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dynare

Known bugs present in the current stable version

Last edited by Johannes Pfeifer
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This page documents known bugs in Dynare stable.

  • generate_trace_plots crashes when measurement errors are present (bug fixed in f717712e)
  • estimation crashes for correlated measurement errors (bug fixed in f717712e)
  • In stochastic simulations, for variables that actually do not leave the steady state, reported simulated moments may be spurious (due to division by zero) (#1736 (closed))
  • Dynare will display variance decompositions considering measurement error only if measurement errors are present for all observed variables (bug fixed in 6e06acc7)
  • The posterior variance decompositions with measurement errors computed with moments_varendo are incorrect (bug fixed in 6e06acc7)
  • moments_varendo will not update oo_.PosteriorTheoreticalMoments if it is already present from e.g. earlier run of estimation (bug fixed in f3329c2d)
  • Under macOS, Dynare would incorrectly claim that it is compiled for Octave 5.2.0 (while it is compiled for Octave 4.4.1) (bug fixed in b758c154)
  • Identification will in some cases compute wrong Jacobian of moments (bug fix in !1733 (merged))
  • Identification will display incorrect results if parameter dependence is implemented via a steady state file (bug fix in !1732 (merged); see discussion in #1733 (closed))
  • Using external functions in a model local variable crashes the preprocessor (bug fixed in preprocessor@931935a9)
  • Tolerance criteria for steady state computations were inconsistently set (fixed in 607a273b
  • stoch_simul with its default order=2 will crash with a message about hessian_eq_zero not existing if an explicit order=1 is present somewhere else in the mod-file (bug fixed in preprocessor@5cc9f216).
  • Model local variables are not in the modfile.json JSON file (#1723 (closed))
  • Model local variables names have two spurious underscores when they are defined in the dynamic.json and static.json files (but only in the definition, not when they are used, which is inconsistent) (bug fixed in preprocessor@f9ab44da)
  • The solve_algo=9 option is not accessible. The solve_algo=10 and solve_algo=11 options are not accessible with block (but without bytecode) (bug fixed in bd7eb2f8)
  • Under certain circumstances, extended_path crashes when used in conjunction with the block option (#1717)
  • extended_path does not work with bytecode option (#1717)
  • The shock_decomposition command is not accepting the options of estimation related to smoothing (see !1724 (merged))
  • The conditional_forecast-command will display a warning even if the simulation was successful (see !1725 (merged))
  • The prior_trunc-option of identification does not work (see !1723 (merged))
  • The proposal_distribution-option of the tailored_random_block_metropolis_hastings does not work (see !1727 (merged))
  • Perfect foresight simulations will crash if a static model fails to converge with complex-valued residuals (see !1726 (merged))
  • The diffuse Kalman smoother will crash if Finf becomes singular (!1728 (merged))
  • Forecasts are only based on the DSGE-model, not the DSGE-VAR (bug not yet fixed; see #819)
  • smoother2histval does not keep track of whether previously stored results were generate with loglinear (bug not yet fixed; see #1407)
  • The initval_file option does not yet support Dynare's translation of a model into a one lead/lag-model via auxiliary variables (bug not yet fixed; see #1004)