dynare issueshttps://git.dynare.org/Dynare/dynare/issues2019-10-08T12:54:35Zhttps://git.dynare.org/Dynare/dynare/issues/1662Add support for linear models in perfect_foresight_problem MEX2019-10-08T12:54:35ZSébastien VillemotAdd support for linear models in perfect_foresight_problem MEXIn that case, the Jacobian needs not be recomputed for each period.In that case, the Jacobian needs not be recomputed for each period.Sébastien VillemotSébastien Villemothttps://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/1659Filter out non-positive definite Hessians before Laplace approximation2019-09-24T19:55:14ZJohannes Pfeifer Filter out non-positive definite Hessians before Laplace approximationWe do not check whether the normal approximation underlying the Laplace approximation to the marginal data density makes any sense given the Hessian at hand. That results in wrong output, because the log determinant will be complex and Matlab only prints the real-valued parts.
See https://forum.dynare.org/t/hessian-matrix-at-the-mode-is-not-positive-definite-but-the-marginal-density-is-displayed-anyway/14510/3
Proposed solution: skip the computation of the Hessian is not positive semi-definite and return NaN.We do not check whether the normal approximation underlying the Laplace approximation to the marginal data density makes any sense given the Hessian at hand. That results in wrong output, because the log determinant will be complex and Matlab only prints the real-valued parts.
See https://forum.dynare.org/t/hessian-matrix-at-the-mode-is-not-positive-definite-but-the-marginal-density-is-displayed-anyway/14510/3
Proposed solution: skip the computation of the Hessian is not positive semi-definite and return NaN.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/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/1656Provide documentation and compatibility layers for the upgrading to 4.62019-09-30T09:09:02ZSébastien VillemotProvide documentation and compatibility layers for the upgrading to 4.6Between 4.5 and 4.6, many structures in `M_`, `options_` and elsewhere which used to be character vectors are now cell arrays.
We need to compile the list of all those structures, and document that change in the release notes.
Also, we need to provide a compatibility layer and/or some tips on how to adapt existing code.
The function `convert_oo.m` should also be updated, and moved alongside `convert_dyn_45_to_44.m` to the new subfolder for compatibility layers.Between 4.5 and 4.6, many structures in `M_`, `options_` and elsewhere which used to be character vectors are now cell arrays.
We need to compile the list of all those structures, and document that change in the release notes.
Also, we need to provide a compatibility layer and/or some tips on how to adapt existing code.
The function `convert_oo.m` should also be updated, and moved alongside `convert_dyn_45_to_44.m` to the new subfolder for compatibility layers.4.6https://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/1652Crash in bytecode2019-07-05T12:17:44ZSébastien VillemotCrash in bytecodeI attach an example ([surprise_solution.zip](/uploads/17158ceefc6fbf59f6810d17cbcdc084/surprise_solution.zip)) that crashes bytecode (just by running `surprise_solution_2019_05_20.mod`).
The problem can be reproduced both with unstable and 4.5.
*Note:* comes from https://forum.dynare.org/t/matlab-shutdown-deterministic-solution-stack-solve-algo-1/13882I attach an example ([surprise_solution.zip](/uploads/17158ceefc6fbf59f6810d17cbcdc084/surprise_solution.zip)) that crashes bytecode (just by running `surprise_solution_2019_05_20.mod`).
The problem can be reproduced both with unstable and 4.5.
*Note:* comes from https://forum.dynare.org/t/matlab-shutdown-deterministic-solution-stack-solve-algo-1/138824.6FerhatMihoubiFerhatMihoubihttps://git.dynare.org/Dynare/dynare/issues/1650allow to associate initial conditions to shocks in shocks grouping for shock ...2019-07-06T12:37:31ZMarco Rattoallow to associate initial conditions to shocks in shocks grouping for shock decomposition plotsIt would be useful to have an interface for a command like `init2shocks`, which accepts couples of names. first an endo name, second a shock name
```
init2shocks;
endoname1 exoname1;
endoname2 exoname1;
endoname3 exoname2;
...
;
```
there can be multiple endo names for one exo, but NOT viceversa.
The preprocessor should translate this into a cell matrix as follows:
```
M_.init2shocks = {
'endoname1','exoname1';
'endoname2','exoname1';
'endoname3','exoname2';
};
```
default will be: `M_.init2shocks = {};`
Then we need a new option `init2shocks` for `plot_shock_decomposition(init2shocks)`. If it is called, the preprocessor will trigger
```
options_.plot_shock_decomp.init2shocks = M_.init2shocks;
```
otherwise it should be empty (by default).
```
options_.plot_shock_decomp.init2shocks =[];
```
with this definitions, plot_shock_decompo will attribute the initial condition effect of endo variables to the shock/shock group.It would be useful to have an interface for a command like `init2shocks`, which accepts couples of names. first an endo name, second a shock name
```
init2shocks;
endoname1 exoname1;
endoname2 exoname1;
endoname3 exoname2;
...
;
```
there can be multiple endo names for one exo, but NOT viceversa.
The preprocessor should translate this into a cell matrix as follows:
```
M_.init2shocks = {
'endoname1','exoname1';
'endoname2','exoname1';
'endoname3','exoname2';
};
```
default will be: `M_.init2shocks = {};`
Then we need a new option `init2shocks` for `plot_shock_decomposition(init2shocks)`. If it is called, the preprocessor will trigger
```
options_.plot_shock_decomp.init2shocks = M_.init2shocks;
```
otherwise it should be empty (by default).
```
options_.plot_shock_decomp.init2shocks =[];
```
with this definitions, plot_shock_decompo will attribute the initial condition effect of endo variables to the shock/shock group.4.6Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/issues/1649new plot_shock_decomposition options2019-07-05T15:55:53ZMarco Rattonew plot_shock_decomposition optionsIt would be useful to allow the preprocessor to take the following new options, both for `plot_shock_decomposition` and `initial_condition_decomposition`:
* `diff`: plots the first difference of the requested variable
* `flip`: flip the requested variables with sign change (e.g. useful to flip the concept of an exchange rate or trade balance or deficit/surplus variable without having to define it in model definition)
I have already provisions ready to push.It would be useful to allow the preprocessor to take the following new options, both for `plot_shock_decomposition` and `initial_condition_decomposition`:
* `diff`: plots the first difference of the requested variable
* `flip`: flip the requested variables with sign change (e.g. useful to flip the concept of an exchange rate or trade balance or deficit/surplus variable without having to define it in model definition)
I have already provisions ready to push.4.6Marco RattoMarco Rattohttps://git.dynare.org/Dynare/dynare/issues/1648Store info on deflator growth factor in M_ for each endo variables2019-08-20T10:56:08ZMarco RattoStore info on deflator growth factor in M_ for each endo variablesAssume we define a model with trend variables:
```
trend_var(growth_factor = exp(GYTREND0)) YTREND0;
trend_var(growth_factor = exp(GP0)) PY0;
// real variable
var (deflator=YTREND0) Y;
// price index
var (deflator=PY0) PY;
// nominal variable
var (deflator=YTREND0*PY0) YN;
```
It would be extremely useful if we had trace in `M_` of the preprocessed trends, e.g. similarly to name/long_name, there could be a cell list M_.endo_growth_factor, which would contain for the above example:
```
M_.endo_growth_factor(1) = {'exp(GYTREND0)'};
M_.endo_growth_factor(2) = {'exp(GP0)'}
M_.endo_growth_factor(3) = {'exp(GYTREND0)*exp(GP0)'};
```
for variables not trending it would be:
```
M_.endo_growth_factor(4) = {'1'};
```Assume we define a model with trend variables:
```
trend_var(growth_factor = exp(GYTREND0)) YTREND0;
trend_var(growth_factor = exp(GP0)) PY0;
// real variable
var (deflator=YTREND0) Y;
// price index
var (deflator=PY0) PY;
// nominal variable
var (deflator=YTREND0*PY0) YN;
```
It would be extremely useful if we had trace in `M_` of the preprocessed trends, e.g. similarly to name/long_name, there could be a cell list M_.endo_growth_factor, which would contain for the above example:
```
M_.endo_growth_factor(1) = {'exp(GYTREND0)'};
M_.endo_growth_factor(2) = {'exp(GP0)'}
M_.endo_growth_factor(3) = {'exp(GYTREND0)*exp(GP0)'};
```
for variables not trending it would be:
```
M_.endo_growth_factor(4) = {'1'};
```4.6Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/issues/1645Provide an example for ramsey_policy and osr2019-05-16T14:54:44ZSébastien VillemotProvide an example for ramsey_policy and osrTo be distributed on the website and in the `examples` subdir.
Suggested by Aurélien Poissonnier.To be distributed on the website and in the `examples` subdir.
Suggested by Aurélien Poissonnier.https://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/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/1611Make dynare_sensitivity compatible with recursive estimation or provide infor...2018-11-08T09:59:51ZJohannes Pfeifer Make dynare_sensitivity compatible with recursive estimation or provide informative errorSee https://forum.dynare.org/t/calculating-rmses/11903 See https://forum.dynare.org/t/calculating-rmses/11903 https://git.dynare.org/Dynare/dynare/issues/1605Better document behavior of steady_state operator2018-09-10T12:35:46ZJohannes Pfeifer Better document behavior of steady_state operatorSee https://forum.dynare.org/t/steady-state-command-in-perfect-foresight-simulations/11632/3See https://forum.dynare.org/t/steady-state-command-in-perfect-foresight-simulations/11632/3https://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/1600look at preprocessor `output` option2018-10-02T14:54:31ZHoutan Bastanilook at preprocessor `output` optionWhat is `dynamic` used for?
Look at printing in `DynareMain2.cc`. Why do we switch on `output_mode` ?What is `dynamic` used for?
Look at printing in `DynareMain2.cc`. Why do we switch on `output_mode` ?Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/issues/1597Accept UTF-8 in .mod file2018-09-10T12:35:46ZHoutan BastaniAccept UTF-8 in .mod fileHoutan BastaniHoutan Bastanihttps://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 Bastani