dynare issueshttps://git.dynare.org/Dynare/dynare/issues2019-09-20T13:11:40Zhttps://git.dynare.org/Dynare/dynare/issues/1643Implement pruning at order>32019-09-20T13:11:40ZJohannes Pfeifer Implement pruning at order>3The algorithm should follow Andreasen et al. (2018) as already implemented in `simult_.m` for orders 2 and 3. Should be done in the C++ routines of `dynare_simul_` as discussed in https://git.dynare.org/Dynare/dynare/commit/1e92e308b9d0301108d18d7256f47655097f20cb#note_8364The algorithm should follow Andreasen et al. (2018) as already implemented in `simult_.m` for orders 2 and 3. Should be done in the C++ routines of `dynare_simul_` as discussed in https://git.dynare.org/Dynare/dynare/commit/1e92e308b9d0301108d18d7256f47655097f20cb#note_8364Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/issues/1658Write a howto on forecasting2019-09-20T13:06:55ZSébastien VillemotWrite a howto on forecastinghttps://git.dynare.org/Dynare/dynare/issues/1657add shock decomposition for forecasts done after estimation2019-09-20T13:02:03ZSébastien Villemotadd shock decomposition for forecasts done after estimation@MichelJuillard has some preliminary codes.@MichelJuillard has some preliminary codes.4.6https://git.dynare.org/Dynare/dynare/issues/444Document nonlinear filters on a wiki page2019-09-20T09:51:02ZStéphane Adjemianstepan@dynare.orgDocument nonlinear filters on a wiki pageWe need to describe and discuss all the available options in `options_.particle` (there is still no interface for these options because the set of options is not yet stable).
We need to describe and discuss all the available options in `options_.particle` (there is still no interface for these options because the set of options is not yet stable).
Stéphane Adjemianstepan@dynare.orgStéphane Adjemianstepan@dynare.orghttps://git.dynare.org/Dynare/dynare/issues/1338risky steady state: no interface, test suite2019-09-20T07:38:40ZHoutan Bastanirisky steady state: no interface, test suiteThere are several issues with risky steady state:
1. It has no interface. Why? Is this something we want to keep (hidden) in Dynare?
1. It the .mod files that use it are not in the test suite. Why?
There are several issues with risky steady state:
1. It has no interface. Why? Is this something we want to keep (hidden) in Dynare?
1. It the .mod files that use it are not in the test suite. Why?
4.6Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/issues/1173Support estimation under optimal policy2019-09-20T06:36:13ZJohannes Pfeifer Support estimation under optimal policySee http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=8071
See http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=8071
5.0https://git.dynare.org/Dynare/dynare/issues/713Block recursive prior definitions2018-09-11T15:00:44ZJohannes Pfeifer Block recursive prior definitionsRecursive specification of priors seem to be currently allowed, e.g.
```
a1 0.2,1E-5,1, BETA_PDF,0.5,0.1;
a2 0.5,1E-5,1, a1 BETA_PDF,0.85,0.1;
```
where the upper bound for `a2` is actually set based on the value `a1` has in the parameter initialization section (and never updates it during estimation based on new values of `a1`). But the user clearly intends to make the prior conditional, which Dynare does not allow. We should block this kind of behavior in the preprocessor, because the actual behavior is unexpected.
Sidenote: would it be sensible to allow for conditional priors at some point in the future?
Recursive specification of priors seem to be currently allowed, e.g.
```
a1 0.2,1E-5,1, BETA_PDF,0.5,0.1;
a2 0.5,1E-5,1, a1 BETA_PDF,0.85,0.1;
```
where the upper bound for `a2` is actually set based on the value `a1` has in the parameter initialization section (and never updates it during estimation based on new values of `a1`). But the user clearly intends to make the prior conditional, which Dynare does not allow. We should block this kind of behavior in the preprocessor, because the actual behavior is unexpected.
Sidenote: would it be sensible to allow for conditional priors at some point in the future?
https://git.dynare.org/Dynare/dynare/issues/569Integrate OccBin2019-09-12T14:48:25ZHoutan BastaniIntegrate OccBinhttps://github.com/lucashare/occbin
https://www2.bc.edu/matteo-iacoviello/research_files/TOOLKIT_PAPER.pdf
https://github.com/lucashare/occbin
https://www2.bc.edu/matteo-iacoviello/research_files/TOOLKIT_PAPER.pdf
5.0MichelJuillardMichelJuillardhttps://git.dynare.org/Dynare/dynare/issues/1359Add interface to load datafile in Matlab's table-format2019-09-10T14:41:34ZJohannes Pfeifer Add interface to load datafile in Matlab's table-formatIn `R2013b`. Matlab introduced a datatype `table` (https://de.mathworks.com/help/matlab/ref/table.html). We should support reading datasets saved in this format. In `R2013b`. Matlab introduced a datatype `table` (https://de.mathworks.com/help/matlab/ref/table.html). We should support reading datasets saved in this format. 4.6Stéphane Adjemianstepan@dynare.orgStéphane Adjemianstepan@dynare.orghttps://git.dynare.org/Dynare/dynare/issues/1603Investigate whether var_exo_det works correctly with stoch_simul2019-09-10T08:26:13ZJohannes Pfeifer Investigate whether var_exo_det works correctly with stoch_simulSee https://forum.dynare.org/t/varexo-det-to-simulate-random-shocks-during-a-predetermined-period/11637
It seems there is at least one call to `make_ex_` missingSee https://forum.dynare.org/t/varexo-det-to-simulate-random-shocks-during-a-predetermined-period/11637
It seems there is at least one call to `make_ex_` missing4.6https://git.dynare.org/Dynare/dynare/issues/1595Add proper error handling to thet2tau.m for identification2019-09-10T08:06:37ZJohannes Pfeifer Add proper error handling to thet2tau.m for identificationOtherwise, identification may crash when computing the Jacobian due to `dynare_resolve.m` returning with an error code. See PM to Marco from `sourena_hosseini`Otherwise, identification may crash when computing the Jacobian due to `dynare_resolve.m` returning with an error code. See PM to Marco from `sourena_hosseini`4.6Willi Mutschlerwilli@mutschler.euWilli Mutschlerwilli@mutschler.euhttps://git.dynare.org/Dynare/dynare/issues/1579Make fast realtime decomposition use the proper nobs2019-09-09T12:42:32ZJohannes Pfeifer Make fast realtime decomposition use the proper nobsSee https://github.com/DynareTeam/dynare/pull/1563#issuecomment-357180435
See https://github.com/DynareTeam/dynare/pull/1563#issuecomment-357180435
https://git.dynare.org/Dynare/dynare/issues/1565initial condition decomposition2018-09-10T12:35:46ZMarco Rattoinitial condition decompositionit would be useful to add interface for the following options:
```
nodisplay
graph_format
fig_name
```
Moreover, the preprocessor should give a lhs arg oo_ when translating the command, i.e.:
`oo_ = initial_condition_decomposition(M_,oo_,options_,var_list_,bayestopt_,estim_params_);`
so not really new options, but just allow those in the pre-processor. many thanks!it would be useful to add interface for the following options:
```
nodisplay
graph_format
fig_name
```
Moreover, the preprocessor should give a lhs arg oo_ when translating the command, i.e.:
`oo_ = initial_condition_decomposition(M_,oo_,options_,var_list_,bayestopt_,estim_params_);`
so not really new options, but just allow those in the pre-processor. many thanks!4.6Johannes Pfeifer Johannes Pfeifer https://git.dynare.org/Dynare/dynare/issues/1055Deprecate first_obs and last_obs in data command2018-09-11T15:00:44ZStéphane Adjemianstepan@dynare.orgDeprecate first_obs and last_obs in data commandReplaced by `first_date` and `last_date`, to avoid confusion with the options in the `estimation` command.
Replaced by `first_date` and `last_date`, to avoid confusion with the options in the `estimation` command.
Stéphane Adjemianstepan@dynare.orgStéphane Adjemianstepan@dynare.orghttps://git.dynare.org/Dynare/dynare/issues/339Clarify difference between Bayesian HPDI and classical confidence bands in ma...2019-06-19T15:37:41ZJohannes Pfeifer Clarify difference between Bayesian HPDI and classical confidence bands in manualMention in manual that ML gives CIs and not HPDIs. More fundamentally, I am not sure whether it is a good idea to store CIs after ML in fields named HPDinf and HPDsup.
Mention in manual that ML gives CIs and not HPDIs. More fundamentally, I am not sure whether it is a good idea to store CIs after ML in fields named HPDinf and HPDsup.
5.0https://git.dynare.org/Dynare/dynare/issues/1625Discuss implementing a steady_state_relation-block2018-09-12T08:10:51ZJohannes Pfeifer Discuss implementing a steady_state_relation-blockSteady state finding in large economic models is hard. Currently, the user needs to manually implement a full steady state or reduce the problem and then call a solver. See e.g. https://forum.dynare.org/t/how-to-solve-steady-state-in-large-scale-dsge-models/12185/2
I wonder if it would be useful and feasible to introduce something like a `steady_state_relation`-block that allows specifying analytical steady state relations that Dynare could use in the `_static`-file to substitute out some variable and thus reduce the size of the problem (essentially introducing a model-local variable for the static model). An example would be
```
steady_state_relation;
u=1;
R=1/beta;
Pi=1;
i_nom=R*Pi;
I=delta*K;
end;
```
Combined with `initval` this would make finding a steady state much easier.Steady state finding in large economic models is hard. Currently, the user needs to manually implement a full steady state or reduce the problem and then call a solver. See e.g. https://forum.dynare.org/t/how-to-solve-steady-state-in-large-scale-dsge-models/12185/2
I wonder if it would be useful and feasible to introduce something like a `steady_state_relation`-block that allows specifying analytical steady state relations that Dynare could use in the `_static`-file to substitute out some variable and thus reduce the size of the problem (essentially introducing a model-local variable for the static model). An example would be
```
steady_state_relation;
u=1;
R=1/beta;
Pi=1;
i_nom=R*Pi;
I=delta*K;
end;
```
Combined with `initval` this would make finding a steady state much easier.https://git.dynare.org/Dynare/dynare/issues/1593Add truncated priors2018-11-08T10:09:48ZJohannes Pfeifer Add truncated priorsFollowing the discussions in #1591 and #750, we currently do not have a way to introduce a proper truncated prior. But this is an often requested feature thta e.g. @rattoma would like to have. Waiting for the new estimation interface (e.g. #824 and #846) seems to long to wait.
My specific proposal would be to add a new token `truncated_norm_pdf` that uses the third and fourth hyperparameter (which is usually reserved for generalized (beta) distributions) to specify the truncation. I consider this a natural interpretation of these hyperparameters for the normal distribution.
@stepan-a What do you think?
@rattoma Woud that satisfy your immediate needs? Or do you need a truncated distribution other than the normal?Following the discussions in #1591 and #750, we currently do not have a way to introduce a proper truncated prior. But this is an often requested feature thta e.g. @rattoma would like to have. Waiting for the new estimation interface (e.g. #824 and #846) seems to long to wait.
My specific proposal would be to add a new token `truncated_norm_pdf` that uses the third and fourth hyperparameter (which is usually reserved for generalized (beta) distributions) to specify the truncation. I consider this a natural interpretation of these hyperparameters for the normal distribution.
@stepan-a What do you think?
@rattoma Woud that satisfy your immediate needs? Or do you need a truncated distribution other than the normal?Stéphane Adjemianstepan@dynare.orgStéphane Adjemianstepan@dynare.orghttps://git.dynare.org/Dynare/dynare/issues/1655Move created LaTeX-files to subfolder2019-07-12T10:11:09ZJohannes Pfeifer Move created LaTeX-files to subfolderSee https://git.dynare.org/Dynare/preprocessor/commit/0988a1f755be01b00aab7a458c89d9b63800875d#note_8528See https://git.dynare.org/Dynare/preprocessor/commit/0988a1f755be01b00aab7a458c89d9b63800875d#note_85284.6Johannes Pfeifer Johannes Pfeifer https://git.dynare.org/Dynare/dynare/issues/1539create a reporting tutorial website2019-08-26T10:08:36ZHoutan Bastanicreate a reporting tutorial websiteGoing from simple examples to more complex examples to make the code more approachable
Going from simple examples to more complex examples to make the code more approachable
Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/issues/831Improve homotopy2018-09-11T15:00:44ZStéphane Adjemianstepan@dynare.orgImprove homotopy- [X] Display more informations about the progress of the algorithm.
- [X] Do not display warnings.
- [X] Set verbosity to 0 when entering in the homotopy.
- [X] Fix homotopy with `block` and `bytecode` options.
- [ ] Fix display of informations with `bytecode options`.
- [X] Display more informations about the progress of the algorithm.
- [X] Do not display warnings.
- [X] Set verbosity to 0 when entering in the homotopy.
- [X] Fix homotopy with `block` and `bytecode` options.
- [ ] Fix display of informations with `bytecode options`.
5.0Stéphane Adjemianstepan@dynare.orgStéphane Adjemianstepan@dynare.org