This page documents known bugs in Dynare stable.
- The
mh_initialize_from_previous_mcmc
did not work if estimation was conducted with a different prior and the last draw in the previous MCMC fell outside the new prior bounds (bug fixed in aad5c360) - When specifying a generalized inverse Gamma prior, the hyperparameter computation would erroneously ignore the resulting mean shift (bug fixed in 8f735646)
- When using the
mh_recover
-option, the status bar always started at zero instead of showing the overall progress of the recovered chain (bug fixed in 53b57da8) - The
model_diagnostics
-command failed to check the correctness of user-defined steady state files (bug fixed in 1b4fb46c) - GSA: LaTeX output did not work as expected (bug fixed in 59c9f70a, 701afd2c, fca782f8)
- Forecasts and filtered variables could not be retrieved with
heteroskedastic_shocks
(bug fixed in de152a3d) - The OccBin smoother would potentially not display all smoothed shocks with
heteroskedastic_filter
(bug not yet fixed, see 983d0b82) - LaTeX output under Windows failed to compile for
plot_priors
and Brooks/Gelman convergence diagnostics (bug fixed in e7184023 and 37f747bb) -
shock_decomposition
: the plot was too big, making the close button inaccessible (bug fixed in 701afd2c) - Theoretical moments at
order=2
withpruning
do not contain unconditional and conditional variance decomposition (regression from 4.6; fixed in 41ac891f and c063d536; not backported to 5.x) - Forecasts are only based on the DSGE-model, not the DSGE-VAR (bug not yet fixed; see #819)
- The
bvar_irf
command would ignore theSquareRoot
option and instead employ a Cholesky decomposition (bug fixed in 14634946) - The
contemp_reduced_form
-option of thesbvar
-command is broken (bug not yet fixed, see #1716)