Update RoadMap: Update to 7.x authored by Johannes Pfeifer's avatar Johannes Pfeifer
Soon
====
* Availability through MATLAB Online
6.x version
===========
* Estimation:
- Sequential Monte-Carlo (SMC) sampler
- Conditional likelihood (@stepan-a already has a branch with first order approximation; needs to implement second and third order, and also the case without approximation for backward nonlinear models).
- Enable estimating models with unanticipated structural break.
- Bayesian methods of moments (à la Christiano et al.).
* Simulation:
- Pruning at higher order (#1643)
- Report of accuracy errors.
- Complete interface for extended path.
* dseries & dates classes:
- Interface to DBnomics.
- Add id to each variable in dseries objects.
- Allow mixed frequencies or create a new object with dseries of different frequencies.
* Move to Dragonfly for parallel execution (#1675)
* Rewrite the build system using [Meson](https://mesonbuild.com)
Longer term projects
====================
* Global solution methods
+ adaptive sparse grid à la Brumm & Scheidegger (2017, Econometrica)
+ stochastic simulations approach à la Judd, Maliar and Maliar (2011, Quant. Econ.) (#162)
* Heterogeneous Agents New-Keynesian (HANK) models
+ perturbation approach with dimensionality reduction à la Winberry (2018, Quant. Econ.)
+ sequence-space Jacobian à la Auclerc et al. (2021, Econometrica)
* Markov-switching DSGE (à la [RISE](https://github.com/jmaih/RISE_toolbox))
* More interactive model building (à la TROLL)
* Better performance of perfect foresight solver for very large models (ideally reaching performance parity with TROLL)
* Better solver for mixed-complementarity problems (MCP)
* Use dseries in more places (#832)
* Better semantics for options in `.mod` files (#1414)
* Rewrite handling of external functions: for better performance, and for k-order derivatives (#300)
* Availability through the MATLAB store on all platforms
* Rewrite in or interface with another language ([Julia](https://github.com/DynareJulia/Dynare.jl), Python)
7.x version
===========
* Estimation:
- Enable estimating models with unanticipated structural break.
- Bayesian methods of moments (à la Christiano et al.).
* Simulation:
- Pruning at higher order (#1643)
- Report of accuracy errors.
- Complete interface for extended path.
* dseries & dates classes:
- Interface to DBnomics.
- Add id to each variable in dseries objects.
- Allow mixed frequencies or create a new object with dseries of different frequencies.
* Move to Dragonfly for parallel execution (#1675)
Longer term projects
====================
* Global solution methods
+ adaptive sparse grid à la Brumm & Scheidegger (2017, Econometrica)
+ stochastic simulations approach à la Judd, Maliar and Maliar (2011, Quant. Econ.) (#162)
* Heterogeneous Agents New-Keynesian (HANK) models
+ perturbation approach with dimensionality reduction à la Winberry (2018, Quant. Econ.)
+ sequence-space Jacobian à la Auclerc et al. (2021, Econometrica)
* Markov-switching DSGE (à la [RISE](https://github.com/jmaih/RISE_toolbox))
* More interactive model building (à la TROLL)
* Better performance of perfect foresight solver for very large models (ideally reaching performance parity with TROLL)
* Better solver for mixed-complementarity problems (MCP)
* Use dseries in more places (#832)
* Better semantics for options in `.mod` files (#1414)
* Rewrite handling of external functions: for better performance, and for k-order derivatives (#300)
* Availability through the MATLAB store on all platforms
* Rewrite in or interface with another language ([Julia](https://github.com/DynareJulia/Dynare.jl), Python)