FixedBugs.md

+This page documents the fixed bugs in Dynare. For bugs fixed in previous versions of Dynare, please read the dedicated frozen page on the [DynareWiki](http://www.dynare.org/DynareWiki/KnownBugs).
+
+
+Bugs in version 4.4.3 that have been fixed in version 4.5.0
+-----------------------------------------------------------
+
+ - BVAR models
+
+   + `bvar_irf` could display IRFs in an unreadable way when they moved from
+     negative to positive values,
+
+   + In contrast to what is stated in the documentation, the confidence interval
+     size `conf_sig` was 0.6 by default instead of 0.9.
+
+
+ - Conditional forecasts
+
+   + The `conditional_forecast` command produced wrong results in calibrated
+     models when used at initial values outside of the steady state (given with
+     `initval`),
+
+   + The `plot_conditional_forecast` option could produce unreadable figures if
+     the areas overlap,
+
+   + The `conditional_forecast` command after MLE crashed,
+
+   + In contrast to what is stated in the manual, the confidence interval size
+     `conf_sig` was 0.6 by default instead of 0.8.
+
+   + Conditional forecasts were wrong when the declaration of endogenous
+     variables was not preceeding the declaration of the exogenous
+     variables and parameters.
+
+
+ - Discretionary policy
+
+   + Dynare allowed running models where the number of instruments did not match
+     the number of omitted equations,
+
+   + Dynare could crash in some cases when trying to display the solution,
+
+   + Parameter dependence embedded via a `steady_state` was not taken into
+     account, typically resulting in crashes.
+
+ - dseries class
+
+   + When subtracting a dseries object from a number, the number was instead
+     subtracted from the dseries object.
+
+
+ - DSGE-VAR models
+
+   + Dynare crashed when estimation encountered non-finite values in the Jacobian
+     at the steady state,
+
+   + The presence of a constant was not considered for degrees of freedom
+     computation of the Gamma function used during the posterior computation; due
+     to only affecting the constant term, results should be be unaffected, except
+     for model_comparison when comparing models with and without.
+
+
+ - Estimation command
+
+   + In contrast to what was stated in the manual, the confidence interval size
+     `conf_sig` for `forecast` without MCMC was 0.6 by default instead of 0.9,
+
+   + Calling estimation after identification could lead to crashes,
+
+   + When using recursive estimation/forecasting and setting some elements of
+     `nobs` to be larger than the number of observations T in the data,
+     `oo_recursive_` contained additional cell entries that simply repeated the
+     results obtained for `oo_recursive_T`,
+
+   + Computation of Bayesian smoother could crash for larger models when
+     requesting `forecast` or `filtered_variables`,
+
+   + Geweke convergence diagnostics were not computed on the full MCMC chain when
+     the `load_mh_file` option was used,
+
+   + The Geweke convergence diagnostics always used the default `taper_steps` and
+   `geweke_interval`,
+
+   + Bayesian IRFs (`bayesian_irfs` option) could be displayed in an unreadable
+     way when they move from negative to positive values,
+
+   + If `bayesian_irfs` was requested when `mh_replic` was too low to compute
+     HPDIs, plotting was crashing,
+
+   + The x-axis value in `oo_.prior_density` for the standard deviation and
+     correlation of measurement errors was written into a field
+     `mearsurement_errors_*` instead of `measurement_errors_*`,
+
+   + Using a user-defined `mode_compute` crashed estimation,
+
+   + Option `mode_compute=10` did not work with infinite prior bounds,
+
+   + The posterior variances and covariances computed by `moments_varendo` were
+     wrong for very large models due to a matrix erroneously being filled up with
+     zeros,
+
+   + Using the `forecast` option with `loglinear` erroneously added the unlogged
+     steady state,
+
+   + When using the `loglinear` option the check for the presence of a constant
+     was erroneously based on the unlogged steady state,
+
+   + Estimation of `observation_trends` was broken as the trends specified as a
+     function of deep parameters were not correctly updated during estimation,
+
+   + When using `analytic_derivation`, the parameter values were not set before
+     testing whether the steady state file changes parameter values, leading to
+     subsequent crashes,
+
+   + If the steady state of an initial parameterization did not solve, the
+     observation equation could erroneously feature no constant when the
+     `use_calibration` option was used,
+
+   + When computing posterior moments, Dynare falsely displayed that moment
+     computations are skipped, although the computation was performed correctly,
+
+   + If `conditional_variance_decomposition` was requested, although all
+     variables contain unit roots, Dynare crashed instead of providing an error
+     message,
+
+   + Computation of the posterior parameter distribution was erroneously based
+     on more draws than specified (there was one additional draw for every Markov
+     chain),
+
+   + The estimation option `lyapunov=fixed_point` was broken,
+
+   + Computation of `filtered_vars` with only one requested step crashed Dynare,
+
+   + Option `kalman_algo=3` was broken with non-diagonal measurement error,
+
+   + When using the diffuse Kalman filter with missing observations, an additive
+     factor log(2*pi) was missing in the last iteration step,
+
+   + Passing of the `MaxFunEvals` and `InitialSimplexSize` options to
+     `mode_compute=8` was broken,
+
+   + Bayesian forecasts contained initial conditions and had the wrong length in
+     both plots and stored variables,
+
+   + Filtered variables obtained with `mh_replic=0`, ML, or
+     `calibrated_smoother` were padded with zeros at the beginning and end and
+     had the wrong length in stored variables,
+
+   + Computation of smoothed measurement errors in Bayesian estimation was broken,
+
+   + The `selected_variables_only` option (`mh_replic=0`, ML, or
+     `calibrated_smoother`) returned wrong results for smoothed, updated, and
+     filtered variables,
+
+   + Combining the `selected_variables_only` option with forecasts obtained
+     using `mh_replic=0`, ML, or `calibrated_smoother` leaded to crashes,
+
+   + `oo_.UpdatedVariables` was only filled when the `filtered_vars` option was specified,
+
+   + When using Bayesian estimation with `filtered_vars`, but without
+     `smoother`, then `oo_.FilteredVariables` erroneously also contained filtered
+     variables at the posterior mean as with `mh_replic=0`,
+
+   + Running an MCMC a second time in the same folder with a different number of
+     iterations could result in crashes due to the loading of stale files,
+
+   + 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
+     posterior draws. This affected the smoother results displayed, but
+     also calls to subsequent command relying on the parameters stored
+     in `M_.params` like `stoch_simul`,
+
+   + The content of `oo_.posterior_std` after Bayesian estimation was based on
+     the standard deviation at the posterior mode, not the one from the MCMC, this
+     was not consistent with the reference manual,
+
+   + When the initialization of an MCMC run failed, the metropolis.log file was
+     locked, requiring a restart of Matlab to restart estimation,
+
+   + If the posterior mode was right at the corner of the prior bounds, the
+     initialization of the MCMC erroneously crashed,
+
+   + If the number of dropped draws via `mh_drop` coincided with the number of
+     draws in a `_mh'-file`, `oo_.posterior.metropolis.mean` and
+     `oo_.posterior.metropolis.Variance` were NaN.
+
+
+ - Estimation and calibrated smoother
+
+   + When using `observation_trends` with the `prefilter` option, the mean shift
+     due to the trend was not accounted for,
+
+   + When using `first_obs`>1, the higher trend starting point of
+     `observation_trends` was not taken into account, leading, among other things,
+     to problems in recursive forecasting,
+
+   + The diffuse Kalman smoother was crashing if the forecast error variance
+     matrix becomes singular,
+
+   + The multivariate Kalman smoother provided incorrect state estimates when
+     all data for one observation are missing,
+
+   + The multivariate diffuse Kalman smoother provided incorrect state estimates
+     when the `Finf` matrix becomes singular,
+
+   + The univariate diffuse Kalman filter was crashing if the initial covariance
+     matrix of the nonstationary state vector is singular,
+
+
+ - Forecats
+
+   + In contrast to what is stated in the manual, the confidence interval size
+     `conf_sig` was 0.6 by default instead of 0.9.
+
+   + Forecasting with exogenous deterministic variables provided wrong decision
+     rules, yielding wrong forecasts.
+
+   + Forecasting with exogenous deterministic variables crashed when the
+     `periods` option was not explicitly specified,
+
+   + Option `forecast` when used with `initval` was using the initial values in
+     the `initval` block and not the steady state computed from these initial
+     values as the starting point of forecasts.
+
+
+ - Global Sensitivity Analysis
+
+   + Sensitivity with ML estimation could result in crashes,
+
+   + Option `mc` must be forced if `neighborhood_width` is used,
+
+   + Fixed dimension of `stock_logpo` and `stock_ys`,
+
+   + Incomplete variable initialization could lead to crashes with `prior_range=1`.
+
+
+ - Indentification
+
+   + Identification did not correctly pass the `lik_init` option,
+     requiring the manual setting of `options_.diffuse_filter=1` in
+     case of unit roots,
+
+   + Testing identification of standard deviations as the only
+     parameters to be estimated with ML leaded to crashes,
+
+   + Automatic increase of the lag number for autocovariances when the
+     number of parameters is bigger than the number of non-zero moments
+     was broken,
+
+   + When using ML, the asymptotic Hessian was not computed,
+
+   + Checking for singular values when the eigenvectors contained only
+     one column did not work correctly,
+
+
+ - Model comparison
+
+   + Selection of the `modifiedharmonicmean` estimator was broken,
+
+
+ - Optimal Simple Rules
+
+   + When covariances were specified, variables that only entered with
+     their variance and no covariance term obtained a wrong weight,
+     resulting in wrong results,
+
+   + Results reported for stochastic simulations after `osr` were based
+     on the last parameter vector encountered during optimization,
+     which does not necessarily coincide with the optimal parameter
+     vector,
+
+   + Using only one (co)variance in the objective function resulted in crashes,
+
+   + For models with non-stationary variables the objective function was computed wrongly.
+
+
+ - Ramsey policy
+
+   + 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.
+
+   + When using an external steady state file, incorrect steady states
+     could be accepted,
+
+   + When using an external steady state file with more than one
+     instrument, Dynare crashed,
+
+   + When using an external steady state file and running `stoch_simul`
+     after `ramsey_planner`, an incorrect steady state was used,
+
+   + When the number of instruments was not equal to the number of
+     omitted equations, Dynare crashed with a cryptic message,
+
+   + The `planner_objective` accepted `varexo`, but ignored them for computations,
+
+
+ - Shock decomposition
+
+   + Did not work with the `parameter_set=calibration` option if an
+     `estimated_params` block is present,
+
+   + Crashed after MLE.
+
+
+ - Perfect foresight models
+
+   + The perfect foresight solver could accept a complex solution
+     instead of continuing to look for a real-valued one,
+
+   + The `initval_file` command only accepted column and not row vectors,
+
+   + The `initval_file` command did not work with Excel files,
+
+   + Deterministic simulations with one boundary condition crashed in
+     `solve_one_boundary` due to a missing underscore when passing
+     `options_.simul.maxit`,
+
+   + Deterministic simulation with exogenous variables lagged by more
+     than one period crashed,
+
+   + Termination criterion `maxit` was hard-coded for `solve_algo=0`
+     and could no be changed,
+
+   + When using `block`/`bytecode`, relational operators could not be enforced,
+
+   + When using `block` some exceptions were not properly handled,
+     leading to code crashes,
+
+   + Using `periods=1` crashed the solver (bug only partially fixed).
+
+
+ - Smoothing
+
+   + The univariate Kalman smoother returned wrong results when used
+     with correlated measurement error,
+
+   + The diffuse smoother sometimes returned linear combinations of the
+     smoothed stochastic trend estimates instead of the original trend
+     estimates.
+
+ - Perturbation reduced form
+
+   + In contrast to what is stated in the manual, the results of the
+     unconditional variance decomposition were only stored in
+     `oo_.gamma_y(nar+2)`, not in `oo_.variance_decomposition`,
+
+   + Dynare could crash when the steady state could not be computed
+     when using the `loglinear` option,
+
+   + Using `bytcode` when declared exogenous variables were not
+     used in the model leaded to crashes in stochastic simulations,
+
+   + Displaying decision rules involving lags of auxiliary variables of
+     type 0 (leads>1) crashed.
+
+   + The `relative_irf` option resulted in wrong output at `order>1` as
+     it implicitly relies on linearity.
+
+
+ - Displaying of the MH-history with the `internals` command crashed
+   if parameter names did not have same length.
+
+ - Dynare crashed when the user-defined steady state file returned an
+   error code, but not an conformable-sized steady state vector.
+
+ - Due to a bug in `mjdgges.mex` unstable parameter draws with
+   eigenvalues up to 1+1e-6 could be accepted as stable for the
+   purpose of the Blanchard-Kahn conditions, even if `qz_criterium<1`.
+
+ - The `use_dll` option on Octave for Windows required to pass a
+   compiler flag at the command line, despite the manual stating this
+   was not necessary.
+
+ - Dynare crashed for models with `block` option if the Blanchard-Kahn
+   conditions were not satisfied instead of generating an error
+   message.
+
+ - The `verbose` option did not work with `model(block)`.
+
+ - When falsely specifying the `model(linear)` for nonlinear models,
+   incorrect steady states were accepted instead of aborting.
+
+ - 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.
+
+ - Sampling from the prior distribution for an inverse gamma II
+   distribution when `prior_trunc>0` could result in incorrect
+   sampling.
+
+ - Sampling from the prior distribution for a uniform distribution
+   when `prior_trunc>0` was ignoring the prior truncation.
+
+ - Conditional forecasts were wrong when the declaration of endogenous
+   variables was not preceeding the declaration of the exogenous
+   variables and parameters.