... | ... | @@ -8,11 +8,11 @@ Dynare 4.5 |
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+ Added command `ramsey_model` that builds the expanded model with
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FOC conditions for the planner's problem but doesn't perform any
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computation. Usefull to compute Ramsey policy in a perfect
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foresight model,
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computation. Useful to compute Ramsey policy in a perfect
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foresight model and for estimation,
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+ `ramsey_policy` accepts multipliers in its variable list and
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displays results for them.
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displays results for them [(#1355)](https://github.com/DynareTeam/dynare/issues/1355).
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- Perfect foresight models
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... | ... | @@ -69,10 +69,10 @@ Dynare 4.5 |
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- Forecasts and Smoothing
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+ The smoother and forecasts take uncertainty about trends and means
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into account,
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into account [(#679)](https://github.com/DynareTeam/dynare/issues/679),
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+ Forecasts accounting for measurement error are now saved in fields
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of the form `HPDinf_ME` and `HPDsup_ME`,
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of the form `HPDinf_ME` and `HPDsup_ME` [(#853)](https://github.com/DynareTeam/dynare/issues/853),
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+ New fields `oo_.Smoother.Trend` and `oo_.Smoother.Constant` that
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save the trend and constant parts of the smoothed variables,
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... | ... | @@ -90,14 +90,14 @@ Dynare 4.5 |
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- Estimation
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+ New options: `logdata`, `consider_all_endogenous`,
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`consider_only_observed`, `posterior_max_subsample_draws`,
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`mh_conf_sig`, `diffuse_kalman_tol`, `dirname`, `nodecomposition`
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`consider_only_observed`, `posterior_max_subsample_draws` [(#567)](https://github.com/DynareTeam/dynare/issues/567),
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`mh_conf_sig` [(#598)](https://github.com/DynareTeam/dynare/issues/597), `diffuse_kalman_tol` [(#865)](https://github.com/DynareTeam/dynare/issues/865), `dirname` [(#910)](https://github.com/DynareTeam/dynare/issues/910), `nodecomposition`
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+ `load_mh_file` and `mh_recover` now try to load chain's proposal density,
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+ `load_mh_file` and `mh_recover` now try to load chain's proposal density [(#1230)](https://github.com/DynareTeam/dynare/issues/1230),
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+ New option `load_results_after_load_mh` that allows loading some
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posterior results from a previous run if no new MCMC draws are
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added,
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added [(#1352)](https://github.com/DynareTeam/dynare/issues/1352),
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+ New option `posterior_nograph` that suppresses the generation of
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graphs associated with Bayesian IRFs, posterior smoothed objects,
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... | ... | @@ -118,11 +118,11 @@ Dynare 4.5 |
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+ The `trace_plot` command can now plot the posterior density,
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+ New command `generate_trace_plots` allows generating all trace
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plots for one chain,
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plots for one chain [(#1239)](https://github.com/DynareTeam/dynare/issues/1239),
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+ New commands `prior_function` and `posterior_function` that
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execute a user-defined function on parameter draws from the
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prior/posterior distribution,
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prior/posterior distribution [(#871)](https://github.com/DynareTeam/dynare/issues/871),
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+ New option `huge_number` for replacement of infinite bounds with
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large number during `mode_compute`,
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... | ... | @@ -135,9 +135,9 @@ Dynare 4.5 |
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Metropolis-Hastings),
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+ New option `posterior_sampler_options` that allow controlling the
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options of the `posterior_sampling_method`, its `scale_file`-option
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options of the `posterior_sampling_method`; its `scale_file`-option
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pair allows loading the `_mh_scale.mat`-file storing the tuned
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scale factor from a previous run of `mode_compute=6`,
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scale factor from a previous run of `mode_compute=6` [(#1223)](https://github.com/DynareTeam/dynare/issues/1223),
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+ New option `raftery_lewis_diagnostics` that computes Raftery/Lewis
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(1992) convergence diagnostics,
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... | ... | @@ -149,7 +149,7 @@ Dynare 4.5 |
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`oo_.dsge_var`,
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+ New option `smoothed_state_uncertainty` to provide the uncertainty
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estimate for the smoothed state estimate from the Kalman smoother,
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estimate for the smoothed state estimate from the Kalman smoother [(#1324)](https://github.com/DynareTeam/dynare/issues/1324),
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+ New prior density: generalized Weibull distribution,
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... | ... | @@ -288,7 +288,7 @@ Dynare 4.5 |
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the preprocessor,
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+ New command line option `mingw` to support the MinGW-w64 C/C++
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Compiler from TDM-GCC for `use_dll`.
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Compiler from TDM-GCC for `use_dll` [(#1226)](https://github.com/DynareTeam/dynare/issues/1226).
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- dates/dseries/reporting classes
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... | ... | @@ -325,7 +325,7 @@ Dynare 4.5 |
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+ New option `write_equation_tags` to `write_latex_dynamic_model`
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that allows printing the specified equation tags to the generate
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LaTeX code,
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LaTeX code [(#477)](https://github.com/DynareTeam/dynare/issues/477),
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+ New command `write_latex_parameter_table` that writes the names and
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values of model parameters to a LaTeX table,
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... | ... | @@ -349,15 +349,14 @@ Dynare 4.5 |
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+ When using `model(linear)`, Dynare automatically checks
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whether the model is truly linear,
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+ `usedll`, the `msvc` option now supports `normcdf`, `acosh`,
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`asinh`, and `atanh`,
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+ `usedll`: the `msvc` option now supports `normcdf`, `acosh`,
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`asinh`, and `atanh` [(#1259)](https://github.com/DynareTeam/dynare/issues/1259),
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+ New parallel option `NumberOfThreadsPerJob` for Windows nodes that
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sets the number of threads assigned to each remote MATLAB/Octave
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run,
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run [(#1357)](https://github.com/DynareTeam/dynare/issues/1357),
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+ Improved numerical performance of
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`schur_statespace_transformation` for very large models,
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+ Improved numerical performance of `schur_statespace_transformation` for very large models,
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+ The `all_values_required` option now also works with `histval`,
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