Bugs fixed in 5.2 authored by Sébastien Villemot's avatar Sébastien Villemot
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](http://www.dynare.org/DynareWiki/KnownBugs).
Bugs fixed in version 5.2
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* Problems with the `steady_state` operator:
+ 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)
+ 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)
* 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 `simul_replic` option of the `stoch_simul` command would not store the binary file in the `Output` folder (bug fixed in 6805cad6)
* Problems with Ramsey policy (`ramsey_model`/`ramsey_policy` commands):
+ steady state files would not work when auxiliary variables included Lagrange multipliers (bug fixed in 21004adf)
+ for linear competitive equilibrium laws of motion, welfare evaluated at higher order was erroneously equated to steady state welfare (bug fixed in b5c74199)
* 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)
* 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)
+ 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)
+ 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)
+ 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 identification (`identification` command)
+ with `prior_mc>1` specified, it would incorrectly display the share of rank deficient Jacobians (bug fixed in dbde8294)
+ 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)
* The `plot_shock_decomposition` command would crash if invalid field names were encountered (bug fixed in 16bc2b3e)
* The `shock_decomposition` command would not pass specified initial dates to generated plots (bug fixed in 1b4a4c87)
* Various pathological cases encountered in steady state finding could lead to a crash (bug fixed in 5788f1bc, c9fd266c, c91e1f89, and 5788f1bc)
* The `solve_algo=0` option of the `steady` command would not honor `tolx` (bug fixed in 40a525ee)
* In the `dynare_sensitivity` command, stability mapping would not correctly honor the prior bounds (bug fixed in 22795298)
Bugs fixed in version 5.1
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