Update RoadMap: Update to 7.x authored by Johannes Pfeifer's avatar Johannes Pfeifer
Soon 7.x version
==== ===========
* Availability through MATLAB Online * Estimation:
6.x version - Enable estimating models with unanticipated structural break.
=========== - Bayesian methods of moments (à la Christiano et al.).
* Estimation: * Simulation:
- Sequential Monte-Carlo (SMC) sampler - Pruning at higher order (#1643)
- 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). - Report of accuracy errors.
- Enable estimating models with unanticipated structural break. - Complete interface for extended path.
- Bayesian methods of moments (à la Christiano et al.).
* dseries & dates classes:
* Simulation:
- Interface to DBnomics.
- Pruning at higher order (#1643) - Add id to each variable in dseries objects.
- Report of accuracy errors. - Allow mixed frequencies or create a new object with dseries of different frequencies.
- Complete interface for extended path.
* Move to Dragonfly for parallel execution (#1675)
* dseries & dates classes:
Longer term projects
- Interface to DBnomics. ====================
- Add id to each variable in dseries objects.
- Allow mixed frequencies or create a new object with dseries of different frequencies. * Global solution methods
+ adaptive sparse grid à la Brumm & Scheidegger (2017, Econometrica)
* Move to Dragonfly for parallel execution (#1675) + stochastic simulations approach à la Judd, Maliar and Maliar (2011, Quant. Econ.) (#162)
* Rewrite the build system using [Meson](https://mesonbuild.com) * Heterogeneous Agents New-Keynesian (HANK) models
+ perturbation approach with dimensionality reduction à la Winberry (2018, Quant. Econ.)
Longer term projects + sequence-space Jacobian à la Auclerc et al. (2021, Econometrica)
====================
* Markov-switching DSGE (à la [RISE](https://github.com/jmaih/RISE_toolbox))
* Global solution methods
+ adaptive sparse grid à la Brumm & Scheidegger (2017, Econometrica) * More interactive model building (à la TROLL)
+ stochastic simulations approach à la Judd, Maliar and Maliar (2011, Quant. Econ.) (#162)
* Better performance of perfect foresight solver for very large models (ideally reaching performance parity with TROLL)
* Heterogeneous Agents New-Keynesian (HANK) models
+ perturbation approach with dimensionality reduction à la Winberry (2018, Quant. Econ.) * Better solver for mixed-complementarity problems (MCP)
+ sequence-space Jacobian à la Auclerc et al. (2021, Econometrica)
* Use dseries in more places (#832)
* Markov-switching DSGE (à la [RISE](https://github.com/jmaih/RISE_toolbox))
* Better semantics for options in `.mod` files (#1414)
* More interactive model building (à la TROLL)
* Rewrite handling of external functions: for better performance, and for k-order derivatives (#300)
* Better performance of perfect foresight solver for very large models (ideally reaching performance parity with TROLL)
* Availability through the MATLAB store on all platforms
* Better solver for mixed-complementarity problems (MCP)
* Rewrite in or interface with another language ([Julia](https://github.com/DynareJulia/Dynare.jl), Python)
* 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)