This page documents known bugs in Dynare stable.
- OccBin: the
smoother_inversion_filter
option would crash the MCMC estimation if thefiltered_variables
orfilter_step_ahead
options were used (bug not yet fixed, see !2325 (merged)) - OccBin: the
smoother_inversion_filter
option would use the PKF ifmh_replic>0
(bug not yet fixed, see !2325 (merged)) - 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) - Using the
forecast
command with a model solved atorder=2
withvarexo_det
, Dynare would return uncertainty bands based on a first-order approximation (bug not fixed, see #1940) - For MCMC chains with fewer than 6000 draws, the default number of
sub_draws
used to compute posterior moments was incorrect (bug fixed in 3b86307c).