dynare issueshttps://git.dynare.org/Dynare/dynare/issues2019-05-23T18:48:59Zhttps://git.dynare.org/Dynare/dynare/issues/1646Save var_list_ used in stoch_simul to oo_2019-05-23T18:48:59ZJohannes 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.4.6https://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.https://git.dynare.org/Dynare/dynare/issues/1643Implement pruning at order>32019-04-30T14:27:05ZJohannes 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_8364Sébastien VillemotSébastien Villemothttps://git.dynare.org/Dynare/dynare/issues/1639Add the possibility to use Matlab's namespace in model block2019-02-25T10:48:39ZStéphane Adjemianstepan@dynare.orgAdd the possibility to use Matlab's namespace in model block... or in `steady_state_model` block, where it should be possible to write something like:
```
z = example.z_steadystate();
```
provided that the file `+example/z_steadystate` exists.4.6https://git.dynare.org/Dynare/dynare/issues/1633Filter out cases where stochastic simulation is run with no shocks2019-01-18T10:17:23ZJohannes 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.4.6https://git.dynare.org/Dynare/dynare/issues/1628Document new preprocessor options2018-11-15T09:15:38ZJohannes Pfeifer Document new preprocessor optionsAs 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/1626Dynare++ Program killed by itself2018-11-08T09:48:24ZStéphane Adjemianstepan@dynare.orgDynare++ Program killed by itself*Created by: awindbells*
I am solving a large model. The model is solved successfully on Mac up to 5th order approximation. When I try solve the model on Windows, or Linux server, it solves 3rd order in seconds, the program is "killed" by the system or by the program at 4th order after a few seconds of running. The cpu utilization is below 40% when killed, and memory usage is minimal. There is no other error message, except "killed" at the end. There is no issue solving a small model up to 5th on windows or linux. I would appreciate any explanations, remedies, or suggestions. Thanks.
Sébastien 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.https://git.dynare.org/Dynare/dynare/issues/1622Fix posterior_sampler_initialization>set_proposal_density_to_previous_value2018-11-08T09:59:01ZJohannes 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.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 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/11632/3https://git.dynare.org/Dynare/dynare/issues/1603Investigate whether var_exo_det works correctly with stoch_simul2018-11-08T10:02:08ZJohannes 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_` missinghttps://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` ?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 variable2018-09-10T12:35:46ZHoutan 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`Houtan BastaniHoutan Bastanihttps://git.dynare.org/Dynare/dynare/issues/1595Add proper error handling to thet2tau.m for identification2019-03-27T20:31:40ZJohannes 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`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?Stéphane Adjemianstepan@dynare.orgStéphane Adjemianstepan@dynare.orghttps://git.dynare.org/Dynare/dynare/issues/1586Document initial_condition_decomposition and make it an official feature2018-11-08T10:10:49ZJohannes Pfeifer Document initial_condition_decomposition and make it an official featureStill missing from https://github.com/DynareTeam/dynare/pull/1421https://git.dynare.org/Dynare/dynare/issues/1579Make fast realtime decomposition use the proper nobs2018-11-08T10:12:15ZJohannes Pfeifer Make fast realtime decomposition use the proper nobsSee https://github.com/DynareTeam/dynare/pull/1563#issuecomment-357180435
https://git.dynare.org/Dynare/dynare/issues/1576Provide steady state file example for Ramsey2018-11-08T10:12:38ZJohannes Pfeifer Provide steady state file example for RamseyThe final loop should most probably be
```
NumberOfEndogenousVariables = M_.endo_nbr; % Number of endogenous variables.
ys = zeros(NumberOfEndogenousVariables,1); % Initialization of ys (steady state).
for i = M_.ramsey_eq_nbr+1:NumberOfEndogenousVariables % Loop...
varname = deblank(M_.endo_names(i-M_.ramsey_eq_nbr,:)); % Get the name of endogenous variable i.
eval(['ys(' int2str(i) ') = ' varname ';']); % Get the steady state value of this variable.
end % End of the loop.
```