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MichelJuillard
dynare
Commits
3304e6c5
Commit
3304e6c5
authored
Nov 30, 2011
by
Sébastien Villemot
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3304e6c5
Announcement
for
Dynare
4.2.3
(
on
2011
-
11
-
30
)
=============================================
We
are
pleased
to
announce
the
release
of
Dynare
4.2.3
.
This
is
a
bugfix
release
.
The
Windows
package
is
already
available
for
download
at
the
official
Dynare
website
<
http
://
www
.
dynare
.
org
>.
The
Mac
and
Linux
packages
should
follow
soon
.
All
users
are
strongly
encouraged
to
upgrade
.
This
release
is
compatible
with
MATLAB
versions
ranging
from
7.0
(
R14
)
to
7.13
(
R2011b
)
and
with
GNU
Octave
versions
ranging
from
3.0
to
3.4
.
Here
is
a
non
-
exhaustive
list
of
the
problems
identified
in
version
4.2.2
and
that
have
been
fixed
in
version
4.2.3
:
*
`
steady_state_model
' was broken for lags higher than 2
* `simult_.m'
was
not
working
correctly
with
`
order
=
3
' if `k_order_solver'
had
not
been
explicitly
specified
*
`
stoch_simul
' with `order=3'
and
without
`
periods
' option was reporting
dummy theoretical moments
* Under Octave, option `solve_algo=0'
was
causing
crashes
in
`
check
' and
`stoch_simul'
*
Identification
module
was
broken
*
The
test
for
singularity
in
the
model
reporting
eigenvalues
close
to
0
/
0
was
sometimes
reporting
false
positives
*
The
`
conditional_variance_decomposition
' option was not working if one
period index was 0. Now, Dynare reports an error if the periods are not
strictly positive.
* Second order approximation was buggy if one variable was not present at the
current period
Announcement for Dynare 4.2.2 (on 2011-10-04)
=============================================
We are pleased to announce the release of Dynare 4.2.2.
This is a bugfix release.
The Windows package is already available for download at the official
Dynare website <http://www.dynare.org>. The Mac and Linux packages
should follow soon.
All users are strongly encouraged to upgrade.
This release is compatible with MATLAB versions ranging from 7.0 (R14)
to 7.13 (R2011b) and with GNU Octave versions ranging from 3.0 to 3.4.
Here is a list of the problems identified in version 4.2.1 and that have
been fixed in version 4.2.2:
* The secondary rank test following the order test of the Blanchard and
Kahn condition was faulty and almost never triggered
* The variance prior for BVAR “à la Sims” with only one lag was
inconsistent. The solution implemented consists of adding one extra
observation in the presample used to compute the prior; as a
consequence, the numerical results for all estimations will be
slightly different in future releases (thanks to Marek Jarociński for
spotting this)
* The `conditional_forecast'
command
was
buggy
:
it
was
always
using
the
posterior
mode
,
whatever
the
value
of
the
`
parameter_set
' option
* `STEADY_STATE'
was
not
working
correctly
with
certain
types
of
expressions
(
the
priority
of
the
addition
and
substraction
operators
was
incorrectly
handled
)
*
With
the
`
block
' option of `model'
,
the
preprocessor
was
failing
on
expressions
of
the
form
"a^b"
(
with
no
endogenous
in
"a"
but
an
endogenous
in
"b"
)
*
Some
native
MATLAB
statements
were
not
correctly
passed
on
to
MATLAB
(
e
.
g
.
x
=
{
'foo'
'bar'
}
)
*
`
external_function
' was crashing in some circumstances
* The lambda parameter for HP filter was restricted to integer values
for no good reason
* The `load_mh_file'
option
of
`
estimation
' was crashing under Octave
for Windows (MinGW version)
* Computation of steady state was failing on model contains auxiliary
variables created by leads or lags larger than 2 or by of the
`EXPECTATION'
operator
*
Compilation
of
MEX
files
for
MATLAB
was
failing
with
GCC
4.6
Announcement
for
Dynare
4.2.1
(
on
2011
-
05
-
24
)
=============================================
We
are
pleased
to
announce
the
release
of
Dynare
4.2.1
.
Many
bugs
have
been
fixed
since
the
previous
release
.
The
reference
manual
has
also
been
improved
:
new
contents
has
been
added
at
various
places
,
the
structure
has
been
improved
,
an
index
of
functions
and
variables
has
been
added
,
the
PDF
/
HTML
rendering
has
been
improved
.
The
Windows
package
is
already
available
for
download
at
the
official
Dynare
website
[
1
].
The
Mac
and
Linux
packages
should
follow
soon
.
All
users
are
strongly
encouraged
to
upgrade
.
This
release
is
compatible
with
MATLAB
versions
ranging
from
7.0
(
R14
)
to
7.12
(
R2011a
)
and
with
GNU
Octave
versions
ranging
from
3.0
to
3.4
.
Here
is
a
list
of
the
main
bugfixes
since
version
4.2.0
:
*
The
`
STEADY_STATE
' operator has been fixed
* Problems with MATLAB 7.3 (R2006b) and older have been fixed
* The `partial_information'
option
of
`
stoch_simul
' has been fixed
* Option `conditional_variance_decomposition'
of
`
stoch_simul
' and
`estimation'
has
been
fixed
*
Automatic
detrending
now
works
in
conjunction
with
the
`
EXPECTATION
'
operator
* Percentage signs inside strings in MATLAB statements (like disp('
%
This
is
not
a
comment
%
')) now work
* Beta prior with a very small standard deviation now work even if you
do not have the MATLAB Statistical toolbox
* External functions can now been used in assignment of model local
variables
* `identification'
command
has
been
fixed
*
Option
`
cova_compute
' of `estimation'
command
has
been
fixed
*
Random
crashes
with
3
rd
order
approximation
without
`
use_dll
' option
have been eliminated
[1] http://www.dynare.org
Announcement for Dynare 4.2.0 (on 2011-02-15)
=============================================
We are pleased to announce the release of Dynare 4.2.0.
This major release adds new features and fixes various bugs.
The Windows package is already available for download. The Mac and Linux
packages should follow soon.
All users are strongly encouraged to upgrade.
This release is compatible with MATLAB versions ranging from 6.5 (R13) to 7.11
(R2010b) and with GNU Octave versions 3.0.x and 3.2.x (support for GNU Octave
3.4.x is not complete and will be added in the next minor release).
Here is the list of major user-visible changes:
* New solution algorithms:
- Pruning for second order simulations has been added, as described in Kim,
Kim, Schaumburg and Sims (2008) [1,2]
- Models under partial information can be solved, as in Pearlman, Currie and
Levine (1986) [3,4]
- New nonlinear solvers for faster deterministic simulations and steady state
computation [5]
* Dynare can now use the power of multi-core computers or of a cluster of
computer using parallelization [6]
* New features in the user interface:
- A steady state file can now be automatically generated, provided that the
model can be solved analytically, and that the steady state as a function
of the parameters is declared with the new "steady_state_model" command [7]
- For non-stationary models, Dynare is now able of automatically removing
trends in all the equations: the user writes the equations in
non-stationary form and declares the deflator of each variable. Then Dynare
perform a check to determine if the proposed deflators are compatible with
balanced growth path, and, if yes, then it computes the detrended equations
[8]
- It is now possible to use arbitrary functions in the model block [9]
* Other minor changes to the user interface:
- New primitives allowed in model block: normpdf(), erf()
- New syntax for DSGE-VAR [10]
- Syntax of deterministic shocks has changed: after the values keyword,
arbitrary expressions must be enclosed within parentheses (but numeric
constants are still accepted as is)
* Various improvements:
- Third order simulations now work without the "USE_DLL" option:
installing a C++ compiler is no longer necessary for 3rd order
- The HP filter works for empirical moments (previously it was only available
for theoretical moments)
- "ramsey_policy" now displays the planner objective value function under
Ramsey policy and stores it in "oo_.planner_objective_value"
- Estimation: if the "selected_variables_only" option is present, then the
smoother will only be run on variables listed just after the estimation
command
- Estimation: in the "shocks" block, it is now possible to calibrate
measurement errors on endogenous variables (using the same keywords than
for calibrating variance/covariance matrix of exogenous shocks)
- It is possibile to choose the parameter set for shock decomposition [11]
- The diffuse filter now works under Octave
- New option "console" on the Dynare command-line: use it when running Dynare
from the console, it will replace graphical waitbars by text waitbars for
long computations
- Steady option "solve_algo=0" (uses fsolve()) now works under Octave
* For Emacs users:
- New Dynare mode for Emacs editor (contributed by Yannick Kalantzis)
- Reference manual now available in Info format (distributed with
Debian/Ubuntu packages)
* Miscellaneous:
- Deterministic models: leads and lags of two or more on endogenous
variables are now substituted by auxiliary variables; exogenous variables
are left as is [12]
[1] Kim, J., S. Kim, E. Schaumburg and C.A. Sims (2008), "Calculating and using
second-order accurate solutions of discrete time dynamic equilibrium
models", Journal of Economic Dynamics and Control, 32(11), 3397-3414
[2] It is triggered by option "pruning" of "stoch_simul" (only 2nd order, not
available at 3rd order)
[3] Pearlman J., D. Currie and P. Levine (1986), "Rational expectations models
with partial information", Economic Modelling, 3(2), 90-105
[4] http://www.dynare.org/DynareWiki/PartialInformation
[5] http://www.dynare.org/DynareWiki/FastDeterministicSimulationAndSteadyStateComputation
[6] http://www.dynare.org/DynareWiki/ParallelDynare
[7] See the entry for "steady_state_model" in the reference manual for more
details and an example
[8] http://www.dynare.org/DynareWiki/RemovingTrends
[9] http://www.dynare.org/DynareWiki/ExternalFunctions
[10] http://www.dynare.org/DynareWiki/DsgeVar
[11] http://www.dynare.org/DynareWiki/ShockDecomposition
[12] http://www.dynare.org/DynareWiki/AuxiliaryVariables
windows/dynare.nsi
View file @
3304e6c5
...
...
@@ -52,7 +52,7 @@ Section "Dynare core (preprocessor and M-files)"
SectionIn RO
!insertmacro DETERMINE_CONTEXT
SetOutPath $INSTDIR
File README.txt mexopts-win32.bat mexopts-win64.bat ..\license.txt ..\dynare.el
File README.txt
..\NEWS
mexopts-win32.bat mexopts-win64.bat ..\license.txt ..\dynare.el
SetOutPath $INSTDIR\matlab
File /r ..\matlab\*.m
...
...
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