Allow setting the initial of the Kalman filter ((#1522))
Enable estimating models with unanticipated structural break.
Allow estimation under optimal policy (Ramsey works, but needs to be tested; Juan Medina Guzman supplied Johannes with code for discretionary policy).
Bayesian methods of moments (à la Christiano et al.).
Nonlinear (particle) filter at order 3.
Report of accuracy errors.
Complete interface for extended path.
JSON output (This was suggested by Pablo, we already have an implementation in the master branch).
Move the preprocessor in another repository (factorization with the Julia version of Dynare).
dseries & dates classes:
Move to master branch (new class interface). More efficient and comes with interface to x13. The problem is that Octave still have some bugs with the new class interface. As far as I remember the only problem is with the subsasgn method (see Octave bug #46571). Also the the new class interface has been introduced in Matlab R2008a. So we would need to raise the minimum supported version of Matlab.
Interface to db.nomics (widukind).
Add id to each variable in dseries objects.
Rewrite the reference manual with sphynx in a separate repo. I already have an intern working in this. It should be done this summer.