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 (fixed in 353a21ca) - OccBin: the
smoother_inversion_filter
option would use the PKF ifmh_replic>0
(bug fixed in 87abdff3) - OccBin: the
smoothed_state_uncertainty
option would crash Dynare if the MCMC smoother was run after the classical one (bug fixed in c62d9db0) - OccBin: the smoother would crash when encountering an internal error due to the output of the linear smoother not having been computed (bug fixed in 7c318adf)
- 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). - Bi-annual dates (e.g.
2024S1
or2024H1
) are not accepted within Dynare statements (bug fixed in preprocessor@a992fb1b)