doc/manual/source/running-dynare.rst

@@ -357,6 +357,13 @@ by the ``dynare`` command.
         without executing the ``.mod`` file. See :ref:`conf-file`, for
         more information about the configuration file.
 
+    .. option:: parallel_use_psexec=true|false
+
+        For local execution under Windows operating system,
+        set ``parallel_use_psexec=false`` to use ``start``
+        instead of ``psexec``, to properly allocate affinity when there are
+        more than 32 cores in the local machine. [default=true]
+
     .. option:: -DMACRO_VARIABLE=MACRO_EXPRESSION
 
         Defines a macro-variable from the command line (the same effect as

doc/manual/source/the-model-file.rst

@@ -4416,10 +4416,15 @@ The coefficients of the decision rules are stored as follows:
   to all endogenous in the declaration order.
 * :math:`A` is stored in ``oo_.dr.ghx``. The matrix rows correspond to
   all endogenous in DR-order. The matrix columns correspond to state
-  variables in DR-order.
+  variables in DR-order, as given by ``oo_.dr.state_var``. (N.B.: if the
+  ``block`` option to the ``model`` block has been specified, then rows
+  are in declaration order, and columns are ordered
+  according to ``oo_.dr.state_var`` which may differ from DR-order.)
 * :math:`B` is stored ``oo_.dr.ghu``. The matrix rows correspond to
   all endogenous in DR-order. The matrix columns correspond to
-  exogenous variables in declaration order.
+  exogenous variables in declaration order.  (N.B.: if the
+  ``block`` option to the ``model`` block has been specified, then rows
+  are in declaration order.)
 
 Of course, the shown form of the approximation is only stylized,
 because it neglects the required different ordering in :math:`y^s` and
@@ -5111,6 +5116,16 @@ block decomposition of the model (see :opt:`block`).
 
        See :opt:`graph_format <graph_format = ( FORMAT, FORMAT... )>`.
 
+    .. option:: no_init_estimation_check_first_obs
+
+       Do not check for stochastic singularity in first period. If used, `ESTIMATION CHECKS`
+       does not return an error if the check fails only in first observation.
+       This should only be used when observing stock variables (e.g. capital) in first period, on top of their associated flow (e.g. investment).
+       Using this option may lead to a crash or provide undesired/wrong results for badly specified problems 
+       (e.g. the additional variable observed in first period is not predetermined).
+
+       For advanced use only.
+
     .. option:: lik_init = INTEGER
 
        Type of initialization of Kalman filter:
@@ -5542,6 +5557,48 @@ block decomposition of the model (see :opt:`block`).
        density, and posterior statistics from an existing ``_results``
        file instead of recomputing them.
 
+    .. option:: mh_initialize_from_previous_mcmc
+
+       This option allows to pick initial values for new MCMC from a previous one, 
+       where the model specification, the number of estimated parameters, 
+       (some) prior might have changed (so a situation where ``load_mh_file`` would not work).
+       If an additional parameter is estimated, it is automatically initialized from prior_draw. 
+       Note that, if this option is used to skip the optimization step, you should use a sampling method which does not require
+       a proposal density, like slice. Otherwise, optimization should always be done beforehand or a mode file with
+       an appropriate posterior covariance matrix should be used.
+
+    .. option:: mh_initialize_from_previous_mcmc_directory = FILENAME
+
+       If ``mh_initialize_from_previous_mcmc`` is set, users must provide here 
+       the path to the standard FNAME folder from where to load prior definitions and
+       last MCMC values to be used to initialize the new MCMC. 
+
+       Example: if previous project directory is ``/my_previous_dir`` and FNAME is ``mymodel``, 
+       users should set the option as 
+
+       ``mh_initialize_from_previous_mcmc_directory = '/my_previous_dir/mymodel'``
+
+       Dynare will then look for the last record file into 
+
+       ``/my_previous_dir/mymodel/metropolis/mymodel_mh_history_<LAST>.mat``
+
+       and for the prior definition file into 
+
+       ``/my_previous_dir/mymodel/prior/definition.mat``
+
+    .. option:: mh_initialize_from_previous_mcmc_record = FILENAME
+
+       If ``mh_initialize_from_previous_mcmc`` is set, and whenever the standard file or directory tree
+       is not applicable to load initial values, users may directly provide here 
+       the path to the record file from which to load
+       values to be used to initialize the new MCMC.
+
+    .. option:: mh_initialize_from_previous_mcmc_prior = FILENAME
+
+       If ``mh_initialize_from_previous_mcmc`` is set, and whenever the standard file or directory tree
+       is not applicable to load initial values, users may directly provide here 
+       the path to the prior definition file, to get info in the priors used in previous MCMC.
+
     .. option:: optim = (NAME, VALUE, ...)
 
        A list of NAME and VALUE pairs. Can be used to set options for
@@ -7821,11 +7878,11 @@ Shock Decomposition
         decomposition. Default: ``0``.
 
     .. option:: fast_realtime = INTEGER
+                fast_realtime = [INTEGER1:INTEGER2]
+                fast_realtime = [INTEGER1 INTEGER2 ...]
 
-        Runs the smoother only twice: once for the last in-sample and
-        once for the last out-of-sample data point, where the provided
-        integer defines the last observation (equivalent to
-        :opt:`nobs`). Default: not enabled.
+        Runs the smoother only for the data vintages provided
+        by the specified integer (vector).
 
     .. option:: with_epilogue
 

license.txt

@@ -246,6 +246,7 @@ License: GPL-3+
 
 Files: m4/ax_blas.m4 m4/ax_lapack.m4
 Copyright: 2008-2009 Steven G. Johnson <stevenj@alum.mit.edu>
+           2019 Geoffrey M. Oxberry <goxberry@gmail.com>
 License: GPL-3+ with Autoconf exception
 
 Files: m4/ax_compare_version.m4
@@ -262,6 +263,7 @@ Copyright: 2008 Benjamin Kosnik <bkoz@redhat.com>
            2015 Moritz Klammler <moritz@klammler.eu>
            2016, 2018 Krzesimir Nowak <qdlacz@gmail.com>
            2019 Enji Cooper <yaneurabeya@gmail.com>
+           2020 Jason Merrill <jason@redhat.com>
 License: FSFAP
 
 Files: m4/ax_latex_class.m4 m4/ax_latex_test.m4
@@ -311,6 +313,7 @@ Copyright: 2008 Benjamin Kosnik <bkoz@redhat.com>
            2015 Moritz Klammler <moritz@klammler.eu>
            2016, 2018 Krzesimir Nowak <qdlacz@gmail.com>
            2019 Enji Cooper <yaneurabeya@gmail.com>
+           2020 Jason Merrill <jason@redhat.com>
 License: FSFAP
 
 Files: preprocessor/m4/ax_latex_class.m4

m4/ax_blas.m4

@@ -36,6 +36,7 @@
 # LICENSE
 #
 #   Copyright (c) 2008 Steven G. Johnson <stevenj@alum.mit.edu>
+#   Copyright (c) 2019 Geoffrey M. Oxberry <goxberry@gmail.com>
 #
 #   This program is free software: you can redistribute it and/or modify it
 #   under the terms of the GNU General Public License as published by the
@@ -63,11 +64,11 @@
 #   modified version of the Autoconf Macro, you may extend this special
 #   exception to the GPL to apply to your modified version as well.
 
-#serial 15
+#serial 17
 
 AU_ALIAS([ACX_BLAS], [AX_BLAS])
 AC_DEFUN([AX_BLAS], [
-AC_PREREQ(2.50)
+AC_PREREQ([2.55])
 AC_REQUIRE([AC_F77_LIBRARY_LDFLAGS])
 AC_REQUIRE([AC_CANONICAL_HOST])
 ax_blas_ok=no
@@ -77,7 +78,9 @@ AC_ARG_WITH(blas,
 case $with_blas in
 	yes | "") ;;
 	no) ax_blas_ok=disable ;;
-	-* | */* | *.a | *.so | *.so.* | *.o) BLAS_LIBS="$with_blas" ;;
+	-* | */* | *.a | *.so | *.so.* | *.dylib | *.dylib.* | *.o)
+		BLAS_LIBS="$with_blas"
+	;;
 	*) BLAS_LIBS="-l$with_blas" ;;
 esac
 
@@ -93,7 +96,7 @@ if test $ax_blas_ok = no; then
 if test "x$BLAS_LIBS" != x; then
 	save_LIBS="$LIBS"; LIBS="$BLAS_LIBS $LIBS"
 	AC_MSG_CHECKING([for $sgemm in $BLAS_LIBS])
-	AC_TRY_LINK_FUNC($sgemm, [ax_blas_ok=yes], [BLAS_LIBS=""])
+	AC_LINK_IFELSE([AC_LANG_CALL([], [$sgemm])], [ax_blas_ok=yes], [BLAS_LIBS=""])
 	AC_MSG_RESULT($ax_blas_ok)
 	LIBS="$save_LIBS"
 fi
@@ -103,7 +106,7 @@ fi
 if test $ax_blas_ok = no; then
 	save_LIBS="$LIBS"; LIBS="$LIBS"
 	AC_MSG_CHECKING([if $sgemm is being linked in already])
-	AC_TRY_LINK_FUNC($sgemm, [ax_blas_ok=yes])
+	AC_LINK_IFELSE([AC_LANG_CALL([], [$sgemm])], [ax_blas_ok=yes])
 	AC_MSG_RESULT($ax_blas_ok)
 	LIBS="$save_LIBS"
 fi
@@ -174,7 +177,7 @@ fi
 if test $ax_blas_ok = no; then
 	save_LIBS="$LIBS"; LIBS="-framework vecLib $LIBS"
 	AC_MSG_CHECKING([for $sgemm in -framework vecLib])
-	AC_TRY_LINK_FUNC($sgemm, [ax_blas_ok=yes;BLAS_LIBS="-framework vecLib"])
+	AC_LINK_IFELSE([AC_LANG_CALL([], [$sgemm])], [ax_blas_ok=yes;BLAS_LIBS="-framework vecLib"])
 	AC_MSG_RESULT($ax_blas_ok)
 	LIBS="$save_LIBS"
 fi

m4/ax_cxx_compile_stdcxx.m4

@@ -16,7 +16,7 @@
 #   The second argument, if specified, indicates whether you insist on an
 #   extended mode (e.g. -std=gnu++11) or a strict conformance mode (e.g.
 #   -std=c++11).  If neither is specified, you get whatever works, with
-#   preference for an extended mode.
+#   preference for no added switch, and then for an extended mode.
 #
 #   The third argument, if specified 'mandatory' or if left unspecified,
 #   indicates that baseline support for the specified C++ standard is
@@ -35,13 +35,14 @@
 #   Copyright (c) 2015 Moritz Klammler <moritz@klammler.eu>
 #   Copyright (c) 2016, 2018 Krzesimir Nowak <qdlacz@gmail.com>
 #   Copyright (c) 2019 Enji Cooper <yaneurabeya@gmail.com>
+#   Copyright (c) 2020 Jason Merrill <jason@redhat.com>
 #
 #   Copying and distribution of this file, with or without modification, are
 #   permitted in any medium without royalty provided the copyright notice
 #   and this notice are preserved.  This file is offered as-is, without any
 #   warranty.
 
-#serial 11
+#serial 12
 
 dnl  This macro is based on the code from the AX_CXX_COMPILE_STDCXX_11 macro
 dnl  (serial version number 13).
@@ -62,6 +63,16 @@ AC_DEFUN([AX_CXX_COMPILE_STDCXX], [dnl
   AC_LANG_PUSH([C++])dnl
   ac_success=no
 
+  m4_if([$2], [], [dnl
+    AC_CACHE_CHECK(whether $CXX supports C++$1 features by default,
+		   ax_cv_cxx_compile_cxx$1,
+      [AC_COMPILE_IFELSE([AC_LANG_SOURCE([_AX_CXX_COMPILE_STDCXX_testbody_$1])],
+        [ax_cv_cxx_compile_cxx$1=yes],
+        [ax_cv_cxx_compile_cxx$1=no])])
+    if test x$ax_cv_cxx_compile_cxx$1 = xyes; then
+      ac_success=yes
+    fi])
+
   m4_if([$2], [noext], [], [dnl
   if test x$ac_success = xno; then
     for alternative in ${ax_cxx_compile_alternatives}; do

m4/ax_lapack.m4

@@ -37,6 +37,7 @@
 # LICENSE
 #
 #   Copyright (c) 2009 Steven G. Johnson <stevenj@alum.mit.edu>
+#   Copyright (c) 2019 Geoffrey M. Oxberry <goxberry@gmail.com>
 #
 #   This program is free software: you can redistribute it and/or modify it
 #   under the terms of the GNU General Public License as published by the
@@ -64,7 +65,7 @@
 #   modified version of the Autoconf Macro, you may extend this special
 #   exception to the GPL to apply to your modified version as well.
 
-#serial 8
+#serial 10
 
 AU_ALIAS([ACX_LAPACK], [AX_LAPACK])
 AC_DEFUN([AX_LAPACK], [
@@ -76,7 +77,9 @@ AC_ARG_WITH(lapack,
 case $with_lapack in
         yes | "") ;;
         no) ax_lapack_ok=disable ;;
-        -* | */* | *.a | *.so | *.so.* | *.o) LAPACK_LIBS="$with_lapack" ;;
+        -* | */* | *.a | *.so | *.so.* | *.dylib | *.dylib.* | *.o)
+                 LAPACK_LIBS="$with_lapack"
+        ;;
         *) LAPACK_LIBS="-l$with_lapack" ;;
 esac
 
@@ -93,7 +96,7 @@ fi
 if test "x$LAPACK_LIBS" != x; then
         save_LIBS="$LIBS"; LIBS="$LAPACK_LIBS $BLAS_LIBS $LIBS $FLIBS"
         AC_MSG_CHECKING([for $cheev in $LAPACK_LIBS])
-        AC_TRY_LINK_FUNC($cheev, [ax_lapack_ok=yes], [LAPACK_LIBS=""])
+        AC_LINK_IFELSE([AC_LANG_CALL([], [$cheev])], [ax_lapack_ok=yes], [LAPACK_LIBS=""])
         AC_MSG_RESULT($ax_lapack_ok)
         LIBS="$save_LIBS"
         if test $ax_lapack_ok = no; then

m4/ax_mexopts.m4

@@ -29,35 +29,27 @@ AC_MSG_CHECKING([for options to compile MEX for MATLAB])
 MATLAB_CPPFLAGS="-I$MATLAB/extern/include"
 
 case ${MATLAB_ARCH} in
-  glnx86 | glnxa64)
-    MATLAB_DEFS="$MATLAB_DEFS -D_GNU_SOURCE -DNDEBUG"
-    MATLAB_CFLAGS="-fexceptions -fPIC -pthread -g -O2"
-    MATLAB_CXXFLAGS="-fPIC -pthread -g -O2"
-    MATLAB_FCFLAGS="-fPIC -g -O2 -fexceptions"
-    MATLAB_LDFLAGS_NOMAP="-shared -Wl,--no-undefined -Wl,-rpath-link,$MATLAB/bin/${MATLAB_ARCH} -L$MATLAB/bin/${MATLAB_ARCH}"
-    MATLAB_LDFLAGS="$MATLAB_LDFLAGS_NOMAP -Wl,--version-script,$MATLAB/extern/lib/${MATLAB_ARCH}/mexFunction.map"
-    MATLAB_LIBS="-lmx -lmex -lmat -lm -lstdc++ -lmwlapack -lmwblas"
-    if test "${MATLAB_ARCH}" = "glnx86"; then
-      MATLAB_DEFS="$MATLAB_DEFS -D_FILE_OFFSET_BITS=64"
-      MATLAB_CFLAGS="$MATLAB_CFLAGS -m32"
-      MATLAB_CXXFLAGS="$MATLAB_CXXFLAGS -m32"
-    else # glnxa64
-      MATLAB_CFLAGS="$MATLAB_CFLAGS -fno-omit-frame-pointer"
-      MATLAB_CXXFLAGS="$MATLAB_CXXFLAGS -fno-omit-frame-pointer"
-    fi
+  glnxa64)
+    MATLAB_DEFS="-D_GNU_SOURCE -DNDEBUG"
+    MATLAB_CFLAGS="-fexceptions -fPIC -pthread"
+    MATLAB_CXXFLAGS="-fPIC -pthread"
+    MATLAB_FCFLAGS="-fPIC -fexceptions"
+    MATLAB_LDFLAGS_NOMAP="-shared -Wl,--no-undefined -Wl,-rpath-link,$MATLAB/bin/glnxa64 -L$MATLAB/bin/glnxa64"
+    MATLAB_LDFLAGS="$MATLAB_LDFLAGS_NOMAP -Wl,--version-script,$MATLAB/extern/lib/glnxa64/mexFunction.map"
+    MATLAB_LIBS="-lmx -lmex -lmat -lm -lmwlapack -lmwblas"
     ax_mexopts_ok="yes"
     ;;
-  win32 | win64)
-    MATLAB_CFLAGS="-fexceptions -g -O2"
-    MATLAB_CXXFLAGS="-g -O2"
-    MATLAB_FCFLAGS="-g -O2 -fexceptions -fno-underscoring"
-    MATLAB_DEFS="$MATLAB_DEFS -DNDEBUG"
+  win64)
+    MATLAB_CFLAGS="-fexceptions"
+    MATLAB_CXXFLAGS=""
+    MATLAB_FCFLAGS="-fexceptions -fno-underscoring"
+    MATLAB_DEFS="-DNDEBUG"
     # The hack for libquadmath is needed because -static-libgfortran
     # unfortunately does not imply the static linking of the former.
     # The last part about winpthread is a hack to avoid dynamically linking
     # against libwinpthread DLL (which is pulled in by libstdc++, even without
     # using threads, since we are using the POSIX threads version of MinGW)
-    MATLAB_LDFLAGS_NOMAP="-static-libgcc -static-libstdc++ -static-libgfortran -Wl,-Bstatic,--whole-archive -lquadmath -Wl,-Bdynamic,--no-whole-archive -shared -L$MATLAB/bin/${MATLAB_ARCH} -Wl,-Bstatic,--whole-archive -lwinpthread -Wl,-Bdynamic,--no-whole-archive"
+    MATLAB_LDFLAGS_NOMAP="-static-libgcc -static-libstdc++ -static-libgfortran -Wl,-Bstatic,--whole-archive -lquadmath -Wl,-Bdynamic,--no-whole-archive -shared -L$MATLAB/bin/win64 -Wl,-Bstatic,--whole-archive -lwinpthread -Wl,-Bdynamic,--no-whole-archive"
     MATLAB_LDFLAGS="$MATLAB_LDFLAGS_NOMAP \$(abs_top_srcdir)/mex.def"
     MATLAB_LIBS="-lmex -lmx -lmat -lmwlapack -lmwblas"
     # Hack for static linking of libgomp, needed for OpenMP
@@ -65,10 +57,10 @@ case ${MATLAB_ARCH} in
     ax_mexopts_ok="yes"
     ;;
   maci64)
-    MATLAB_DEFS="$MATLAB_DEFS -DNDEBUG"
+    MATLAB_DEFS="-DNDEBUG"
     MATLAB_CFLAGS="-fno-common -fexceptions"
-    MATLAB_CXXFLAGS="$MATLAB_CFLAGS"
-    MATLAB_FCFLAGS="-g -O2 -fexceptions -fbackslash"
+    MATLAB_CXXFLAGS="-fno-common -fexceptions"
+    MATLAB_FCFLAGS="-fexceptions -fbackslash"
     MATLAB_LDFLAGS_NOMAP="-Wl,-twolevel_namespace -undefined error -bundle"
     MATLAB_LDFLAGS="$MATLAB_LDFLAGS_NOMAP -Wl,-exported_symbols_list,\$(abs_top_srcdir)/mexFunction-MacOSX.map"
     # This -L flag is put here, hence later on the linker command line, so as

m4/ax_slicot.m4

@@ -5,7 +5,7 @@ dnl
 dnl AX_SLICOT([matlab])
 dnl AX_SLICOT([octave])
 dnl
-dnl Copyright © 2012-2019 Dynare Team
+dnl Copyright © 2012-2021 Dynare Team
 dnl
 dnl This file is part of Dynare.
 dnl
@@ -37,28 +37,17 @@ AC_DEFUN([AX_SLICOT],
   else
     LDFLAGS_SLICOT=""
   fi
-  ac_save_LDFLAGS="$LDFLAGS"
-  LDFLAGS_SAVED="$LDFLAGS"
+  ac_save_LDFLAGS=$LDFLAGS
 
+  # At this point we should add MATLAB_FCFLAGS to FCFLAGS for Windows (which has -fno-underscoring),
+  # but that does not work. The actual underscore test seems to happen at the very beginning of the
+  # macro. Hence the modification of FCFLAGS was moved higher (in mex/build/matlab/configure.ac).
   AC_FC_FUNC(sb02od)
 
   if test "$1" = matlab; then
     LDFLAGS="$LDFLAGS $MATLAB_LDFLAGS_NOMAP $LDFLAGS_SLICOT"
 
-    case ${MATLAB_ARCH} in
-       glnxa64 | win64 | maci64)
-         AX_COMPARE_VERSION([$MATLAB_VERSION], [ge], [7.8], [use_64_bit_indexing=yes], [use_64_bit_indexing=no])
-         ;;
-       *)
-         use_64_bit_indexing=no
-         ;;
-    esac
-
-    if test "$use_64_bit_indexing" = yes; then
     AC_CHECK_LIB([slicot64_pic], [$sb02od], [LIBADD_SLICOT="-lslicot64_pic"], [has_slicot=no], [$MATLAB_LIBS])
-    else
-       AC_CHECK_LIB([slicot_pic], [$sb02od], [LIBADD_SLICOT="-lslicot_pic"], [has_slicot=no], [$MATLAB_LIBS])
-    fi
   else
     LDFLAGS="$LDFLAGS $($MKOCTFILE -p LFLAGS) $LDFLAGS_SLICOT"
     # Fallback on libslicot_pic if dynamic libslicot not found
@@ -69,7 +58,7 @@ AC_DEFUN([AX_SLICOT],
              [$($MKOCTFILE -p BLAS_LIBS) $($MKOCTFILE -p LAPACK_LIBS)])
   fi
 
-  LDFLAGS="$ac_save_LDFLAGS"
+  LDFLAGS=$ac_save_LDFLAGS
   AC_SUBST(LDFLAGS_SLICOT)
   AC_SUBST(LIBADD_SLICOT)
 ])

matlab/WriteShockDecomp2Excel.m

@@ -11,7 +11,7 @@ function WriteShockDecomp2Excel(z,shock_names,endo_names,i_var,initial_date,Dyna
 %   DynareModel     [structure]                     Dynare model structure
 %   DynareOptions   [structure]                     Dynare options structure
 
-% Copyright (C) 2016-2018 Dynare Team
+% Copyright (C) 2016-2021 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -120,7 +120,7 @@ for j=1:nvar
     fig_name1 = strrep(fig_name1,'.','');
     
     if ~ismac
-        [STATUS,MESSAGE] = xlswrite([OutputDirectoryName,filesep,DynareModel.fname,'_shock_decomposition',fig_mode,fig_name1],d0,endo_names{i_var(j)});
+        STATUS = xlswrite([OutputDirectoryName,filesep,DynareModel.fname,'_shock_decomposition',fig_mode,fig_name1],d0,endo_names{i_var(j)});
     else
         writetable(cell2table(d0), [OutputDirectoryName,filesep,DynareModel.fname,'_shock_decomposition',fig_mode,fig_name1 '.xls'], 'Sheet', endo_names{i_var(j)},'WriteVariableNames',false);
     end

matlab/default_option_values.m

@@ -346,6 +346,7 @@ options_.ramsey.maxit = 500;
 
 % estimation
 options_.initial_period = NaN; %dates(1,1);
+options_.no_init_estimation_check_first_obs=false;
 options_.dataset.file = [];
 options_.dataset.series = [];
 options_.dataset.firstobs = dates();
@@ -395,6 +396,10 @@ options_.mh_tune_jscale.c1 = .02;
 options_.mh_tune_jscale.c2 = .05;
 options_.mh_tune_jscale.c3 = 4;
 options_.mh_init_scale = 2*options_.mh_jscale;
+options_.mh_initialize_from_previous_mcmc.status = false;
+options_.mh_initialize_from_previous_mcmc.directory = '';
+options_.mh_initialize_from_previous_mcmc.record = '';
+options_.mh_initialize_from_previous_mcmc.prior = '';
 options_.mh_mode = 1;
 options_.mh_nblck = 2;
 options_.mh_recover = false;
@@ -465,6 +470,7 @@ options_.parallel = 0;
 options_.parallel_info.isHybridMatlabOctave = false;
 options_.parallel_info.leaveSlaveOpen = 0;
 options_.parallel_info.RemoteTmpFolder = '';
+options_.parallel_info.use_psexec = true;
 options_.number_of_grid_points_for_kde = 2^9;
 quarter = 1;
 years = [1 2 3 4 5 10 20 30 40 50];

matlab/dr_block.m

 function [dr,info,M_,options_,oo_] = dr_block(dr,task,M_,options_,oo_,varargin)
 % function [dr,info,M_,options_,oo_] = dr_block(dr,task,M_,options_,oo_,varargin)
-% computes the reduced form solution of a rational expectations model
+% computes the reduced form solution of a rational expectations block-decomposed model
 % (first order approximation of the stochastic model around the deterministic steady state).
 %
+% NB: This code does not work with option mfs > 0. The preprocessor has a check to avoid this
+%     configuration. See also #1726.
+%
 % INPUTS
 %   dr         [matlab structure] Decision rules for stochastic simulations.
 %   task       [integer]          if task = 0 then dr_block computes decision rules.
@@ -34,7 +37,7 @@ function [dr,info,M_,options_,oo_] = dr_block(dr,task,M_,options_,oo_,varargin)
 %   none.
 %
 
-% Copyright (C) 2010-2020 Dynare Team
+% Copyright (C) 2010-2021 Dynare Team
 %
 % This file is part of Dynare.
 %
@@ -63,13 +66,12 @@ end
 
 z = repmat(dr.ys,1,M_.maximum_lead + M_.maximum_lag + 1);
 zx = repmat([oo_.exo_simul oo_.exo_det_simul],M_.maximum_lead + M_.maximum_lag + 1, 1);
-if (isfield(M_,'block_structure'))
-    data = M_.block_structure.block;
-    Size = length(M_.block_structure.block);
-else
-    data = M_;
-    Size = 1;
+
+if ~isfield(M_,'block_structure')
+    error('Option ''block'' has not been specified')
 end
+data = M_.block_structure.block;
+
 if options_.bytecode
     [~, data]= bytecode('dynamic','evaluate', z, zx, M_.params, dr.ys, 1, data);
 else
@@ -93,7 +95,7 @@ n_sv = size(dr.state_var, 2);
 dr.ghx = zeros(M_.endo_nbr, length(dr.state_var));
 dr.exo_var = 1:M_.exo_nbr;
 dr.ghu = zeros(M_.endo_nbr, M_.exo_nbr);
-for i = 1:Size
+for i = 1:length(data)
     ghx = [];
     indexi_0 = 0;
     if (verbose)

matlab/dsge_simulated_theoretical_conditional_variance_decomposition.m

@@ -142,7 +142,7 @@ for file = 1:NumberOfDrawsFiles
             dr = temp.pdraws{linee,2};
         else
             M_=set_parameters_locally(M_,temp.pdraws{linee,1});
-            [dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
+			[dr,info,M_,options_,oo_] = compute_decision_rules(M_,options_,oo_)
         end
         if first_call
             endo_nbr = M_.endo_nbr;

matlab/dsge_simulated_theoretical_correlation.m

@@ -115,7 +115,7 @@ for file = 1:NumberOfDrawsFiles
             dr = temp.pdraws{linee,2};
         else
             M_=set_parameters_locally(M_,temp.pdraws{linee,1});
-            [dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
+            [dr,info,M_,options_,oo_] = compute_decision_rules(M_,options_,oo_);
         end
         if ~options_.pruning
             tmp = th_autocovariances(dr,ivar,M_,options_,nodecomposition);

matlab/dsge_simulated_theoretical_covariance.m

@@ -113,7 +113,7 @@ for file = 1:NumberOfDrawsFiles
             dr = temp.pdraws{linee,2};
         else
             M_=set_parameters_locally(M_,temp.pdraws{linee,1});
-            [dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
+            [dr,info,M_,options_,oo_] = compute_decision_rules(M_,options_,oo_);
         end
         if ~options_.pruning
             tmp = th_autocovariances(dr,ivar,M_,options_,nodecomposition);

matlab/dsge_simulated_theoretical_variance_decomposition.m

@@ -141,7 +141,7 @@ for file = 1:NumberOfDrawsFiles
             dr = temp.pdraws{linee,2};
         else
             M_=set_parameters_locally(M_,temp.pdraws{linee,1});
-            [dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
+            [dr,info,M_,options_,oo_] = compute_decision_rules(M_,options_,oo_);
         end
         if file==1 && linee==1
             [tmp, stationary_vars] = th_autocovariances(dr,ivar,M_,options_,nodecomposition);

matlab/dynare.m

@@ -280,9 +280,14 @@ clear(['+' fname '/driver'])
 try
     evalin('base',[fname '.driver']) ;
 catch ME
+    W = evalin('base','whos');
     diary off
+    if ismember(fname,{W(:).name})
+        error('Your base workspace already contains a variable with the same name as the mod-file. You need to delete it or rename the mod-file.')        
+    else
         rethrow(ME)    
     end    
+end
 
 diary off
 

matlab/forcst.m

@@ -85,7 +85,7 @@ for i = 1:horizon
 end
 if nargout==3
     var_yf_ME=var_yf;
-    [loc_H, loc_varlist] = ismember(options_.varobs', options_.varlist);
+    [loc_H, loc_varlist] = ismember(options_.varobs, var_list);
     loc_varlist(loc_varlist==0) = [];
     if ~isempty(loc_varlist)
         var_yf_ME(:,loc_varlist) = var_yf(:,loc_varlist)+repmat(diag(M_.H(loc_H,loc_H))', horizon, 1);

matlab/identification_analysis.m

@@ -133,7 +133,7 @@ no_identification_minimal     = options_ident.no_identification_minimal;
 no_identification_spectrum    = options_ident.no_identification_spectrum;
 
 %Compute linear approximation and fill dr structure
-[oo_.dr,info,M_,options_,oo_] = resol(0,M_,options_,oo_);
+[oo_.dr,info,M_,options_,oo_] = compute_decision_rules(M_,options_,oo_);
 
 if info(1) == 0 %no errors in solution
     % Compute parameter Jacobians for identification analysis

matlab/initial_estimation_checks.m

@@ -39,7 +39,8 @@ function DynareResults = initial_estimation_checks(objective_function,xparam1,Dy
 
 %get maximum number of simultaneously observed variables for stochastic
 %singularity check
-maximum_number_non_missing_observations=max(sum(~isnan(DynareDataset.data),2));
+maximum_number_non_missing_observations=max(sum(~isnan(DynareDataset.data(2:end,:)),2));
+init_number_non_missing_observations=sum(~isnan(DynareDataset.data(1,:)),2);
 
 if DynareOptions.order>1
     if any(any(isnan(DynareDataset.data)))
@@ -82,13 +83,33 @@ end
 
 non_zero_ME=length(EstimatedParameters.H_entries_to_check_for_positive_definiteness);
 
+print_init_check_warning=false;
 if maximum_number_non_missing_observations>Model.exo_nbr+non_zero_ME
     error(['initial_estimation_checks:: Estimation can''t take place because there are less declared shocks than observed variables!'])
 end
+if init_number_non_missing_observations>Model.exo_nbr+non_zero_ME
+    if DynareOptions.no_init_estimation_check_first_obs
+        print_init_check_warning=true;
+    else
+        error(['initial_estimation_checks:: Estimation can''t take place because there are less declared shocks than observed variables in first period!'])
+    end
+end
 
 if maximum_number_non_missing_observations>length(find(diag(Model.Sigma_e)))+non_zero_ME
     error(['initial_estimation_checks:: Estimation can''t take place because too many shocks have been calibrated with a zero variance!'])
 end
+if init_number_non_missing_observations>length(find(diag(Model.Sigma_e)))+non_zero_ME
+    if DynareOptions.no_init_estimation_check_first_obs
+        print_init_check_warning=true;
+    else
+        error(['initial_estimation_checks:: Estimation can''t take place because too many shocks have been calibrated with a zero variance in first period!'])
+    end
+end
+if print_init_check_warning
+    fprintf('ESTIMATION_CHECKS: You decided to ignore test of stochastic singularity in first_obs.\n');
+    fprintf('ESTIMATION_CHECKS: If this was not done on purpose (typically when observing a stock variable [capital] in first period, on top of its flow [investment]),\n');
+    fprintf('ESTIMATION_CHECKS: it may lead to a crash or provide undesired/wrong results later on!\n');
+end
 
 if (any(BayesInfo.pshape  >0 ) && DynareOptions.mh_replic) && DynareOptions.mh_nblck<1
     error(['initial_estimation_checks:: Bayesian estimation cannot be conducted with mh_nblocks=0.'])

matlab/missing_DiffuseKalmanSmootherH1_Z.m

@@ -211,10 +211,12 @@ while notsteady && t<smpl
         P(:,:,t+1)  = T*P(:,:,t)*L(:,:,t)' + QQ;
     end
     a(:,t+1)    = T*atilde(:,t);
-    Pf          = P(:,:,t);
+    Pf          = P(:,:,t+1);
     aK(1,:,t+1) = a(:,t+1);
     for jnk=1:nk
+        if jnk>1
             Pf = T*Pf*T' + QQ;
+        end
         PK(jnk,:,:,t+jnk) = Pf;
         if jnk>1
             aK(jnk,:,t+jnk) = T*dynare_squeeze(aK(jnk-1,:,t+jnk-1));