This page documents known bugs in Dynare stable.
- The mixed complementarity problem (MCP) solver could fail or give wrong results in some cases where there were multiple complementarity conditions (bug fixed in 1fea7f3e)
- The
qmc_sequence
MEX file from the macOS package fails to load (bug fixed in f1e10960) - Forecasts are only based on the DSGE-model, not the DSGE-VAR (bug not yet fixed; see #819)
- The
contemp_reduced_form
-option of thesbvar
-command is broken (bug not yet fixed, see #1716) - OccBin forecasts would crash in case of shocks with zero variance (bug fixed in ad90aa1e)
- OccBin smoother would crash if simulation did not converge (bug fixed in bc775bb4)
- Computation of posterior moments may crash in large models (bug fixed in 895b5340)
- The auxiliary particle filter and the Liu & West online filter (
mode_compute=11
) required the Statistics Toolbox (bug fixed in 18eede9d) - The auxiliary particle filter and the Liu & West online filter (
mode_compute=11
) did not work withdiscretionary_policy
(bug fixed in 43af30d0) -
discretionary_policy
would crash if there were fewer than two exogenous variables (bug not yet fixed, see !2312 (merged)) - SMC methods may return wrong posterior results (bug fixed in 8953f1ab)
- The Herbst-Schorfheide SMC sampler would crash at
order>1
(bug fixed in 0b5062a9) - Annualized shock decomposition would not output results if desired vintage date did not coincide to an end-of-the-year Q4 period (bug fixed in faabc2ec and bd426651)
- Using
rand_multivariate_student
as the proposal density in thetailored_random_block_metropolis_hastings
posterior sampler will return wrong results (bug fixed in dfa01edd)