dynare issueshttps://git.dynare.org/Dynare/dynare/issues2019-10-09T10:33:13Zhttps://git.dynare.org/Dynare/dynare/issues/1628Document new preprocessor options2019-10-09T10:33:13ZJohannes Pfeifer Document new preprocessor optionsAs far as I can see, the options `[output=dynamic|first|second|third]` and `[language=julia]` have not yet been documentedAs far as I can see, the options `[output=dynamic|first|second|third]` and `[language=julia]` have not yet been documented4.6https://git.dynare.org/Dynare/dynare/issues/1661`fast` option to dynare does not recompile every time the model changes2019-10-08T07:17:30ZHoutan Bastani`fast` option to dynare does not recompile every time the model changesThe temporary terms of the equations are not printed in the buffer on which the checksum is calculated. Hence, if the model is changed in a term that then becomes a temporary term, the checksum does not change.The temporary terms of the equations are not printed in the buffer on which the checksum is calculated. Hence, if the model is changed in a term that then becomes a temporary term, the checksum does not change.4.6Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/issues/1660Update documentation of dseries2019-09-26T12:37:39ZSébastien VillemotUpdate documentation of dseriesSince dseries have been substantially rewritten since 4.5, the documentation in the reference needs to be updated.Since dseries have been substantially rewritten since 4.5, the documentation in the reference needs to be updated.4.6Stéphane Adjemianstepan@dynare.orgStéphane Adjemianstepan@dynare.orghttps://git.dynare.org/Dynare/dynare/issues/1596add maximum lag info by variable2019-09-25T08:27:04ZHoutan Bastaniadd maximum lag info by variable```
M_.maximum_endo_lag_by_var = [ ... ];
M_.maximum_exo_lag_by_var = [ ... ];
```
Where the vectors are the length of `M_.orig_endo_nbr````
M_.maximum_endo_lag_by_var = [ ... ];
M_.maximum_exo_lag_by_var = [ ... ];
```
Where the vectors are the length of `M_.orig_endo_nbr`Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/issues/1575Fix WriteShockDecomp2Excel.m2019-09-24T11:16:39ZJohannes Pfeifer Fix WriteShockDecomp2Excel.mSee https://forum.dynare.org/t/bug-in-write-xls-option-of-shock-decomposition-after-estimation/11097
On MAC, we rely on `xlwrite` from https://fr.mathworks.com/matlabcentral/fileexchange/38591-xlwrite--generate-xls-x--files-without-excel-on-mac-linux-win without checking whether Excel is installed. If we want to keep this, we need to clearly spell out that users need to install that file. @rattoma What do you think?See https://forum.dynare.org/t/bug-in-write-xls-option-of-shock-decomposition-after-estimation/11097
On MAC, we rely on `xlwrite` from https://fr.mathworks.com/matlabcentral/fileexchange/38591-xlwrite--generate-xls-x--files-without-excel-on-mac-linux-win without checking whether Excel is installed. If we want to keep this, we need to clearly spell out that users need to install that file. @rattoma What do you think?4.6https://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/699Allow for constrained forecast paths of different length2019-09-20T13:05:20ZJohannes Pfeifer Allow for constrained forecast paths of different lengthUser request, see http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=5888
User request, see http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=5888
https://git.dynare.org/Dynare/dynare/issues/1197Get rid of globals in various functions2019-09-13T08:16:48ZJohannes Pfeifer Get rid of globals in various functionsAs discussed with @MichelJuillard, we should try to get rid of globals in
- `stoch_simul`
- `simult_`
as most of their callers and subsequently called functions already use local instances of the variables
As discussed with @MichelJuillard, we should try to get rid of globals in
- `stoch_simul`
- `simult_`
as most of their callers and subsequently called functions already use local instances of the variables
4.6Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/issues/1646Save var_list_ used in stoch_simul to oo_2019-09-12T13:07:50ZJohannes Pfeifer Save var_list_ used in stoch_simul to oo_If variables are selected after `stoch_simul`, fields like `oo_.var` will be matrices of the dimension of `var_list_`. But the info on `var_list_` is not stored. So if one loads results from a `_results.mat`-file, there is no way to recover to which variables the entries in `oo_.var` belong.
The question is how to store this info as one can have several different `stoch_simul`-commands in a mod-file.If variables are selected after `stoch_simul`, fields like `oo_.var` will be matrices of the dimension of `var_list_`. But the info on `var_list_` is not stored. So if one loads results from a `_results.mat`-file, there is no way to recover to which variables the entries in `oo_.var` belong.
The question is how to store this info as one can have several different `stoch_simul`-commands in a mod-file.4.6Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/issues/1647Add silent mode to perfect foresight simulations2019-09-12T12:50:55ZJohannes Pfeifer Add silent mode to perfect foresight simulationsSee https://forum.dynare.org/t/supressing-output-in-steady-and-simul-commands/13916See https://forum.dynare.org/t/supressing-output-in-steady-and-simul-commands/139164.6Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/issues/1537Stop processing with error if nonlinearities exist in endog/exog for linear m...2019-09-10T13:48:13ZHoutan BastaniStop processing with error if nonlinearities exist in endog/exog for linear modelFollowing the conversation in #1404, stop preprocessing with an error if a model is marked as linear but nonlinearities exist in the endogenous or exogenous variables.Following the conversation in #1404, stop preprocessing with an error if a model is marked as linear but nonlinearities exist in the endogenous or exogenous variables.4.6Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/issues/1404Fix bug in sim1_linear2019-09-10T09:41:11ZJohannes Pfeifer Fix bug in sim1_linear`sim1_linear.m` seems to return wrong results. The following mod-file calls different solvers in sequence, using the previous result as the respective starting value.
```
//Endogenous variables
var piV rV yV rrstarV zV Rshock;
//Exogenous variables
varexo epsFG shock epsR;
//Parameters
parameters alpha beta eta phipi phiy rho sig lambda; //
//Initialization of parameter values
beta =0.99; //Discount factor (=inverse nominal interest rate)
alpha =0.033; //sensivity of inflation to output gap, parameter determining marginal cost,
eta =1; //sensivity of inflation to output gap, parameter determining price rigidity
phipi =1.5; //parameter determining monetary reaction to inflation
phiy =0.125; //parameter determining monetary reaction to output
rho =0.9; //AR(1) natural rate
sig =1; //intertemporal rate of substitution
lambda=0.25; // prob. of new info arrival
//model equations
model;
// z Variable
zV = alpha*(yV-yV(-1))+piV;//(pV-pV(-1));
piV= (lambda*alpha/ (1-lambda)) *yV
+lambda*EXPECTATION(-1)(zV)
+lambda*(1-lambda)*EXPECTATION(-2)(zV)
+lambda*(1-lambda)^2*EXPECTATION(-3)(zV)
+lambda*(1-lambda)^3*EXPECTATION(-4)(zV)
+lambda*(1-lambda)^4*EXPECTATION(-5)(zV)
+lambda*(1-lambda)^5*EXPECTATION(-6)(zV)
+lambda*(1-lambda)^6*EXPECTATION(-7)(zV)
+lambda*(1-lambda)^7*EXPECTATION(-8)(zV)
+lambda*(1-lambda)^8*EXPECTATION(-9)(zV)
; //marginal cost is proportional to gap, gap is driver of inflation
//piV=0.99*piV(+1)+0.033*yV;
//IS curve (Output Euler) from Kiley code
yV = yV(+1)-sig*(rV-piV(+1) - rrstarV);
//monetary policy' reaction function
rV = min((1-shock), phipi*(piV(+1) + phiy*yV + epsFG));
//rV = phipi*piV + phiy*yV+Rshock;
Rshock=0.5*Rshock(-1)+epsR;
//Natural real interest rate
rrstarV = rho*rrstarV(-1);
end;
initval;
rV=0;
yV=0;
rrstarV=0;
piV=0;
zV=0;
end;
steady;
check;
shocks;
var shock;
periods 1:15;
values 1;
var epsFG;
periods 16 ;
values -0.0117;
end;
perfect_foresight_setup(periods=30);
perfect_foresight_solver(solve_algo=0);
nonlinear=oo_.endo_simul;
options_.linear=1;
perfect_foresight_solver(solve_algo=0);
linear=oo_.endo_simul;
perfect_foresight_solver(solve_algo=0);
options_.linear=0;
perfect_foresight_solver(solve_algo=0);
perfect_foresight_solver(solve_algo=4);
```
But the result of the nonlinear solvers has non-zero residuals in the linear solver and vice versa, while the nonlinear solvers seem to have consistent results.
`sim1_linear.m` seems to return wrong results. The following mod-file calls different solvers in sequence, using the previous result as the respective starting value.
```
//Endogenous variables
var piV rV yV rrstarV zV Rshock;
//Exogenous variables
varexo epsFG shock epsR;
//Parameters
parameters alpha beta eta phipi phiy rho sig lambda; //
//Initialization of parameter values
beta =0.99; //Discount factor (=inverse nominal interest rate)
alpha =0.033; //sensivity of inflation to output gap, parameter determining marginal cost,
eta =1; //sensivity of inflation to output gap, parameter determining price rigidity
phipi =1.5; //parameter determining monetary reaction to inflation
phiy =0.125; //parameter determining monetary reaction to output
rho =0.9; //AR(1) natural rate
sig =1; //intertemporal rate of substitution
lambda=0.25; // prob. of new info arrival
//model equations
model;
// z Variable
zV = alpha*(yV-yV(-1))+piV;//(pV-pV(-1));
piV= (lambda*alpha/ (1-lambda)) *yV
+lambda*EXPECTATION(-1)(zV)
+lambda*(1-lambda)*EXPECTATION(-2)(zV)
+lambda*(1-lambda)^2*EXPECTATION(-3)(zV)
+lambda*(1-lambda)^3*EXPECTATION(-4)(zV)
+lambda*(1-lambda)^4*EXPECTATION(-5)(zV)
+lambda*(1-lambda)^5*EXPECTATION(-6)(zV)
+lambda*(1-lambda)^6*EXPECTATION(-7)(zV)
+lambda*(1-lambda)^7*EXPECTATION(-8)(zV)
+lambda*(1-lambda)^8*EXPECTATION(-9)(zV)
; //marginal cost is proportional to gap, gap is driver of inflation
//piV=0.99*piV(+1)+0.033*yV;
//IS curve (Output Euler) from Kiley code
yV = yV(+1)-sig*(rV-piV(+1) - rrstarV);
//monetary policy' reaction function
rV = min((1-shock), phipi*(piV(+1) + phiy*yV + epsFG));
//rV = phipi*piV + phiy*yV+Rshock;
Rshock=0.5*Rshock(-1)+epsR;
//Natural real interest rate
rrstarV = rho*rrstarV(-1);
end;
initval;
rV=0;
yV=0;
rrstarV=0;
piV=0;
zV=0;
end;
steady;
check;
shocks;
var shock;
periods 1:15;
values 1;
var epsFG;
periods 16 ;
values -0.0117;
end;
perfect_foresight_setup(periods=30);
perfect_foresight_solver(solve_algo=0);
nonlinear=oo_.endo_simul;
options_.linear=1;
perfect_foresight_solver(solve_algo=0);
linear=oo_.endo_simul;
perfect_foresight_solver(solve_algo=0);
options_.linear=0;
perfect_foresight_solver(solve_algo=0);
perfect_foresight_solver(solve_algo=4);
```
But the result of the nonlinear solvers has non-zero residuals in the linear solver and vice versa, while the nonlinear solvers seem to have consistent results.
4.6https://git.dynare.org/Dynare/dynare/issues/1651dynare_sensitivity without exogenous variables2019-09-10T09:27:19Zrobvanharreveltdynare_sensitivity without exogenous variablesWhen `dynare_sensitivity` is used for a model without exogenous variables, the following error occurs:
```
Reference to non-existent field 'ghu'.
Error in kalman_transition_matrix (line 42)
B = dr.ghu(iv,:);
```
See the attached file [test1.mod](/uploads/2c7fa958781bb4ea203ecb1d484c9c8d/test1.mod). An easy workaround is to create a dummy exogenous variable (see attached file [test2.mod](/uploads/31ea2681c8f6b2701ed9da63e39c8968/test2.mod)), but it would help if the error message explains that the code does not work for models without exogenous variables.
This issue is similar to issue https://git.dynare.org/Dynare/dynare/issues/1633.When `dynare_sensitivity` is used for a model without exogenous variables, the following error occurs:
```
Reference to non-existent field 'ghu'.
Error in kalman_transition_matrix (line 42)
B = dr.ghu(iv,:);
```
See the attached file [test1.mod](/uploads/2c7fa958781bb4ea203ecb1d484c9c8d/test1.mod). An easy workaround is to create a dummy exogenous variable (see attached file [test2.mod](/uploads/31ea2681c8f6b2701ed9da63e39c8968/test2.mod)), but it would help if the error message explains that the code does not work for models without exogenous variables.
This issue is similar to issue https://git.dynare.org/Dynare/dynare/issues/1633.4.6Marco RattoMarco Rattohttps://git.dynare.org/Dynare/dynare/issues/1519check repeated variables in symbol_list for stoch_simul2019-09-10T09:13:59ZHoutan Bastanicheck repeated variables in symbol_list for stoch_simuldo this during `transformPass`, issue warning and remove second symbol when encountered.do this during `transformPass`, issue warning and remove second symbol when encountered.4.6Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/issues/1633Filter out cases where stochastic simulation is run with no shocks2019-09-10T08:47:48ZJohannes Pfeifer Filter out cases where stochastic simulation is run with no shocksWhen using `stoch_simul` without varexo, a cryptic error message will appear. See https://forum.dynare.org/t/how-to-compute-the-decision-rule-matrix-oo-dr-ghx-of-a-deterministic-model/13095
We should provide an informative message, potentially at the level of the preprocessor.When using `stoch_simul` without varexo, a cryptic error message will appear. See https://forum.dynare.org/t/how-to-compute-the-decision-rule-matrix-oo-dr-ghx-of-a-deterministic-model/13095
We should provide an informative message, potentially at the level of the preprocessor.4.6https://git.dynare.org/Dynare/dynare/issues/243Publicly distribute the Dynare slides2019-09-09T12:34:39ZSébastien VillemotPublicly distribute the Dynare slidesWe already distribute the slides on the summerschool temporary website, but this is not very visible. We should probably have a more permanent location, and maybe also add them in the Dynare package.
Also, we may consider putting the LaTeX source in git.
We already distribute the slides on the summerschool temporary website, but this is not very visible. We should probably have a more permanent location, and maybe also add them in the Dynare package.
Also, we may consider putting the LaTeX source in git.
Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/issues/1622Fix posterior_sampler_initialization>set_proposal_density_to_previous_value2019-09-07T05:27:10ZJohannes Pfeifer Fix posterior_sampler_initialization>set_proposal_density_to_previous_valueIn case of the `record`-structure not containing the required fields, the output argument of the private function at the bottom of the file are not set, crashing Matlab.In case of the `record`-structure not containing the required fields, the output argument of the private function at the bottom of the file are not set, crashing Matlab.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/1540create reports for dynare commands2019-08-26T10:08:28ZHoutan Bastanicreate reports for dynare commandsCreate standardized reporting output for dynare commands using the reporting submodule, replacing latex code throughout the dynare codebaseCreate standardized reporting output for dynare commands using the reporting submodule, replacing latex code throughout the dynare codebaseHoutan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/issues/374Seed misbehavior with Dynare++2019-08-22T15:49:54ZStéphane Adjemianstepan@dynare.orgSeed 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 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.
*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 Villemot