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This page documents known bugs in Dynare stable.
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* Pruning in particle filtering at order 2 is not using the exact same formula as the original Kim et al. (2008) paper. A second-order term enters the cross-product between states and shocks, where it should be a first-order term. This however does not lead to explosive trajectories in practice. (bug fixed, see #1853)
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* Pruning in particle filtering at order 2 is not using the exact same formula as the original Kim et al. (2008) paper. A second-order term enters the cross-product between states and shocks, where it should be a first-order term. This however does not lead to explosive trajectories in practice. (bug fixed, see #1853 and f7204e6ec803f77eb107614587bb9925a4bee73e)
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* The `simul_replic`-option of `stoch_simul` does not store the binary file in the output folder (bug fixed in 6805cad6)
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* `ramsey`: steady state files will not work when auxiliary variables include Lagrange multipliers (bug not yet fixed, see https://git.dynare.org/Dynare/dynare/-/merge_requests/2022)
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* `occbin` does not properly handle errors when solving the baseline regime like Blanchard-Kahn violations (bug fixed in 6536e135)
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* `occbin`: the piecewise linear Kalman filter will crash if the model solution cannot be computed for a parameter draw (bug not yet fixed, see )
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* Particle filter estimation does not use a correct `pruning` at `order=2` (bug fixed in f7204e6ec803f77eb107614587bb9925a4bee73e)
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* `occbin`: the piecewise linear Kalman filter will crash if the model solution cannot be computed for a parameter draw (bug not yet fixed, see https://git.dynare.org/Dynare/dynare/-/issues/1854)
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* The `contemp_reduced_form`-option of the `sbvar`-command is broken (bug not yet fixed, see #1716)
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* Forecasts are only based on the DSGE-model, not the DSGE-VAR (bug not yet fixed; see #819)
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