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6.x Release
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Soon
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=============
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====
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* Availability of Dynare through MATLAB Online
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* And also possibly through the Dynare store on all platforms
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6.x version
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===========
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* Estimation:
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* Estimation:
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- Conditional likelihood (I already have a branch with first order approximation, but I want to implement second and third order, and also the case without approximation for backward nonlinear models).
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- 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).
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- Enable estimating models with unanticipated structural break.
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- Enable estimating models with unanticipated structural break.
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- Bayesian methods of moments (à la Christiano et al.).
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- Bayesian methods of moments (à la Christiano et al.).
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... | @@ -19,4 +25,30 @@ |
... | @@ -19,4 +25,30 @@ |
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- Add id to each variable in dseries objects.
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- Add id to each variable in dseries objects.
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- Allow mixed frequencies or create a new object with dseries of different frequencies.
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- Allow mixed frequencies or create a new object with dseries of different frequencies.
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* move to Dragonfly for parallel execution |
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* Move to Dragonfly for parallel execution (#1675)
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* Rewrite the build system using [Meson](https://mesonbuild.com)
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Longer term projects
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====================
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* Add global solution methods
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+ adaptive sparse grid à la Brumm & Scheidegger (2017, Econometrica)
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+ stochastic simulations approach à la Judd, Maliar and Maliar (2011, Quant. Econ.) (see #162)
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* Heterogeneous Agents New-Keynesian (HANK) models
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+ sequence-space Jacobian à la Auclerc et al. (2021, Econometrica)
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* Markov-switching DSGE à la [RISE](https://github.com/jmaih/RISE_toolbox)
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* More interactive model building (à la TROLL)
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* Better solver for mixed-complementarity problems (MCP)
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* Use dseries in more places (#832)
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* Better semantics for options in `.mod` files (#1414)
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* Rewrite handling of external functions: for better performance, and for k-order derivatives (#300)
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* Rewrite in or interface with another language ([Julia](https://github.com/DynareJulia/Dynare.jl), Python) |
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\ No newline at end of file |