Known bugs present in the current stable version

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 the sbvar 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 with discretionary_policy (bug fixed in 43af30d0)
• discretionary_policy would crash if there were fewer than two exogenous variables (bug fixed in 15c684ca)
• Using the forecast command with a model solved at order>1 without varexo_det, Dynare would return forecasts based on a first order approximation instead of providing an error message (bug fixed in 15c684ca)
• Using the forecast command with a model solved at order=2 with varexo_det and pruning, Dynare would return forecasts without pruning instead of providing an error message (bug fixed in 15c684ca)
• Using the forecast command with a model solved at order=2 with varexo_det, Dynare would return uncertainty bands based on a first-order approximation (bug not fixed, see #1940)
• Using the forecast command with a model solved at order=3 would crash Dynare (bug fixed in 15c684ca)
• 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 the tailored_random_block_metropolis_hastings posterior sampler will return wrong results (bug fixed in dfa01edd)
• The onlyclearglobals of the dynare command was not working as intended (bug fixed in preprocessor@c1381f1d)
• The det_cond_forecast command crashed in plans with only expected shocks (bug fixed in 104f2fe8)
• Estimation could crash in some rare cases when computing the 2nd order moments of prior or posterior distribution (bug fixed in 48ac6c64)
• Successive calls of the Herbst-Schorfheide SMC sampler could crash due to some stale files being left on disk (bug fixed in 3fed17a5)
• The shock decomposition plot could be wrong in the presence of leads/lags on exogenous variables, or when the steady state is squeezed (bug fixed in 64f0f1fc)