363966cd90776e76ec8c2f5f8).
|
|
- `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).
|
|
|
|
|
|
* Parallel execution of MCMC was broken in models without auxiliary variables (see ec3fb76aa7794141dc72bbd5f151dcc7a837b8bb, and bbdde4626ea1585b30f6c554c669fc429686551b).
|
|
- `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).
|
|
|
|
|
|
* Reading data with column names from Excel might crash (see 8e73289fe5ebbe5ae9f69260afc7ffa69571362f).
|
|
- After ML, Bayesian estimation when not specifying the smoother option or `mh_replic=0` not all smoothed measurement errors were displayed (see 4cd259baa61c073a1ee2e8c623191b48c626654c).
|
|
|
|
|
|
* The multivariate Kalman smoother was crashing in case of missing data in the observations and `Finf` became singular (see cbc0cdfef838b58f17c9a564a27b0bc7c302a6ec).
|
|
- `conditional_forecasts`. Fixed error in reference manual (see b4a52b80765bb2b52109a7b5f0826e55901541cd).
|
|
|
|
|
|
* 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).
|
|
- Smoother. Provide informative error instead of crashing when model cannot be solved (see 8ccebd9e23b840fac0e0eea634cecb3ed1895c1f).
|
|
|
|
|
|
* Nested `@#ifdef` and `@#ifndef` statements don't work in the macroprocessor (see 047597d40b4dbab8608226c6f9e8e6d85495fd33)
|
|
- The `nopathchange` preprocessor option was always triggered, regardless of whether it was passed or not (see 41e6ecaacdead14b48434376e26646f9944614dd).
|
|
|
|
|
|
Bugs fixed in version 4.5.3
|
|
- When `ramsey_policy` is used, allow state variables to be set in `histval` block. (see #1193)
|
|
---------------------------
|
|
|
|
|
|
- `histval` erroneously accepts leads, leading to cryptic crashes (see #1510)
|
|
* `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).
|
|
|
|
|
|
- The prior MC draws from previous runs were not deleted, potentially resulting in loading stale files (see !1515)
|
|
Bugs fixed in version 4.5.2
|
|
|
|
---------------------------
|
|
- `estim_params_` was being declared `global` more than once. (see #1518)
|
|
|
|
|
|
- `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).
|
|
- Fixed crashes happening when simulating linear models with order>1 (see 0f84dadb9afd6d19aaaa469812ad110910d9a879).
|
|
|
|
|
|
- `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).
|
|
- Make empirical moments independent of `simul_replic`, as stated in the reference manual, by outputting moments computed with the first simulated sample (see f0b9f453e9734c40245cda9bf9aa70aebfddef59).
|
|
|
|
|
|
- After ML, Bayesian estimation when not specifying the smoother option or `mh_replic=0` not all smoothed measurement errors were displayed (see 4cd259baa61c073a1ee2e8c623191b48c626654c).
|
|
- The `prior_function` required a preceding `estimation`-command to properly set up the prior (see 802536da96f6f25229c84324d151ca2f8a6535f8).
|
|
|
|
|
|
- `conditional_forecasts`. Fixed error in reference manual (see b4a52b80765bb2b52109a7b5f0826e55901541cd).
|
|
- If the mode for a parameter was at exactly 0, `mode_check` was crashing (see 86e646488c260ba46941706a716ba19cdcdb8cdc)
|
|
|
|
|
|
- Smoother. Provide informative error instead of crashing when model cannot be solved (see 8ccebd9e23b840fac0e0eea634cecb3ed1895c1f).
|
|
- 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.
|
|
|
|
|
|
- The `nopathchange` preprocessor option was always triggered, regardless of whether it was passed or not (see 41e6ecaacdead14b48434376e26646f9944614dd).
|
|
- 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.
|
|
|
|
|
|
- When `ramsey_policy` is used, allow state variables to be set in `histval` block. (see #1193)
|
|
- Fixed bug in Ramsey problem with constraints on policy instrument (see 0068f9f6b6963bee6bc440147fadbcbe0cb497a8).
|
|
|
|
|
|
- `histval` erroneously accepts leads, leading to cryptic crashes (see #1510)
|
|
- Fixed crash with optimizer 5 ('newrat') when not used with DSGE model at order 1 (see #1494 and da063b2e1862ee2e8f9e01482931214ff165f001)
|
|
|
|
|
|
- The prior MC draws from previous runs were not deleted, potentially resulting in loading stale files (see !1515)
|
|
Bugs fixed in version 4.5.1
|
|
|
|
---------------------------
|
|
- `estim_params_` was being declared `global` more than once. (see #1518)
|
|
|
|
|
|
- Fixed out of memory issue with simpsa algorithm (see 89326090b929ee631e0bf472e00e6218fc34bd3d).
|
|
- Fixed crashes happening when simulating linear models with order>1 (see 0f84dadb9afd6d19aaaa469812ad110910d9a879).
|
|
|
|
|
|
- Added missing plots for measurement errors with `generate_trace_plot` command (see aa2a1e4d6046ce841a724af587d9c6f1b3dfa706)
|
|
- Make empirical moments independent of `simul_replic`, as stated in the reference manual, by outputting moments computed with the first simulated sample (see f0b9f453e9734c40245cda9bf9aa70aebfddef59).
|
|
|
|
|
|
- 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)
|
|
- The `prior_function` required a preceding `estimation`-command to properly set up the prior (see 802536da96f6f25229c84324d151ca2f8a6535f8).
|
|
|
|
|
|
- Results of the posterior conditional variance decomposition after MCMC were not correctly computed (see 0b9244dc01ef3052f23f3225194789ad0fdb574d)
|
|
- If the mode for a parameter was at exactly 0, `mode_check` was crashing (see 86e646488c260ba46941706a716ba19cdcdb8cdc)
|
|
|
|
|
|
- Options `use_shock_groups` and `colormap` of the `shock_decomposition` command were not working (see !1470 and 6de2176473ee7a5770a9782a303348c0d7a2c512)
|
|
- 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.
|
|
|
|
|
|
- Added a clean error message if sensitivity toolbox is used with recursive estimation (see 970feee3422ebf48d26c22dace0877cce71559c3)
|
|
- 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.
|
|
|
|
|
|
- Computation of posterior filtered variables was crashing in models with only one variable (see 1f20ceb46168074e7400b206774282dd27a2f1fd)
|
|
- Fixed bug in Ramsey problem with constraints on policy instrument (see 0068f9f6b6963bee6bc440147fadbcbe0cb497a8).
|
|
|
|
|
|
- Fixed various typos and errors in the reference manual
|
|
- Fixed crash with optimizer 5 ('newrat') when not used with DSGE model at order 1 (see #1494 and da063b2e1862ee2e8f9e01482931214ff165f001)
|
|
|
|
|
|
Bugs fixed in version 4.5.0
|
|
Bugs fixed in version 4.5.1
|
|
---------------------------
|
|
---------------------------
|
|
|
|
|
|
- BVAR models
|
|
- Fixed out of memory issue with simpsa algorithm (see 89326090b929ee631e0bf472e00e6218fc34bd3d).
|
|
|
|
|
|
+ `bvar_irf` could display IRFs in an unreadable way when they moved from
|
|
- Added missing plots for measurement errors with `generate_trace_plot` command (see aa2a1e4d6046ce841a724af587d9c6f1b3dfa706)
|
|
negative to positive values (see bf707c1975bc9a5c412a5e2d2747dc445e268ba7),
|
|
|
|
|
|
- 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)
|
|
+ In contrast to what is stated in the documentation, the confidence interval
|
|
|
|
size `conf_sig` was 0.6 by default instead of 0.9 (see #338).
|
|
- Results of the posterior conditional variance decomposition after MCMC were not correctly computed (see 0b9244dc01ef3052f23f3225194789ad0fdb574d)
|
|
|
|
|
|
- Conditional forecasts
|
|
- Options `use_shock_groups` and `colormap` of the `shock_decomposition` command were not working (see !1470 and 6de2176473ee7a5770a9782a303348c0d7a2c512)
|
|
|
|
|
|
+ The `conditional_forecast` command produced wrong results in calibrated
|
|
- Added a clean error message if sensitivity toolbox is used with recursive estimation (see 970feee3422ebf48d26c22dace0877cce71559c3)
|
|
models when used at initial values outside of the steady state (given with
|
|
|
|
`initval`) (see #665),
|
|
- Computation of posterior filtered variables was crashing in models with only one variable (see 1f20ceb46168074e7400b206774282dd27a2f1fd)
|
|
|
|
|
|
+ The `plot_conditional_forecast` option could produce unreadable figures if
|
|
- Fixed various typos and errors in the reference manual
|
|
the areas overlap (see !1155),
|
|
|
|
|
|
Bugs fixed in version 4.5.0
|
|
+ The `conditional_forecast` command after MLE crashed (see !1220),
|
|
---------------------------
|
|
|
|
|
|
+ In contrast to what is stated in the manual, the confidence interval size
|
|
- BVAR models
|
|
`conf_sig` was 0.6 by default instead of 0.8 (see #338).
|
|
|
|
|
|
+ `bvar_irf` could display IRFs in an unreadable way when they moved from
|
|
+ Conditional forecasts were wrong when the declaration of endogenous
|
|
negative to positive values (see bf707c1975bc9a5c412a5e2d2747dc445e268ba7),
|
|
variables was not preceeding the declaration of the exogenous
|
|
|
|
variables and parameters (see #1276, fixed in !1277).
|
|
+ In contrast to what is stated in the documentation, the confidence interval
|
|
|
|
size `conf_sig` was 0.6 by default instead of 0.9 (see #338).
|
|
- Discretionary policy
|
|
|
|
|
|
- Conditional forecasts
|
|
+ Dynare allowed running models where the number of instruments did not match
|
|
|
|
the number of omitted equations (see !1042),
|
|
+ The `conditional_forecast` command produced wrong results in calibrated
|
|
|
|
models when used at initial values outside of the steady state (given with
|
|
+ Dynare could crash in some cases when trying to display the solution (see !1042),
|
|
`initval`) (see #665),
|
|
|
|
|
|
+ Parameter dependence embedded via a `steady_state` was not taken into
|
|
+ The `plot_conditional_forecast` option could produce unreadable figures if
|
|
account, typically resulting in crashes (see !1241).
|
|
the areas overlap (see !1155),
|
|
|
|
|
|
- dseries class
|
|
+ The `conditional_forecast` command after MLE crashed (see !1220),
|
|
|
|
|
|
+ When subtracting a dseries object from a number, the number was instead
|
|
+ In contrast to what is stated in the manual, the confidence interval size
|
|
subtracted from the dseries object [(link)](https://forum.dynare.org/t/bug-in-dseries-minus-m/5629).
|
|
`conf_sig` was 0.6 by default instead of 0.8 (see #338).
|
|
|
|
|
|
|
|
+ Conditional forecasts were wrong when the declaration of endogenous
|
|
- DSGE-VAR models
|
|
variables was not preceeding the declaration of the exogenous
|
|
|
|
variables and parameters (see #1276, fixed in !1277).
|
|
+ Dynare crashed when estimation encountered non-finite values in the Jacobian
|
|
|
|
at the steady state (see !1190),
|
|
- Discretionary policy
|
|
|
|
|
|
+ The presence of a constant was not considered for degrees of freedom
|
|
+ Dynare allowed running models where the number of instruments did not match
|
|
computation of the Gamma function used during the posterior computation; due
|
|
the number of omitted equations (see !1042),
|
|
to only affecting the constant term, results should be be unaffected, except
|
|
|
|
for model_comparison when comparing models with and without (see !1212).
|
|
+ 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
|
|
- Estimation command
|
|
account, typically resulting in crashes (see !1241).
|
|
|
|
|
|
+ In contrast to what was stated in the manual, the confidence interval size
|
|
- dseries class
|
|
`conf_sig` for `forecast` without MCMC was 0.6 by default instead of 0.9 (see #338),
|
|
|
|
|
|
+ When subtracting a dseries object from a number, the number was instead
|
|
+ Calling estimation after identification could lead to crashes (see #675),
|
|
subtracted from the dseries object [(link)](https://forum.dynare.org/t/bug-in-dseries-minus-m/5629).
|
|
|
|
|
|
+ When using recursive estimation/forecasting and setting some elements of
|
|
|
|
`nobs` to be larger than the number of observations T in the data,
|
|
- DSGE-VAR models
|
|
`oo_recursive_` contained additional cell entries that simply repeated the
|
|
|
|
results obtained for `oo_recursive_T`,
|
|
+ Dynare crashed when estimation encountered non-finite values in the Jacobian
|
|
|
|
at the steady state (see !1190),
|
|
+ Computation of Bayesian smoother could crash for larger models when
|
|
|
|
requesting `forecast` or `filtered_variables`,
|
|
+ The presence of a constant was not considered for degrees of freedom
|
|
|
|
computation of the Gamma function used during the posterior computation; due
|
|
+ Geweke convergence diagnostics were not computed on the full MCMC chain when
|
|
to only affecting the constant term, results should be be unaffected, except
|
|
the `load_mh_file` option was used,
|
|
for model_comparison when comparing models with and without (see !1212).
|
|
|
|
|
|
+ The Geweke convergence diagnostics always used the default `taper_steps` and
|
|
|
|
`geweke_interval` (see !1341),
|
|
- Estimation command
|
|
|
|
|
|
+ Bayesian IRFs (`bayesian_irfs` option) could be displayed in an unreadable
|
|
+ In contrast to what was stated in the manual, the confidence interval size
|
|
way when they move from negative to positive values,
|
|
`conf_sig` for `forecast` without MCMC was 0.6 by default instead of 0.9 (see #338),
|
|
|
|
|
|
+ If `bayesian_irfs` was requested when `mh_replic` was too low to compute
|
|
+ Calling estimation after identification could lead to crashes (see #675),
|
|
HPDIs, plotting was crashing (see !1326),
|
|
|
|
|
|
+ When using recursive estimation/forecasting and setting some elements of
|
|
+ The x-axis value in `oo_.prior_density` for the standard deviation and
|
|
`nobs` to be larger than the number of observations T in the data,
|
|
correlation of measurement errors was written into a field
|
|
`oo_recursive_` contained additional cell entries that simply repeated the
|
|
`mearsurement_errors_*` instead of `measurement_errors_*` (see !1353),
|
|
results obtained for `oo_recursive_T`,
|
|
|
|
|
|
+ Using a user-defined `mode_compute` crashed estimation,
|
|
+ Computation of Bayesian smoother could crash for larger models when
|
|
|
|
requesting `forecast` or `filtered_variables`,
|
|
+ Option `mode_compute=10` did not work with infinite prior bounds,
|
|
|
|
|
|
+ Geweke convergence diagnostics were not computed on the full MCMC chain when
|
|
+ The posterior variances and covariances computed by `moments_varendo` were
|
|
the `load_mh_file` option was used,
|
|
wrong for very large models due to a matrix erroneously being filled up with
|
|
|
|
zeros (see !1423),
|
|
+ The Geweke convergence diagnostics always used the default `taper_steps` and
|
|
|
|
`geweke_interval` (see !1341),
|
|
+ Using the `forecast` option with `loglinear` erroneously added the unlogged
|
|
|
|
steady state (see !852),
|
|
+ Bayesian IRFs (`bayesian_irfs` option) could be displayed in an unreadable
|
|
|
|
way when they move from negative to positive values,
|
|
+ When using the `loglinear` option the check for the presence of a constant
|
|
|
|
was erroneously based on the unlogged steady state (see !852),
|
|
+ If `bayesian_irfs` was requested when `mh_replic` was too low to compute
|
|
|
|
HPDIs, plotting was crashing (see !1326),
|
|
+ Estimation of `observation_trends` was broken as the trends specified as a
|
|
|
|
function of deep parameters were not correctly updated during estimation (see !852),
|
|
+ The x-axis value in `oo_.prior_density` for the standard deviation and
|
|
|
|
correlation of measurement errors was written into a field
|
|
+ When using `analytic_derivation`, the parameter values were not set before
|
|
`mearsurement_errors_*` instead of `measurement_errors_*` (see !1353),
|
|
testing whether the steady state file changes parameter values, leading to
|
|
|
|
subsequent crashes,
|
|
+ Using a user-defined `mode_compute` crashed estimation,
|
|
|
|
|
|
+ If the steady state of an initial parameterization did not solve, the
|
|
+ Option `mode_compute=10` did not work with infinite prior bounds,
|
|
observation equation could erroneously feature no constant when the
|
|
|
|
`use_calibration` option was used (see !698),
|
|
+ The posterior variances and covariances computed by `moments_varendo` were
|
|
|
|
wrong for very large models due to a matrix erroneously being filled up with
|
|
+ When computing posterior moments, Dynare falsely displayed that moment
|
|
zeros (see !1423),
|
|
computations are skipped, although the computation was performed correctly,
|
|
|
|
|
|
+ Using the `forecast` option with `loglinear` erroneously added the unlogged
|
|
+ If `conditional_variance_decomposition` was requested, although all
|
|
steady state (see !852),
|
|
variables contain unit roots, Dynare crashed instead of providing an error
|
|
|
|
message (see !691),
|
|
+ When using the `loglinear` option the check for the presence of a constant
|
|
|
|
was erroneously based on the unlogged steady state (see !852),
|
|
+ Computation of the posterior parameter distribution was erroneously based
|
|
|
|
on more draws than specified (there was one additional draw for every Markov
|
|
+ Estimation of `observation_trends` was broken as the trends specified as a
|
|
chain),
|
|
function of deep parameters were not correctly updated during estimation (see !852),
|
|
|
|
|
|
+ The estimation option `lyapunov=fixed_point` was broken,
|
|
+ When using `analytic_derivation`, the parameter values were not set before
|
|
|
|
testing whether the steady state file changes parameter values, leading to
|
|
+ Computation of `filtered_vars` with only one requested step crashed Dynare,
|
|
subsequent crashes,
|
|
|
|
|
|
+ Option `kalman_algo=3` was broken with non-diagonal measurement error (see !1235),
|
|
+ If the steady state of an initial parameterization did not solve, the
|
|
|
|
observation equation could erroneously feature no constant when the
|
|
+ When using the diffuse Kalman filter with missing observations, an additive
|
|
`use_calibration` option was used (see !698),
|
|
factor log(2*pi) was missing in the last iteration step (see !1235),
|
|
|
|
|
|
+ When computing posterior moments, Dynare falsely displayed that moment
|
|
+ Passing of the `MaxFunEvals` and `InitialSimplexSize` options to
|
|
computations are skipped, although the computation was performed correctly,
|
|
`mode_compute=8` was broken,
|
|
|
|
|
|
+ If `conditional_variance_decomposition` was requested, although all
|
|
+ Bayesian forecasts contained initial conditions and had the wrong length in
|
|
variables contain unit roots, Dynare crashed instead of providing an error
|
|
both plots and stored variables,
|
|
message (see !691),
|
|
|
|
|
|
+ Filtered variables obtained with `mh_replic=0`, ML, or
|
|
+ Computation of the posterior parameter distribution was erroneously based
|
|
`calibrated_smoother` were padded with zeros at the beginning and end and
|
|
on more draws than specified (there was one additional draw for every Markov
|
|
had the wrong length in stored variables,
|
|
chain),
|
|
|
|
|
|
+ Computation of smoothed measurement errors in Bayesian estimation was broken,
|
|
+ The estimation option `lyapunov=fixed_point` was broken,
|
|
|
|
|
|
+ The `selected_variables_only` option (`mh_replic=0`, ML, or
|
|
+ Computation of `filtered_vars` with only one requested step crashed Dynare,
|
|
`calibrated_smoother`) returned wrong results for smoothed, updated, and
|
|
|
|
filtered variables (see #1161),
|
|
+ Option `kalman_algo=3` was broken with non-diagonal measurement error (see !1235),
|
|
|
|
|
|
+ Combining the `selected_variables_only` option with forecasts obtained
|
|
+ When using the diffuse Kalman filter with missing observations, an additive
|
|
using `mh_replic=0`, ML, or `calibrated_smoother` leaded to crashes,
|
|
factor log(2*pi) was missing in the last iteration step (see !1235),
|
|
|
|
|
|
+ `oo_.UpdatedVariables` was only filled when the `filtered_vars` option was specified (see #1366),
|
|
+ Passing of the `MaxFunEvals` and `InitialSimplexSize` options to
|
|
|
|
`mode_compute=8` was broken,
|
|
+ When using Bayesian estimation with `filtered_vars`, but without
|
|
|
|
`smoother`, then `oo_.FilteredVariables` erroneously also contained filtered
|
|
+ Bayesian forecasts contained initial conditions and had the wrong length in
|
|
variables at the posterior mean as with `mh_replic=0` (see !738),
|
|
both plots and stored variables,
|
|
|
|
|
|
+ Running an MCMC a second time in the same folder with a different number of
|
|
+ Filtered variables obtained with `mh_replic=0`, ML, or
|
|
iterations could result in crashes due to the loading of stale files,
|
|
`calibrated_smoother` were padded with zeros at the beginning and end and
|
|
|
|
had the wrong length in stored variables,
|
|
+ Results displayed after Bayesian estimation when not specifying
|
|
|
|
the `smoother` option were based on the parameters at the mode
|
|
+ Computation of smoothed measurement errors in Bayesian estimation was broken,
|
|
from mode finding instead of the mean parameters from the
|
|
|
|
posterior draws. This affected the smoother results displayed, but
|
|
+ The `selected_variables_only` option (`mh_replic=0`, ML, or
|
|
also calls to subsequent command relying on the parameters stored
|
|
`calibrated_smoother`) returned wrong results for smoothed, updated, and
|
|
in `M_.params` like `stoch_simul`,
|
|
filtered variables (see #1161),
|
|
|
|
|
|
+ The content of `oo_.posterior_std` after Bayesian estimation was based on
|
|
+ Combining the `selected_variables_only` option with forecasts obtained
|
|
the standard deviation at the posterior mode, not the one from the MCMC, this
|
|
using `mh_replic=0`, ML, or `calibrated_smoother` leaded to crashes,
|
|
was not consistent with the reference manual (see #1013),
|
|
|
|
|
|
+ `oo_.UpdatedVariables` was only filled when the `filtered_vars` option was specified (see #1366),
|
|
+ When the initialization of an MCMC run failed, the metropolis.log file was
|
|
|
|
locked, requiring a restart of Matlab to restart estimation (see !1155),
|
|
+ When using Bayesian estimation with `filtered_vars`, but without
|
|
|
|
`smoother`, then `oo_.FilteredVariables` erroneously also contained filtered
|
|
+ If the posterior mode was right at the corner of the prior bounds, the
|
|
variables at the posterior mean as with `mh_replic=0` (see !738),
|
|
initialization of the MCMC erroneously crashed (see !1155),
|
|
|
|
|
|
+ Running an MCMC a second time in the same folder with a different number of
|
|
+ If the number of dropped draws via `mh_drop` coincided with the number of
|
|
iterations could result in crashes due to the loading of stale files,
|
|
draws in a `_mh'-file`, `oo_.posterior.metropolis.mean` and
|
|
|
|
`oo_.posterior.metropolis.Variance` were NaN (see !1297).
|
|
+ Results displayed after Bayesian estimation when not specifying
|
|
|
|
the `smoother` option were based on the parameters at the mode
|
|
|
|
from mode finding instead of the mean parameters from the
|
|
- Estimation and calibrated smoother
|
|
posterior draws. This affected the smoother results displayed, but
|
|
|
|
also calls to subsequent command relying on the parameters stored
|
|
+ When using `observation_trends` with the `prefilter` option, the mean shift
|
|
in `M_.params` like `stoch_simul`,
|
|
due to the trend was not accounted for (see !852),
|
|
|
|
|
|
+ The content of `oo_.posterior_std` after Bayesian estimation was based on
|
|
+ When using `first_obs`>1, the higher trend starting point of
|
|
the standard deviation at the posterior mode, not the one from the MCMC, this
|
|
`observation_trends` was not taken into account, leading, among other things,
|
|
was not consistent with the reference manual (see #1013),
|
|
to problems in recursive forecasting (see !852),
|
|
|
|
|
|
+ When the initialization of an MCMC run failed, the metropolis.log file was
|
|
+ The diffuse Kalman smoother was crashing if the forecast error variance
|
|
locked, requiring a restart of Matlab to restart estimation (see !1155),
|
|
matrix became singular (see 42ecfa382f555a2d9eaeec792223844ad8c3d9ab),
|
|
|
|
|
|
+ If the posterior mode was right at the corner of the prior bounds, the
|
|
+ The multivariate Kalman smoother provided incorrect state estimates when
|
|
initialization of the MCMC erroneously crashed (see !1155),
|
|
all data for one observation are missing (see !1324),
|
|
|
|
|
|
+ If the number of dropped draws via `mh_drop` coincided with the number of
|
|
+ The multivariate diffuse Kalman smoother provided incorrect state estimates
|
|
draws in a `_mh'-file`, `oo_.posterior.metropolis.mean` and
|
|
when the `Finf` matrix becomes singular (see !1324),
|
|
`oo_.posterior.metropolis.Variance` were NaN (see !1297).
|
|
|
|
|
|
+ The univariate diffuse Kalman filter was crashing if the initial covariance
|
|
|
|
matrix of the nonstationary state vector is singular (see !1324),
|
|
- Estimation and calibrated smoother
|
|
|
|
|
|
|
|
+ When using `observation_trends` with the `prefilter` option, the mean shift
|
|
- Forecasts
|
|
due to the trend was not accounted for (see !852),
|
|
|
|
|
|
+ In contrast to what is stated in the manual, the confidence interval size
|
|
+ When using `first_obs`>1, the higher trend starting point of
|
|
`conf_sig` was 0.6 by default instead of 0.9 (see #338),
|
|
`observation_trends` was not taken into account, leading, among other things,
|
|
|
|
to problems in recursive forecasting (see !852),
|
|
+ Forecasting with exogenous deterministic variables provided wrong decision
|
|
|
|
rules, yielding wrong forecasts (see #711),
|
|
+ The diffuse Kalman smoother was crashing if the forecast error variance
|
|
|
|
matrix became singular (see 42ecfa382f555a2d9eaeec792223844ad8c3d9ab),
|
|
+ Forecasting with exogenous deterministic variables crashed when the
|
|
|
|
`periods` option was not explicitly specified (see !1325),
|
|
+ The multivariate Kalman smoother provided incorrect state estimates when
|
|
|
|
all data for one observation are missing (see !1324),
|
|
+ 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 multivariate diffuse Kalman smoother provided incorrect state estimates
|
|
values as the starting point of forecasts (see !692).
|
|
when the `Finf` matrix becomes singular (see !1324),
|
|
|
|
|
|
|
|
+ The univariate diffuse Kalman filter was crashing if the initial covariance
|
|
- Global Sensitivity Analysis
|
|
matrix of the nonstationary state vector is singular (see !1324),
|
|
|
|
|
|
+ Sensitivity with ML estimation could result in crashes,
|
|
|
|
|
|
- Forecasts
|
|
+ Option `mc` must be forced if `neighborhood_width` is used (see e32cbf626f9f0b9e322b2ac44d93461afcb320a0),
|
|
|
|
|
|
+ In contrast to what is stated in the manual, the confidence interval size
|
|
+ Fixed dimension of `stock_logpo` and `stock_ys` (see a44b3fbfe7c0214c19f6eecabe368c2e72c9346f),
|
|
`conf_sig` was 0.6 by default instead of 0.9 (see #338),
|
|
|
|
|
|
+ Incomplete variable initialization could lead to crashes with `prior_range=1`.
|
|
+ Forecasting with exogenous deterministic variables provided wrong decision
|
|
|
|
rules, yielding wrong forecasts (see #711),
|
|
|
|
|
|
- Identification
|
|
+ Forecasting with exogenous deterministic variables crashed when the
|
|
|
|
`periods` option was not explicitly specified (see !1325),
|
|
+ Identification did not correctly pass the `lik_init` option,
|
|
|
|
requiring the manual setting of `options_.diffuse_filter=1` in
|
|
+ Option `forecast` when used with `initval` was using the initial values in
|
|
case of unit roots ,
|
|
the `initval` block and not the steady state computed from these initial
|
|
|
|
values as the starting point of forecasts (see !692).
|
|
+ Testing identification of standard deviations as the only
|
|
|
|
parameters to be estimated with ML leaded to crashes,
|
|
|
|
|
|
- Global Sensitivity Analysis
|
|
+ Automatic increase of the lag number for autocovariances when the
|
|
|
|
number of parameters is bigger than the number of non-zero moments
|
|
+ Sensitivity with ML estimation could result in crashes,
|
|
was broken,
|
|
|
|
|
|
+ Option `mc` must be forced if `neighborhood_width` is used (see e32cbf626f9f0b9e322b2ac44d93461afcb320a0),
|
|
+ When using ML, the asymptotic Hessian was not computed (see !1238),
|
|
|
|
|
|
+ Fixed dimension of `stock_logpo` and `stock_ys` (see a44b3fbfe7c0214c19f6eecabe368c2e72c9346f),
|
|
+ Checking for singular values when the eigenvectors contained only
|
|
|
|
one column did not work correctly (see !1238),
|
|
+ Incomplete variable initialization could lead to crashes with `prior_range=1`.
|
|
|
|
|
|
|
|
|
|
- Model comparison
|
|
- Identification
|
|
|
|
|
|
+ Selection of the `modifiedharmonicmean` estimator was broken (see !1015).
|
|
+ Identification did not correctly pass the `lik_init` option,
|
|
|
|
requiring the manual setting of `options_.diffuse_filter=1` in
|
|
|
|
case of unit roots ,
|
|
- Optimal Simple Rules
|
|
|
|
|
|
+ Testing identification of standard deviations as the only
|
|
+ When covariances were specified, variables that only entered with
|
|
parameters to be estimated with ML leaded to crashes,
|
|
their variance and no covariance term obtained a wrong weight,
|
|
|
|
resulting in wrong results (see !767),
|
|
+ Automatic increase of the lag number for autocovariances when the
|
|
|
|
number of parameters is bigger than the number of non-zero moments
|
|
+ Results reported for stochastic simulations after `osr` were based
|
|
was broken,
|
|
on the last parameter vector encountered during optimization,
|
|
|
|
which does not necessarily coincide with the optimal parameter
|
|
+ When using ML, the asymptotic Hessian was not computed (see !1238),
|
|
vector (see !767),
|
|
|
|
|
|
+ Checking for singular values when the eigenvectors contained only
|
|
+ Using only one (co)variance in the objective function resulted in crashes (see !767),
|
|
one column did not work correctly (see !1238),
|
|
|
|
|
|
+ For models with non-stationary variables the objective function was computed wrongly (see !767).
|
|
|
|
|
|
- Model comparison
|
|
|
|
|
|
- Ramsey policy
|
|
+ Selection of the `modifiedharmonicmean` estimator was broken (see !1015).
|
|
|
|
|
|
+ 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 (see #633).
|
|
- Optimal Simple Rules
|
|
|
|
|
|
+ When using an external steady state file, incorrect steady states
|
|
+ When covariances were specified, variables that only entered with
|
|
could be accepted,
|
|
their variance and no covariance term obtained a wrong weight,
|
|
|
|
resulting in wrong results (see !767),
|
|
+ When using an external steady state file with more than one
|
|
|
|
instrument, Dynare crashed (see !696),
|
|
+ Results reported for stochastic simulations after `osr` were based
|
|
|
|
on the last parameter vector encountered during optimization,
|
|
+ When using an external steady state file and running `stoch_simul`
|
|
which does not necessarily coincide with the optimal parameter
|
|
after `ramsey_planner`, an incorrect steady state was used,
|
|
vector (see !767),
|
|
|
|
|
|
+ When the number of instruments was not equal to the number of
|
|
+ Using only one (co)variance in the objective function resulted in crashes (see !767),
|
|
omitted equations, Dynare crashed with a cryptic message (see !1241),
|
|
|
|
|
|
+ For models with non-stationary variables the objective function was computed wrongly (see !767).
|
|
+ The `planner_objective` accepted `varexo`, but ignored them for computations,
|
|
|
|
|
|
|
|
|
|
- Ramsey policy
|
|
- Shock decomposition
|
|
|
|
|
|
+ If a Lagrange multiplier appeared in the model with a lead or a lag
|
|
+ Did not work with the `parameter_set=calibration` option if an
|
|
of more than one period, the steady state could be wrong (see #633).
|
|
`estimated_params` block is present [(link)](https://forum.dynare.org/t/problem-with-shock-decomposition/4748),
|
|
|
|
|
|
+ When using an external steady state file, incorrect steady states
|
|
+ Crashed after MLE (see !1220).
|
|
could be accepted,
|
|
|
|
|
|
|
|
+ When using an external steady state file with more than one
|
|
- Perfect foresight models
|
|
instrument, Dynare crashed (see !696),
|
|
|
|
|
|
+ The perfect foresight solver could accept a complex solution
|
|
+ When using an external steady state file and running `stoch_simul`
|
|
instead of continuing to look for a real-valued one (see #896),
|
|
after `ramsey_planner`, an incorrect steady state was used,
|
|
|
|
|
|
+ The `initval_file` command only accepted column and not row vectors [(link)](https://forum.dynare.org/t/documentation-error-on-initial-conditions/4318),
|
|
+ When the number of instruments was not equal to the number of
|
|
|
|
omitted equations, Dynare crashed with a cryptic message (see !1241),
|
|
+ The `initval_file` command did not work with Excel files [(link)](https://forum.dynare.org/t/documentation-error-on-initial-conditions/4318),
|
|
|
|
|
|
+ The `planner_objective` accepted `varexo`, but ignored them for computations,
|
|
+ Deterministic simulations with one boundary condition crashed in
|
|
|
|
`solve_one_boundary` due to a missing underscore when passing
|
|
|
|
`options_.simul.maxit`,
|
|
- Shock decomposition
|
|
|
|
|
|
+ Deterministic simulation with exogenous variables lagged by more
|
|
+ Did not work with the `parameter_set=calibration` option if an
|
|
than one period crashed (see #617),
|
|
`estimated_params` block is present [(link)](https://forum.dynare.org/t/problem-with-shock-decomposition/4748),
|
|
|
|
|
|
+ Termination criterion `maxit` was hard-coded for `solve_algo=0`
|
|
+ Crashed after MLE (see !1220).
|
|
and could no be changed,
|
|
|
|
|
|
|
|
+ When using `block`/`bytecode`, relational operators could not be enforced (see #439),
|
|
- Perfect foresight models
|
|
|
|
|
|
+ When using `block` some exceptions were not properly handled,
|
|
+ The perfect foresight solver could accept a complex solution
|
|
leading to code crashes (see #1245),
|
|
instead of continuing to look for a real-valued one (see #896),
|
|
|
|
|
|
+ Using `periods=1` crashed the solver (bug only partially fixed) (see #1205).
|
|
+ The `initval_file` command only accepted column and not row vectors [(link)](https://forum.dynare.org/t/documentation-error-on-initial-conditions/4318),
|
|
|
|
|
|
|
|
+ The `initval_file` command did not work with Excel files [(link)](https://forum.dynare.org/t/documentation-error-on-initial-conditions/4318),
|
|
- Smoothing
|
|
|
|
|
|
+ Deterministic simulations with one boundary condition crashed in
|
|
+ The univariate Kalman smoother returned wrong results when used
|
|
`solve_one_boundary` due to a missing underscore when passing
|
|
with correlated measurement error (see !1235),
|
|
`options_.simul.maxit`,
|
|
|
|
|
|
+ The diffuse smoother sometimes returned linear combinations of the
|
|
+ Deterministic simulation with exogenous variables lagged by more
|
|
smoothed stochastic trend estimates instead of the original trend
|
|
than one period crashed (see #617),
|
|
estimates (see #1312).
|
|
|
|
|
|
+ Termination criterion `maxit` was hard-coded for `solve_algo=0`
|
|
- Perturbation reduced form
|
|
and could no be changed,
|
|
|
|
|
|
+ In contrast to what is stated in the manual, the results of the
|
|
+ When using `block`/`bytecode`, relational operators could not be enforced (see #439),
|
|
unconditional variance decomposition were only stored in
|
|
|
|
`oo_.gamma_y(nar+2)`, not in `oo_.variance_decomposition`,
|
|
+ When using `block` some exceptions were not properly handled,
|
|
|
|
leading to code crashes (see #1245),
|
|
+ Dynare could crash when the steady state could not be computed
|
|
|
|
when using the `loglinear` option,
|
|
+ Using `periods=1` crashed the solver (bug only partially fixed) (see #1205).
|
|
|
|
|
|
+ Using `bytcode` when declared exogenous variables were not
|
|
|
|
used in the model leaded to crashes in stochastic simulations (see #841),
|
|
- Smoothing
|
|
|
|
|
|
+ Displaying decision rules involving lags of auxiliary variables of
|
|
+ The univariate Kalman smoother returned wrong results when used
|
|
type 0 (leads>1) crashed (see #1367).
|
|
with correlated measurement error (see !1235),
|
|
|
|
|
|
+ The `relative_irf` option resulted in wrong output at `order>1` as
|
|
+ The diffuse smoother sometimes returned linear combinations of the
|
|
it implicitly relies on linearity (see !740).
|
|
smoothed stochastic trend estimates instead of the original trend
|
|
|
|
estimates (see #1312).
|
|
|
|
|
|
- Displaying of the MH-history with the `internals` command crashed
|
|
- Perturbation reduced form
|
|
if parameter names did not have same length (see caa6d5d93e7382165167fbaefbaf9d38e26ca909).
|
|
|
|
|
|
+ In contrast to what is stated in the manual, the results of the
|
|
- Dynare crashed when the user-defined steady state file returned an
|
|
unconditional variance decomposition were only stored in
|
|
error code, but not an conformable-sized steady state vector (see !1001).
|
|
`oo_.gamma_y(nar+2)`, not in `oo_.variance_decomposition`,
|
|
|
|
|
|
- Due to a bug in `mjdgges.mex` unstable parameter draws with
|
|
+ Dynare could crash when the steady state could not be computed
|
|
eigenvalues up to 1+1e-6 could be accepted as stable for the
|
|
when using the `loglinear` option,
|
|
purpose of the Blanchard-Kahn conditions, even if `qz_criterium<1` (see e3fbefc616941d0df3624bfc49a1a743171f8814).
|
|
|
|
|
|
+ Using `bytcode` when declared exogenous variables were not
|
|
- The `use_dll` option on Octave for Windows required to pass a
|
|
used in the model leaded to crashes in stochastic simulations (see #841),
|
|
compiler flag at the command line, despite the manual stating this
|
|
|
|
was not necessary (see #1314).
|
|
+ Displaying decision rules involving lags of auxiliary variables of
|
|
|
|
type 0 (leads>1) crashed (see #1367).
|
|
- Dynare crashed for models with `block` option if the Blanchard-Kahn
|
|
|
|
conditions were not satisfied instead of generating an error
|
|
+ The `relative_irf` option resulted in wrong output at `order>1` as
|
|
message.
|
|
it implicitly relies on linearity (see !740).
|
|
|
|
|
|
- The `verbose` option did not work with `model(block)`.
|
|
|
|
|
|
- Displaying of the MH-history with the `internals` command crashed
|
|
- When falsely specifying the `model(linear)` for nonlinear models,
|
|
if parameter names did not have same length (see caa6d5d93e7382165167fbaefbaf9d38e26ca909).
|
|
incorrect steady states were accepted instead of aborting (see !726).
|
|
|
|
|
|
- Dynare crashed when the user-defined steady state file returned an
|
|
- The `STEADY_STATE` operator called on model local variables
|
|
error code, but not an conformable-sized steady state vector (see !1001).
|
|
(so-called pound variables) did not work as expected.
|
|
|
|
|
|
- Due to a bug in `mjdgges.mex` unstable parameter draws with
|
|
- The substring operator in macro-processor was broken. The
|
|
eigenvalues up to 1+1e-6 could be accepted as stable for the
|
|
characters of the substring could be mixed with random characters
|
|
purpose of the Blanchard-Kahn conditions, even if `qz_criterium<1` (see e3fbefc616941d0df3624bfc49a1a743171f8814).
|
|
from the memory space.
|
|
|
|
|
|
- The `use_dll` option on Octave for Windows required to pass a
|
|
- Block decomposition could sometimes cause the preprocessor to crash.
|
|
compiler flag at the command line, despite the manual stating this
|
|
|
|
was not necessary (see #1314).
|
|
- A bug when external functions were used in model local variables
|
|
|
|
that were contained in equations that required auxiliary
|
|
- Dynare crashed for models with `block` option if the Blanchard-Kahn
|
|
variable/equations led to crashes of Matlab (see 2ab8e2a122afd253e7ea315ef49adccca5ced53f).
|
|
conditions were not satisfied instead of generating an error
|
|
|
|
message.
|
|
- Sampling from the prior distribution for an inverse gamma II
|
|
|
|
distribution when `prior_trunc>0` could result in incorrect
|
|
- The `verbose` option did not work with `model(block)`.
|
|
sampling (see #997).
|
|
|
|
|
|
- When falsely specifying the `model(linear)` for nonlinear models,
|
|
- Sampling from the prior distribution for a uniform distribution
|
|
incorrect steady states were accepted instead of aborting (see !726).
|
|
when `prior_trunc>0` was ignoring the prior truncation (see #997). |
|
|
|
|
|
- The `STEADY_STATE` operator called on model local variables
|
|
|
|
(so-called pound variables) did not work as expected.
|
|
|
|
|
|
|
|
- The substring operator in macro-processor was broken. The
|
|
|
|
characters of the substring could be mixed with random characters
|
|
|
|
from the memory space.
|
|
|
|
|
|
|
|
- Block decomposition could sometimes cause the preprocessor to crash.
|
|
|
|
|
|
|
|
- A bug when external functions were used in model local variables
|
|
|
|
that were contained in equations that required auxiliary
|
|
|
|
variable/equations led to crashes of Matlab (see 2ab8e2a122afd253e7ea315ef49adccca5ced53f).
|
|
|
|
|
|
|
|
- Sampling from the prior distribution for an inverse gamma II
|
|
|
|
distribution when `prior_trunc>0` could result in incorrect
|
|
|
|
sampling (see #997).
|
|
|
|
|
|
|
|
- Sampling from the prior distribution for a uniform distribution
|
|
|
|
when `prior_trunc>0` was ignoring the prior truncation (see #997). |