dynare issueshttps://git.dynare.org/Dynare/dynare/-/issues2019-06-19T15:38:18Zhttps://git.dynare.org/Dynare/dynare/-/issues/438investigate problem deleting files with ms-sbvar on windows 72019-06-19T15:38:18ZHoutan Bastaniinvestigate problem deleting files with ms-sbvar on windows 7This is about the problem we discussed with ms_estimation under Windows 7, Matlab 7.8.0 (R2009a). In a nutshell, if msvar is run more than once in a single Matlab session, the init files created on the first run cannot subsequently be de...This is about the problem we discussed with ms_estimation under Windows 7, Matlab 7.8.0 (R2009a). In a nutshell, if msvar is run more than once in a single Matlab session, the init files created on the first run cannot subsequently be deleted. This is a problem as when the init files are not deleted, changes to the model made in the mod file are not reflected in the dynare run. Matlab does not believe that it has any files open – type fopen(‘all’) to check – but windows thinks that Matlab does in fact have these files open. A guess is that the C code may not have fflush()ed the write buffer to the files before closing.
Thanks for your help.
- Roland
To replicate the problem:
· Starting from a clean directory with only RM_test.mod and data_SwitchingFed11_demeaned.dat, run dynare. Should be successful.
· Run dynare a second time. The log file output I get is pasted below. Windows cannot delete “init_RM_test.dat” and other files because they are said to be in use by Matlab.
(email 28 June 2013 12:00:08 PM GMT+02:00)
4.5Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/437Add verbatim option to preprocessor2019-06-19T15:38:18ZJohannes PfeiferAdd verbatim option to preprocessorSometimes one would like to use a keyword detected by the preprocessor in a Matlab command, but the parsing detects this as invalid syntax. If possible, we should add something like a verbatim command to the preprocessor that adds the co...Sometimes one would like to use a keyword detected by the preprocessor in a Matlab command, but the parsing detects this as invalid syntax. If possible, we should add something like a verbatim command to the preprocessor that adds the content without changing it to the m-file.
For example
```
verbatim(cellstr={'eps_a';'eps_b'};)
```
would write the content to the m-file without leading to an error as it currently does if `eps_a` is declared in `var_exo`
4.4Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/435Potentially automatically detect non-stationary model and change QZ criterium2019-06-19T15:38:18ZJohannes PfeiferPotentially automatically detect non-stationary model and change QZ criteriumWhile the manual states that `kalman_algo` automatically uses the correct filter for stationary and nonstationary models, this case never seems to happen. If the user does not specify that the model is non-stationary, initial_estimation_...While the manual states that `kalman_algo` automatically uses the correct filter for stationary and nonstationary models, this case never seems to happen. If the user does not specify that the model is non-stationary, initial_estimation_checks will throw out an error, because the QZ criterium is too high for the BK conditions to be satisfied. It might be a good idea to check in `initial_estimation_checks` for the presence of a unit root, throw out a warning, and set the `qz_criterium` to 0.999999 if a unit root is detected.
4.5https://git.dynare.org/Dynare/dynare/-/issues/436Add length() operator to macroprocessor2019-06-19T15:38:18ZSébastien VillemotAdd length() operator to macroprocessorThe operator would return the length of an array. Useful for loops where you want to iterate over the array index rather than the array element.
The operator would return the length of an array. Useful for loops where you want to iterate over the array index rather than the array element.
4.4Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/431Potentially allow for loglinear option in stoch_simul2019-06-19T15:38:18ZJohannes PfeiferPotentially allow for loglinear option in stoch_simulCurrently, stoch_simul does not take the loglinear option as a preprocessor command, although technically everything seems to be in place. Using `options_.loglinear` already seems to trigger the desired computations.
Currently, stoch_simul does not take the loglinear option as a preprocessor command, although technically everything seems to be in place. Using `options_.loglinear` already seems to trigger the desired computations.
4.4Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/430Deal with treatment of presample2019-06-19T15:38:18ZJohannes PfeiferDeal with treatment of presample#429 introduces an error messsage for non-linear estimation with a `presample` being specified. This incorrectly used the first `presample` observations to compute the likelihood despite the manual saying that they are skipped. In the lo...#429 introduces an error messsage for non-linear estimation with a `presample` being specified. This incorrectly used the first `presample` observations to compute the likelihood despite the manual saying that they are skipped. In the long-run, we might either want to actually use the presample to initialize the state matrix (e.g. as an option for initialization similar to using the ergodic state variance matrix of the linear model) or just skip the first `presample` periods by only using the observations `presample+1:end`
Another place where presample shows up is `bvar_toolbox.m`. Here we should clarify the distinction to the training sample in `options_.bvar_prior_train`
4.5https://git.dynare.org/Dynare/dynare/-/issues/423Transform hardcoded tolerance of OSR into an option2019-06-19T15:38:18ZJohannes PfeiferTransform hardcoded tolerance of OSR into an optionSee http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=4728
See http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=4728
4.4Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/420Perfect foresight simulator with bytecode/block option is brocken if dynare i...2019-06-19T15:38:18ZStéphane Adjemianstepan@adjemian.euPerfect foresight simulator with bytecode/block option is brocken if dynare is compiled with --enable-openmp flag4.5https://git.dynare.org/Dynare/dynare/-/issues/419Expand model_diagnostics to test whether the model is truly linear2019-06-19T15:38:18ZJohannes PfeiferExpand model_diagnostics to test whether the model is truly linearOften users specify model(linear), but don't enter all FOCs correctly. Testing in model_diagnostics whether all equations are linear and displaying the wrong equations would provide a valuable diagnostic tool. Alternatively, the preproce...Often users specify model(linear), but don't enter all FOCs correctly. Testing in model_diagnostics whether all equations are linear and displaying the wrong equations would provide a valuable diagnostic tool. Alternatively, the preprocessor could check whether the Hessian g2 is a zero matrix if the linear option is specified.
4.5Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/415Use of subexpression caching in Dynare++ evaluator can lead to wrong results2021-11-08T11:22:42ZSébastien VillemotUse of subexpression caching in Dynare++ evaluator can lead to wrong resultsConsider the following MOD file:
```
var y;
varexo e;
parameters beta rbar rebar lambdae t1 t2;
beta = 1/1.02^0.25;
rbar = 1.02^0.25;
rebar = (1.065-rbar^4+1)^0.25;
lambdae = 0.2;
lambdae = 1-lambdae;
t1 = (1-lambdae)/beta;
t2 = lamb...Consider the following MOD file:
```
var y;
varexo e;
parameters beta rbar rebar lambdae t1 t2;
beta = 1/1.02^0.25;
rbar = 1.02^0.25;
rebar = (1.065-rbar^4+1)^0.25;
lambdae = 0.2;
lambdae = 1-lambdae;
t1 = (1-lambdae)/beta;
t2 = lambdae/beta;
model;
y = t2*y(-1)+e;
end;
initval;
y = 0;
end;
vcov = [1];
order = 1;
```
The value computed for `t1` will be wrong, and will be equal to that of `t2`. Here is what happens step-by-step:
- `lambdae = 0.2;` => Dynare++ registers that `lambdae=0.2`
- `lambdae=1-lambdae;` => Dynare++ computes `1-lambdae=0.8` **and caches that identity**; then it updates `lambdae=0.8`
- `t1 = (1-lambdae)/beta;` => Dynare++ (wrongly) uses the cached value `1-lambdae=0.8`
- `t2 = lambdae/beta;` => Dynare++ (rightly) uses the value `lambdae=0.8`
It seems that the only sensible solution to this problem is to disable subexpression caching during the evaluation phase.
4.4https://git.dynare.org/Dynare/dynare/-/issues/414Add interface and doc to use_univariate_filters_if_singularity_is_detected op...2019-06-19T15:38:18ZSébastien VillemotAdd interface and doc to use_univariate_filters_if_singularity_is_detected optionWas added in 894b3d69f4662a1132c0f7fb50083bf982745536
Was added in 894b3d69f4662a1132c0f7fb50083bf982745536
4.4Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/412Document identification schemes for svar in MS-SBVAR2019-06-19T15:38:18ZJohannes PfeiferDocument identification schemes for svar in MS-SBVARDocumentation on options like `lower_cholesky` is missing in the manual
Documentation on options like `lower_cholesky` is missing in the manual
MichelJuillardMichelJuillardhttps://git.dynare.org/Dynare/dynare/-/issues/406Agree on system for storing results and figures2020-12-19T09:24:12ZJohannes PfeiferAgree on system for storing results and figuresCurrently we don't have a consistent system for saving results and figures. The MS-BVAR code for example saves the computation matrices in folders like IRF, Forecast, and Variance_Decomposition. But the corresponding graphs are saved in ...Currently we don't have a consistent system for saving results and figures. The MS-BVAR code for example saves the computation matrices in folders like IRF, Forecast, and Variance_Decomposition. But the corresponding graphs are saved in correspondingly named subfolders of the Output-Folder. This creates a confusing double structure. I am pretty sure there was some method to this separation, but I am unable to see it.
This treatment for example is different from other parts of the code, where results are either directly stored to "Output" or special folders like "gsa" are created at the same level as the Output folder.
In the longrun, we might want to agree on a consistent system.
https://git.dynare.org/Dynare/dynare/-/issues/407Test for block with stack_solve_algo=3 is broken2019-06-19T15:38:18ZSébastien VillemotTest for block with stack_solve_algo=3 is brokenIt enters an infinite loop, and has therefore been disabled in 25269c3c6bb608f3295c308c156ce7bac2836d6a.
It enters an infinite loop, and has therefore been disabled in 25269c3c6bb608f3295c308c156ce7bac2836d6a.
4.4https://git.dynare.org/Dynare/dynare/-/issues/374Seed misbehavior with Dynare++2019-08-22T15:49:54ZStéphane Adjemianstepan@adjemian.euSeed misbehavior with Dynare++*Created by: davidrpugh*
My colleague and I obtain different results for 2nd and 3rd order impulse response function for a basic RBC model using the same seed. We both obtain identical results using the same seed on our individual comp...*Created by: davidrpugh*
My colleague and I obtain different results for 2nd and 3rd order impulse response function for a basic RBC model using the same seed. We both obtain identical results using the same seed on our individual computers, but results are inconsistent across computers. I run Dynare++ on Macbook running OSX 10.6; my colleague uses Windows 7.
Any thoughts? Would be happy to share the model file if interested...but probably better for someone to replicate the issue with a different model on another set of computers.
Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/400Add steady_no_check option to estimation command2019-06-19T15:38:18ZJohannes PfeiferAdd steady_no_check option to estimation command`unit_root_vars` is supposed to be deprecated by using ``diffuse_filter` instead for estimating a model with non-stationary observed variables. But estimation still checks the steady state unless it is preceded by a `steady(nocheck)` com...`unit_root_vars` is supposed to be deprecated by using ``diffuse_filter` instead for estimating a model with non-stationary observed variables. But estimation still checks the steady state unless it is preceded by a `steady(nocheck)` command that sets `options_.steadystate.nocheck` to 1. We should add an explicit option to set this option in estimation or automatically trigger it if the diffuse filter is requested. For a background, see
http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=4671
http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=2813
4.4Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/-/issues/398Update Wiki for mode_compute=62019-06-19T15:38:18ZJohannes PfeiferUpdate Wiki for mode_compute=6The information in http://www.dynare.org/DynareWiki/MonteCarloOptimization is outdated. See http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=4672&start=0
Most importantly, e81f9d48ac5b5dab724ec48195301d139cef85ef changed the option nam...The information in http://www.dynare.org/DynareWiki/MonteCarloOptimization is outdated. See http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=4672&start=0
Most importantly, e81f9d48ac5b5dab724ec48195301d139cef85ef changed the option naming.
Unfortunately, it seems I don't have the access rights to change the Wiki. I always get an internal server error when trying to access anything associated with login.
https://git.dynare.org/Dynare/dynare/-/issues/396Potentially change use of options_.drop in simulations2019-06-19T15:38:18ZJohannes PfeiferPotentially change use of options_.drop in simulationsCurrently, options_.drop is used for both IRFs and moments. However, the simulated series generated with simult_ do not drop periods. I think that this is not desirable and we should also drop periods at the beginning unless the user wan...Currently, options_.drop is used for both IRFs and moments. However, the simulated series generated with simult_ do not drop periods. I think that this is not desirable and we should also drop periods at the beginning unless the user wants to start at the deterministic steady state.
For linear models, this would not matter. But for models solved at higher order, we would then not knowingly output simulated series that for sure have not yet converged to the ergodic distribution.
https://git.dynare.org/Dynare/dynare/-/issues/350Dynare++ fails to load2019-06-19T15:38:18ZStéphane Adjemianstepan@adjemian.euDynare++ fails to load*Created by: davidrpugh*
I recently re-installed Dynare 4.3.2 and this has cause Dynare++ to fail to load. Here is the traceback:
`Cole-2:~ clarissasweet$ dynare++
dyld: Library not loaded: /usr/local/Cellar/gfortran/4.7.2/gfortran/lib...*Created by: davidrpugh*
I recently re-installed Dynare 4.3.2 and this has cause Dynare++ to fail to load. Here is the traceback:
`Cole-2:~ clarissasweet$ dynare++
dyld: Library not loaded: /usr/local/Cellar/gfortran/4.7.2/gfortran/lib/i386/libgfortran.3.dylib
Referenced from: /Applications/Dynare/4.3.2/dynare++/dynare++
Reason: image not found
Trace/BPT trap`
The library is not loading because the path is wrong: `/usr/local/gfortran` is where my FORTRAN compiler lives, not `/usr/local/Cellar/`. Switching back to Dynare 4.3.1 fixed the problem (which is what made me think it must be a bug in Dynare++). FYI I have a MacBook running OSX Snow leopard.
Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/-/issues/390Check treatment of mh_load in MCMC Diagnostics2013-05-27T12:51:16ZJohannes PfeiferCheck treatment of mh_load in MCMC DiagnosticsSee http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=4643
See http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=4643