.gitlab-ci.yml

 variables:
   GIT_SUBMODULE_STRATEGY: recursive
   TERM: linux
+  MATLAB_VERSION: R2021a
+  OLD_MATLAB_VERSION: R2009b
+  OCTAVE_VERSION: 6.2.0
 
 # The next stanza creates the version number used for the source tarball and the
 # binary packages. Here are the following possible cases:
 # - if VERSION was already set (when manually running a pipeline), use it
 # - if we are in the official Dynare repository:
 #   + if on a tag: use the tag
-#   + if on master: use 4.6-unstable-$TIMESTAMP-$COMMIT
-#   + on another branch: use $BRANCH-$TIMESTAMP-$COMMIT
+#   + otherwise: use $BRANCH-$TIMESTAMP-$COMMIT
 # - if in a personal repository: use $USER-$TIMESTAMP-$COMMIT
-#
-# Also sets the path and version of the default MATLAB installation.
 before_script:
   - '[[ -z $VERSION ]] && [[ $CI_PROJECT_NAMESPACE == Dynare ]] && [[ -n $CI_COMMIT_TAG ]] && export VERSION=$CI_COMMIT_TAG'
-  - '[[ -z $VERSION ]] && [[ $CI_PROJECT_NAMESPACE == Dynare ]] && [[ $CI_COMMIT_REF_NAME == master ]] && export VERSION=4.6-unstable-$(date +%F-%H%M)-$CI_COMMIT_SHORT_SHA'
   - '[[ -z $VERSION ]] && [[ $CI_PROJECT_NAMESPACE == Dynare ]] && export VERSION=$CI_COMMIT_REF_NAME-$(date +%F-%H%M)-$CI_COMMIT_SHORT_SHA'
   - '[[ -z $VERSION ]] && export VERSION=$CI_PROJECT_NAMESPACE-$(date +%F-%H%M)-$CI_COMMIT_SHORT_SHA'
-  - 'export MATLAB_PATH=$(dirname $(dirname $(readlink -f $(which matlab))))'
-  - 'export MATLAB_VERSION=$(echo version | matlab -nodesktop -nodisplay -nosplash 2>/dev/null | sed -En "/ans\ =/!d;n;n;s/^[^0-9]*([0-9]+\.[0-9]+).*$/\1/;p")'
 
 stages:
   - build
-  - test_and_pkg
+  - test
+  - pkg
   - deploy
 
 build_binaries:
   stage: build
   script:
     - autoreconf -si
-    - ./configure --with-matlab=$MATLAB_PATH MATLAB_VERSION=$MATLAB_VERSION PACKAGE_VERSION=$VERSION PACKAGE_STRING="dynare $VERSION"
+    - ./configure --with-matlab=/usr/local/MATLAB/$MATLAB_VERSION --with-octave=/usr/local/octave/$OCTAVE_VERSION MATLAB_VERSION=$MATLAB_VERSION PACKAGE_VERSION=$VERSION PACKAGE_STRING="dynare $VERSION"
     - make -j $(nproc) LN_S="cp -p"
   artifacts:
     paths:
@@ -42,13 +40,11 @@ build_binaries:
       - dynare++/src/*_tab.cc
       - dynare++/src/*_tab.hh
       - dynare++/src/*_ll.cc
-      - dynare++/*/*.o
-      - dynare++/*/*.a
-      - dynare++/*/*/*.o
-      - dynare++/*/*/*.a
+      - dynare++/**/*.o
+      - dynare++/**/*.a
       - dynare++/integ/src/quadrature-points
       - dynare++/src/dynare++
-    expire_in: 1 week
+    expire_in: 3 days
 
 build_doc:
   stage: build
@@ -59,27 +55,27 @@ build_doc:
   artifacts:
     paths:
       - doc/manual/build/
-      - doc/*.pdf
-      - doc/*/*.pdf
+      - doc/**/*.pdf
       - dynare++/doc/*.pdf
       - preprocessor/doc/*/*.pdf
-    expire_in: 1 week
+    expire_in: 3 days
 
 pkg_source:
-  stage: test_and_pkg
+  stage: pkg
   script:
+    - rm doc/manual/source/_static/mathjax && sed -i "/^mathjax_path *=/d" doc/manual/source/conf.py
     - 'for f in configure.ac preprocessor/configure.ac mex/build/matlab/configure.ac mex/build/octave/configure.ac; do sed -i "s/^AC_INIT(\[\(.*\)\],\s*\[\(.*\)\])/AC_INIT([\1], [$VERSION])/" $f; done'
     - autoreconf -si
-    - ./configure --with-matlab=$MATLAB_PATH MATLAB_VERSION=$MATLAB_VERSION
+    - ./configure --with-matlab=/usr/local/MATLAB/$MATLAB_VERSION --with-octave=/usr/local/octave/$OCTAVE_VERSION MATLAB_VERSION=$MATLAB_VERSION
     - make dist
   artifacts:
     paths:
       - dynare-*.tar.xz
-    expire_in: 1 week
-  dependencies: []
+    expire_in: 3 days
+  needs: []
 
 pkg_windows:
-  stage: test_and_pkg
+  stage: pkg
   script:
     - ln -s ~/tarballs windows/deps/
     - make -C windows
@@ -98,12 +94,11 @@ pkg_windows:
       - windows/exe/*
       - windows/7z/*
       - windows/zip/*
-    expire_in: 1 week
-  dependencies:
-    - build_doc
+    expire_in: 3 days
+  needs: [ "build_doc" ]
 
 pkg_macOS:
-  stage: test_and_pkg
+  stage: pkg
   script:
     - ln -s ~/tarballs macOS/deps/
     - make -C macOS
@@ -117,70 +112,55 @@ pkg_macOS:
   artifacts:
     paths:
       - macOS/pkg/*
-    expire_in: 1 week
-  dependencies:
-    - build_doc
+    expire_in: 3 days
+  needs: [ "build_doc" ]
 
 .test_matlab_template:
-  stage: test_and_pkg
+  stage: test
   artifacts:
     paths:
-      - tests/*.m.log
-      - tests/*.m.trs
-      - tests/*/*.m.log
-      - tests/*/*.m.trs
-      - tests/*/*.jnl
-      - tests/*/*/*.m.log
-      - tests/*/*/*.m.trs
-      - tests/*/*/*.jnl
+      - tests/**/*.m.log
+      - tests/**/*.m.trs
+      - tests/**/*.jnl
       - tests/run_test_matlab_output.txt
     when: always
-  dependencies:
-    - build_binaries
+  needs: [ "build_binaries" ]
 
 test_matlab:
   extends: .test_matlab_template
   script:
     - autoreconf -si
-    - ./configure --disable-octave --with-matlab=$MATLAB_PATH MATLAB_VERSION=$MATLAB_VERSION
+    - ./configure --disable-octave --with-matlab=/usr/local/MATLAB/$MATLAB_VERSION MATLAB_VERSION=$MATLAB_VERSION
     - make -j $(($(nproc) * 3 / 4)) -C tests check-matlab
 
 test_old_matlab:
   extends: .test_matlab_template
   script:
     - autoreconf -si
-    - ./configure --disable-octave --with-matlab=/usr/local/MATLAB/R2009b MATLAB_VERSION=R2009b
+    - ./configure --disable-octave --with-matlab=/usr/local/MATLAB/$OLD_MATLAB_VERSION MATLAB_VERSION=$OLD_MATLAB_VERSION
     - make -C mex/build/matlab clean
     - make -j $(nproc) -C mex/build/matlab
     - make -j $(($(nproc) * 3 / 4)) -C tests check-matlab
-  when: manual
 
 test_octave:
-  stage: test_and_pkg
+  stage: test
   variables:
     OPENBLAS_NUM_THREADS: 1
   script:
     - autoreconf -si
-    - ./configure --disable-matlab
+    - ./configure --disable-matlab --with-octave=/usr/local/octave/$OCTAVE_VERSION
     - make -j $(nproc) -C tests check-octave
   artifacts:
     paths:
-      - tests/*.o.log
-      - tests/*.o.trs
-      - tests/*/*.o.log
-      - tests/*/*.o.trs
-      - tests/*/*.jnl
-      - tests/*/*/*.o.log
-      - tests/*/*/*.o.trs
-      - tests/*/*/*.jnl
+      - tests/**/*.o.log
+      - tests/**/*.o.trs
+      - tests/**/*.jnl
       - tests/run_test_octave_output.txt
     when: always
-  dependencies:
-    - build_binaries
-  when: manual
+  needs: [ "build_binaries" ]
 
 test_dynare++:
-  stage: test_and_pkg
+  stage: test
   script:
     - autoreconf -si
     - ./configure --disable-matlab --disable-octave
@@ -189,8 +169,7 @@ test_dynare++:
     - touch dynare++/*/*.a dynare++/*/*/*.a
     - touch dynare++/integ/src/quadrature-points dynare++/src/dynare++
     - make -C dynare++ check
-  dependencies:
-    - build_binaries
+  needs: [ "build_binaries" ]
   artifacts:
     paths:
       - dynare++/kord/out.txt
@@ -199,10 +178,16 @@ test_dynare++:
       - dynare++/tests/*.mat
       - dynare++/tests/*.dump
 
-deploy_manual_unstable:
+# For the deploy jobs, we don’t use the “needs” keyword, since we don’t want
+# those jobs to start before the “test” and “pkg” stages have succeeded. Hence
+# we stick to the “dependencies” keyword.
+
+deploy_manual_stable:
   stage: deploy
-  only:
-    - master@Dynare/dynare
+  rules:
+    - if: '$CI_PROJECT_NAMESPACE == "Dynare" && $CI_COMMIT_TAG =~ /^4\.6\.[0-9]+$/'
+      when: on_success
+    - when: never
   tags:
     - restricted
   dependencies:
@@ -210,12 +195,15 @@ deploy_manual_unstable:
   script:
     - rm -rf doc/manual/build/html/_static/mathjax
     - ln -s /usr/share/javascript/mathjax doc/manual/build/html/_static/mathjax
-    - rsync --recursive --links --delete doc/manual/build/html/ /srv/www.dynare.org/manual-unstable/
+    - rsync --recursive --links --delete doc/manual/build/html/ /srv/www.dynare.org/manual/
+    - cp doc/manual/build/latex/dynare-manual.pdf /srv/www.dynare.org/manual.pdf
 
-deploy_snapshot_unstable:
+deploy_release_stable:
   stage: deploy
-  only:
-    - master@Dynare/dynare
+  rules:
+    - if: '$CI_PROJECT_NAMESPACE == "Dynare" && $CI_COMMIT_TAG =~ /^4\.6\.[0-9]+$/'
+      when: on_success
+    - when: never
   tags:
     - restricted
   dependencies:
@@ -223,11 +211,31 @@ deploy_snapshot_unstable:
     - pkg_windows
     - pkg_macOS
   script:
-    - f=(windows/exe/*) && osslsigncode sign -pkcs12 ~/dynare-object-signing.p12 -n Dynare -i https://www.dynare.org -in ${f[0]} -out ${f[0]}.signed && mv ${f[0]}.signed ${f[0]}
-    - cp *.tar.xz /srv/www.dynare.org/snapshot/source/ && ln -sf *.tar.xz /srv/www.dynare.org/snapshot/source/dynare-latest-src.tar.xz
-    - f=(windows/exe/*) && cp ${f[0]} /srv/www.dynare.org/snapshot/windows/ && ln -sf ${f[0]##*/} /srv/www.dynare.org/snapshot/windows/dynare-latest-win.exe
-    - f=(windows/7z/*) && cp ${f[0]} /srv/www.dynare.org/snapshot/windows-7z/ && ln -sf ${f[0]##*/} /srv/www.dynare.org/snapshot/windows-7z/dynare-latest-win.7z
-    - f=(windows/zip/*) && cp ${f[0]} /srv/www.dynare.org/snapshot/windows-zip/ && ln -sf ${f[0]##*/} /srv/www.dynare.org/snapshot/windows-zip/dynare-latest-win.zip
-    - f=(macOS/pkg/*) && cp ${f[0]} /srv/www.dynare.org/snapshot/macos/ && ln -sf ${f[0]##*/} /srv/www.dynare.org/snapshot/macos/dynare-latest-macos.pkg
-    - ~/update-snapshot-list.sh
+    - f=(windows/exe/*) && osslsigncode sign -pkcs12 ~/cepremap-comodo-sectigo-code-signing.p12 -n Dynare -i https://www.dynare.org -t http://timestamp.comodoca.com -in ${f[0]} -out ${f[0]}.signed && mv ${f[0]}.signed ${f[0]}
+    - cp *.tar.xz /srv/www.dynare.org/release/source/
+    - cp windows/exe/* /srv/www.dynare.org/release/windows/
+    - cp windows/7z/* /srv/www.dynare.org/release/windows-7z/
+    - cp windows/zip/* /srv/www.dynare.org/release/windows-zip/
+    - cp macOS/pkg/* /srv/www.dynare.org/release/macos/
+    - ~/update-release-list.sh
     - curl -X POST -F token="$WEBSITE_PIPELINE_TRIGGER_TOKEN" -F ref=master https://git.dynare.org/api/v4/projects/40/trigger/pipeline
+
+deploy_beta_stable:
+  stage: deploy
+  rules:
+    - if: '$CI_PROJECT_NAMESPACE == "Dynare" && $CI_COMMIT_TAG =~ /^4\.6(\.[0-9]+)?-(beta|rc)[0-9]+$/'
+      when: on_success
+    - when: never
+  tags:
+    - restricted
+  dependencies:
+    - pkg_source
+    - pkg_windows
+    - pkg_macOS
+  script:
+    - f=(windows/exe/*) && osslsigncode sign -pkcs12 ~/dynare-object-signing.p12 -n Dynare -i https://www.dynare.org -t http://timestamp.digicert.com -in ${f[0]} -out ${f[0]}.signed && mv ${f[0]}.signed ${f[0]}
+    - cp *.tar.xz /srv/www.dynare.org/beta/source/
+    - cp windows/exe/* /srv/www.dynare.org/beta/windows/
+    - cp windows/7z/* /srv/www.dynare.org/beta/windows-7z/
+    - cp windows/zip/* /srv/www.dynare.org/beta/windows-zip/
+    - cp macOS/pkg/* /srv/www.dynare.org/beta/macos/

Makefile.am

@@ -16,7 +16,7 @@ ACLOCAL_AMFLAGS = -I m4
 EXTRA_DIST = \
 	matlab \
 	contrib \
-	NEWS \
+	NEWS.md \
 	license.txt \
 	README.md \
 	COPYING \
@@ -34,9 +34,10 @@ all-local: preprocessor/src/dynare_m$(EXEEXT)
 	  ARCH="32"; \
 	fi; \
 	mkdir -p $(abs_srcdir)/matlab/preprocessor$$ARCH && \
-	$(LN_S) -f $(abs_builddir)/preprocessor/src/dynare_m$(EXEEXT) $(abs_srcdir)/matlab/preprocessor$$ARCH && \
-	mkdir -p $(abs_srcdir)/julia/preprocessor$$ARCH && \
-	$(LN_S) -f $(abs_builddir)/preprocessor/src/dynare_m$(EXEEXT) $(abs_srcdir)/julia/preprocessor$$ARCH
+	$(LN_S) -f $(abs_builddir)/preprocessor/src/dynare_m$(EXEEXT) $(abs_srcdir)/matlab/preprocessor$$ARCH
+
+clean-local:
+	rm -rf $(abs_srcdir)/matlab/preprocessor32 $(abs_srcdir)/matlab/preprocessor64
 
 dist-hook:
 	rm -rf `find $(distdir)/matlab $(distdir)/examples -name *~`

README.md

@@ -234,7 +234,7 @@ All the prerequisites are packaged:
 - `texlive-fonts-extra` (for ccicons)
 - `texlive-latex-recommended`
 - `texlive-science` (for amstex)
-- `texlive-generic-extra` (for Sphinx)
+- `texlive-plain-generic`
 - `lmodern` (for macroprocessor PDF)
 - `python3-sphinx`
 - `latexmk`
@@ -243,7 +243,7 @@ All the prerequisites are packaged:
 
 You can install them all at once with:
 ```
-apt install build-essential gfortran liboctave-dev libboost-graph-dev libgsl-dev libmatio-dev libslicot-dev libslicot-pic libsuitesparse-dev flex bison autoconf automake texlive texlive-publishers texlive-latex-extra texlive-fonts-extra texlive-latex-recommended texlive-science texlive-generic-extra lmodern python3-sphinx latexmk libjs-mathjax doxygen
+apt install build-essential gfortran liboctave-dev libboost-graph-dev libgsl-dev libmatio-dev libslicot-dev libslicot-pic libsuitesparse-dev flex bison autoconf automake texlive texlive-publishers texlive-latex-extra texlive-fonts-extra texlive-latex-recommended texlive-science texlive-plain-generic lmodern python3-sphinx latexmk libjs-mathjax doxygen
 ```
 
 ## Windows
@@ -262,30 +262,32 @@ pacman -Syu
 ```
 pacman -S git autoconf automake-wrapper bison flex make tar texinfo mingw-w64-x86_64-gcc mingw-w64-x86_64-gcc-fortran mingw-w64-x86_64-boost mingw-w64-x86_64-gsl mingw-w64-x86_64-matio mingw-w64-x86_64-openblas
 ```
-- **(Optional)** compile and install SLICOT, needed for the `kalman_steady_state`
-  MEX file
+- Compile and install SLICOT, needed for the `kalman_steady_state` MEX file
 ```
 wget https://deb.debian.org/debian/pool/main/s/slicot/slicot_5.0+20101122.orig.tar.gz
 tar xf slicot_5.0+20101122.orig.tar.gz
 cd slicot-5.0+20101122
-make FORTRAN=gfortran OPTS="-O2 -fno-underscoring -fdefault-integer-8" LOADER=gfortran slicot.a
+make FORTRAN=gfortran OPTS="-O2 -fno-underscoring -fdefault-integer-8" LOADER=gfortran lib
 mkdir -p /usr/local/lib
 cp slicot.a /usr/local/lib/libslicot64_pic.a
 cd ..
 ```
-- Clone and prepare the Dynare sources:
+- Prepare the Dynare sources, either by unpacking the source tarball, or with:
 ```
 git clone --recurse-submodules https://git.dynare.org/Dynare/dynare.git
 cd dynare
 autoreconf -si
 ```
-- Configure Dynare:
+- Configure Dynare from the source directory:
 ```
-./configure --with-slicot=/usr/local --with-matlab=<…> MATLAB_VERSION=<…> --disable-octave
+./configure --with-slicot=/usr/local --with-matlab=<…> MATLAB_VERSION=<…> --disable-octave --disable-doc
 ```
 where the path and version of MATLAB are specified. Note that you should use
 the MSYS2 notation and not put spaces in the MATLAB path, so you probably want
-to use something like `/c/Progra~1/MATLAB/…`.
+to use something like `/c/Progra~1/MATLAB/…`. Alternatively, if your filesystem
+does not have short filenames (8dot3), then you can run `mkdir -p
+/usr/local/MATLAB && mount c:/Program\ Files/MATLAB /usr/local/MATLAB`, and
+then pass `/usr/local/MATLAB/…` as MATLAB path to the configure script.
 - Compile:
 ```
 make
@@ -346,5 +348,5 @@ folder where you want Dynare installed.
 - `make -j`
 - **(Optional)** To then build mex files for Octave, run
      - `cd mex/build/octave`
-     - `CC=gcc-9 CXX=g++-9 ./configure --with-matio=/usr/local --with-gsl=/usr/local --with-slicot=/usr/local LDFLAGS=-L/usr/local/lib`
+     - `CC=gcc-9 CXX=g++-9 ./configure --with-matio=/usr/local --with-gsl=/usr/local --with-slicot=/usr/local LDFLAGS=-L/usr/local/lib LEX=/usr/local/opt/flex/bin/flex YACC=/usr/local/opt/bison/bin/bison`
      - `make -j`

configure.ac

@@ -18,7 +18,7 @@ dnl You should have received a copy of the GNU General Public License
 dnl along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
 
 AC_PREREQ([2.62])
-AC_INIT([dynare], [4.6-unstable])
+AC_INIT([dynare], [4.6.5])
 AC_CONFIG_SRCDIR([preprocessor/src/DynareMain.cc])
 AM_INIT_AUTOMAKE([1.11 -Wall -Wno-portability foreign no-dist-gzip dist-xz tar-pax])
 
@@ -130,8 +130,8 @@ fi
 # Check for Octave
 if test "$enable_octave" = yes; then
   AC_CONFIG_SUBDIRS([mex/build/octave])
-  AC_CHECK_PROG([OCTAVE], [octave], [octave], [no])
-  test "$OCTAVE" = no && AC_MSG_ERROR([Octave cannot be found. If you want to compile Dynare without Octave support, pass the --disable-octave flag.])
+  AX_OCTAVE
+  test "$ax_enable_octave" != yes && AC_MSG_ERROR([Octave cannot be found. If you want to compile Dynare without Octave support, pass the --disable-octave flag.])
 fi
 
 # Construct final output message

doc/bvar-a-la-sims.tex

@@ -26,7 +26,7 @@
   }}
 
 \author{S\'ebastien Villemot\thanks{Paris School of Economics and
-    CEPREMAP.} \and Johannes Pfeifer\thanks{University of Cologne. E-mail: \href{mailto:jpfeifer@uni-koeln.de}{\texttt{jpfeifer@uni-koeln.de}}.}}
+    CEPREMAP.} \and Johannes Pfeifer\thanks{Universität der Bundeswehr München. E-mail: \href{mailto:johannes.pfeifer@unibw.de}{\texttt{johannes.pfeifer@unibw.de}}.}}
 \date{First version: September 2007 \hspace{1cm} This version: May 2017}
 
 \maketitle
@@ -507,9 +507,11 @@ The command will actually compute the marginal density for several models: first
 The syntax for computing (out-of-sample) forecasts is:
 
 \medskip
-\texttt{bvar\_forecast(}\textit{options\_list}\texttt{) }\textit{max\_number\_of\_lags}\texttt{;}
+\texttt{bvar\_forecast(}\textit{options\_list}\texttt{) }\textit{number\_of\_lags}\texttt{;}
 \medskip
 
+In contrast to the \texttt{bvar\_density}, you need to specify the actual lag length used, not the maximum lag length. Typically, the actual lag length should be based on the results from the \texttt{bvar\_density} command.
+
 The options are those describe above, plus a few ones:
 \begin{itemize}
 \item \texttt{forecast}: the number of periods over which to compute forecasts after the end of the sample (no default)

doc/manual/Makefile.am

@@ -16,3 +16,4 @@ build/latex/dynare-manual.pdf: $(SRC) source/conf.py
 
 clean-local:
 	rm -rf build
+	rm -rf utils/__pycache__

doc/manual/source/bibliography.rst

@@ -44,6 +44,7 @@ Bibliography
 * Kim, Jinill and Sunghyun Kim (2003): “Spurious welfare reversals in international business cycle models,” *Journal of International Economics*, 60, 471–500.
 * Kanzow, Christian and Stefania Petra (2004): “On a semismooth least squares formulation of complementarity problems with gap reduction,” *Optimization Methods and Software*, 19, 507–525.
 * Kim, Jinill, Sunghyun Kim, Ernst Schaumburg, and Christopher 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.
+* Komunjer, Ivana and Ng, Serena (2011): ”Dynamic identification of dynamic stochastic general equilibrium models”, *Econometrica*, 79, 1995–2032.
 * Koop, Gary (2003), *Bayesian Econometrics*, John Wiley & Sons.
 * Koopman, S. J. and J. Durbin (2000): “Fast Filtering and Smoothing for Multivariate State Space Models,” *Journal of Time Series Analysis*, 21(3), 281–296.
 * Koopman, S. J. and J. Durbin (2003): “Filtering and Smoothing of State Vector for Diffuse State Space Models,” *Journal of Time Series Analysis*, 24(1), 85–98.
@@ -52,13 +53,16 @@ Bibliography
 * Liu, Jane and Mike West (2001): “Combined parameter and state estimation in simulation-based filtering”, in *Sequential Monte Carlo Methods in Practice*, Eds. Doucet, Freitas and Gordon, Springer Verlag.
 * Lubik, Thomas and Frank Schorfheide (2007): “Do Central Banks Respond to Exchange Rate Movements? A Structural Investigation,” *Journal of Monetary Economics*, 54(4), 1069–1087.
 * Murray, Lawrence M., Emlyn M. Jones and John Parslow (2013): “On Disturbance State-Space Models and the Particle Marginal Metropolis-Hastings Sampler”, *SIAM/ASA Journal on Uncertainty Quantification*, 1, 494–521.
+* Mutschler, Willi (2015): “Identification of DSGE models - The effect of higher-order approximation and pruning“, *Journal of Economic Dynamics & Control*, 56, 34-54.
 * Pearlman, Joseph, David Currie, and Paul Levine (1986): “Rational expectations models with partial information,” *Economic Modelling*, 3(2), 90–105.
 * Planas, Christophe, Marco Ratto and Alessandro Rossi (2015): “Slice sampling in Bayesian estimation of DSGE models”.
 * Pfeifer, Johannes (2013): “A Guide to Specifying Observation Equations for the Estimation of DSGE Models”.
 * Pfeifer, Johannes (2014): “An Introduction to Graphs in Dynare”.
+* Qu, Zhongjun and Tkachenko, Denis (2012): “Identification and frequency domain quasi-maximum likelihood estimation of linearized dynamic stochastic general equilibrium models“, *Quantitative Economics*, 3, 95–132.
 * Rabanal, Pau and Juan Rubio-Ramirez (2003): “Comparing New Keynesian Models of the Business Cycle: A Bayesian Approach,” Federal Reserve of Atlanta, *Working Paper Series*, 2003-30.
 * Raftery, Adrian E. and Steven Lewis (1992): “How many iterations in the Gibbs sampler?,” in *Bayesian Statistics, Vol. 4*, ed. J.O. Berger, J.M. Bernardo, A.P. * Dawid, and A.F.M. Smith, Clarendon Press: Oxford, pp. 763-773.
 * Ratto, Marco (2008): “Analysing DSGE models with global sensitivity analysis”, *Computational Economics*, 31, 115–139.
+* Ratto, Marco and Iskrev, Nikolay (2011): “Identification Analysis of DSGE Models with DYNARE.“, *MONFISPOL* 225149.
 * Schorfheide, Frank (2000): “Loss Function-based evaluation of DSGE models,” *Journal of Applied Econometrics*, 15(6), 645–670.
 * Schmitt-Grohé, Stephanie and Martin Uríbe (2004): “Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function,” *Journal of Economic Dynamics and Control*, 28(4), 755–775.
 * Schnabel, Robert B. and Elizabeth Eskow (1990): “A new modified Cholesky algorithm,” *SIAM Journal of Scientific and Statistical Computing*, 11, 1136–1158.
@@ -68,6 +72,3 @@ Bibliography
 * Stock, James H. and Mark W. Watson (1999). “Forecasting Inflation,”, *Journal of Monetary Economics*, 44(2), 293–335.
 * Uhlig, Harald (2001): “A Toolkit for Analysing Nonlinear Dynamic Stochastic Models Easily,” in *Computational Methods for the Study of Dynamic Economies*, Eds. Ramon Marimon and Andrew Scott, Oxford University Press, 30–61.
 * Villemot, Sébastien (2011): “Solving rational expectations models at first order: what Dynare does,” *Dynare Working Papers*, 2, CEPREMAP.
-
-
-

doc/manual/source/conf.py

 # -*- coding: utf-8 -*-
 
-# Copyright (C) 2018-2019 Dynare Team
+# Copyright (C) 2018-2020 Dynare Team
 #
 # This file is part of Dynare.
 #
@@ -36,7 +36,7 @@ mathjax_path = 'mathjax/MathJax.js?config=TeX-AMS-MML_HTMLorMML'
 master_doc = 'index'
 
 project = u'Dynare'
-copyright = u'2019, Dynare Team'
+copyright = u'2020, Dynare Team'
 author = u'Dynare Team'
 
 add_function_parentheses = False
@@ -77,6 +77,7 @@ latex_elements = {
                     warningBorderColor={RGB}{255,50,50},OuterLinkColor={RGB}{34,139,34}, \
                     InnerLinkColor={RGB}{51,51,255},TitleColor={RGB}{51,51,255}',
     'papersize': 'a4paper',
+    'preamble': r'\DeclareUnicodeCharacter{200B}{}', # Part of the workaround for #1707
 }
 
 latex_documents = [

doc/manual/source/dynare-misc-commands.rst

@@ -167,24 +167,26 @@ Dynare misc commands
 
             A ``1*Nblck`` array of doubles. Current acceptance ratios.
 
-.. matcomm:: prior [options[, ...]];
+.. matcomm:: prior [OPTIONS[, ...]];
 
-    Prints various informations about the prior distribution depending
-    on the options. If no options are provided, the command returns
-    the list of available options. Following options are available:
+    Prints information about the prior distribution given the provided
+    options. If no options are provided, the command returns the list of
+    available options.
 
-    ``table``
+    *Options*
+
+    .. option:: table
 
         Prints a table describing the marginal prior distributions
         (mean, mode, std., lower and upper bounds, HPD interval).
 
-    ``moments``
+    .. option:: moments
 
         Computes and displays first and second order moments of the
         endogenous variables at the prior mode (considering the
         linearized version of the model).
 
-    ``moments(distribution)``
+    .. option:: moments(distribution)
 
         Computes and displays the prior mean and prior standard
         deviation of the first and second moments of the endogenous
@@ -193,7 +195,7 @@ Dynare misc commands
         stored in the ``prior`` subfolder in a
         ``_endogenous_variables_prior_draws.mat`` file.
 
-    ``optimize``
+    .. option:: optimize
 
         Optimizes the prior density (starting from a random initial
         guess). The parameters such that the steady state does not
@@ -203,7 +205,7 @@ Dynare misc commands
         defined over such regions, the optimization algorithm may fail
         to converge to the true solution (the prior mode).
 
-    ``simulate``
+    .. option:: simulate
 
         Computes the effective prior mass using a Monte-Carlo. Ideally
         the effective prior mass should be equal to 1, otherwise
@@ -215,6 +217,6 @@ Dynare misc commands
         :math:`p_A\neq p_B \leq 1` so that the prior mass of the
         compared models are identical.
 
-    ``plot``
+    .. option:: plot
 
         Plots the marginal prior density.

doc/manual/source/examples.rst

@@ -56,3 +56,9 @@ description, please refer to the comments inside the files themselves.
     Baseline New Keynesian Model estimated in *Fernández-Villaverde
     (2010)*. It demonstrates how to use an explicit steady state file
     to update parameters and call a numerical solver.
+
+``Ramsey_Example.mod``
+
+    File demonstrating how to conduct optimal policy experiments in a 
+    simple New Keynesian model either under commitment (Ramsey) or using
+    optimal simple rules (OSR)
\ No newline at end of file

doc/manual/source/index.rst

@@ -4,15 +4,14 @@ The Dynare Reference Manual, version |version|
 Currently the development team of Dynare is composed of:
 
 * Stéphane Adjemian (Université du Maine, Gains)
-* Houtan Bastani (CEPREMAP)
+* Houtan Bastani
 * Michel Juillard (Banque de France)
 * Sumudu Kankanamge (Toulouse School of Economics)
 * Frédéric Karamé (Université du Maine, Gains and CEPREMAP)
-* Dóra Kocsis (CEPREMAP)
 * Junior Maih (Norges Bank)
-* Ferhat Mihoubi (Université Paris-Est Créteil, Érudite and CEPREMAP)
+* Ferhat Mihoubi (Université Paris-Est Créteil, Érudite)
 * Willi Mutschler (University of Münster)
-* Johannes Pfeifer (University of Cologne)
+* Johannes Pfeifer (Universität der Bundeswehr München)
 * Marco Ratto (European Commission, Joint Research Centre - JRC)
 * Sébastien Villemot (CEPREMAP)
 
@@ -22,10 +21,11 @@ The following people used to be members of the team:
 * Alejandro Buesa
 * Fabrice Collard
 * Assia Ezzeroug
+* Dóra Kocsis
 * Stéphane Lhuissier
 * George Perendia
 
-Copyright © 1996-2019, Dynare Team.
+Copyright © 1996-2020, Dynare Team.
 
 Permission is granted to copy, distribute and/or modify this document under the terms of the GNU Free Documentation License, Version 1.3 or any later version published by the Free Software Foundation; with no Invariant Sections, no Front-Cover Texts, and no Back-Cover Texts.
 

doc/manual/source/installation-and-configuration.rst

@@ -7,7 +7,7 @@ Installation and configuration
 Software requirements
 =====================
 
-Packaged versions of Dynare are available for Windows 7/8/10, several GNU/Linux
+Packaged versions of Dynare are available for Windows (7, 8.1, 10), several GNU/Linux
 distributions (Debian, Ubuntu, Linux Mint, Arch Linux) and macOS
 10.11 or later. Dynare should work on other systems, but some compilation steps
 are necessary in that case.
@@ -15,7 +15,10 @@ are necessary in that case.
 In order to run Dynare, you need one of the following:
 
 * MATLAB version 7.9 (R2009b) or above;
-* Octave version 4.2.1 or above, with the statistics package from `Octave-Forge`_.
+* GNU Octave version 4.2.1 or above, with the statistics package from
+  `Octave-Forge`_. Note however that the Dynare installers for Windows and
+  macOS require a more specific version of Octave, as indicated on the download
+  page.
 
 The following optional extensions are also useful to benefit from
 extra features, but are in no way required:

doc/manual/source/introduction.rst

@@ -55,7 +55,7 @@ manual. Part of Dynare is programmed in C++, while the rest is written
 using the `MATLAB`_ programming language. The latter implies that
 commercially-available MATLAB software is required in order to run
 Dynare. However, as an alternative to MATLAB, Dynare is also able to
-run on top of `Octave`_ (basically a free clone of MATLAB): this
+run on top of `GNU Octave`_ (basically a free clone of MATLAB): this
 possibility is particularly interesting for students or institutions
 who cannot afford, or do not want to pay for, MATLAB and are willing
 to bear the concomitant performance loss.
@@ -95,8 +95,8 @@ You should cite Dynare if you use it in your research. The
 recommended way todo this is to cite the present manual, as:
 
     Stéphane Adjemian, Houtan Bastani, Michel Juillard, Frédéric
-    Karamé, Junior Maih, Ferhat Mihoubi, George Perendia, Johannes Pfeifer, Marco
-    Ratto and Sébastien Villemot (2011), “Dynare: Reference Manual,
+    Karamé, Junior Maih, Ferhat Mihoubi, Willi Mutschler, George Perendia, Johannes Pfeifer, 
+    Marco Ratto and Sébastien Villemot (2011), “Dynare: Reference Manual,
     Version 4,” *Dynare Working Papers*, 1, CEPREMAP
 
 For convenience, you can copy and paste the following into your BibTeX file:
@@ -106,8 +106,8 @@ For convenience, you can copy and paste the following into your BibTeX file:
         @TechReport{Adjemianetal2011,
           author      = {Adjemian, St\'ephane and Bastani, Houtan and
                          Juillard, Michel and Karam\'e, Fr\'ederic and
-                         Maih, Junior and Mihoubi, Ferhat and
-                         Perendia, George and Pfeifer, Johannes and 
+                         Maih, Junior and Mihoubi, Ferhat and Mutschler, Willi
+                         and Perendia, George and Pfeifer, Johannes and
                          Ratto, Marco and Villemot, S\'ebastien},
           title       = {Dynare: Reference Manual Version 4},
           year        = {2011},
@@ -122,7 +122,7 @@ https://www.dynare.org.
 
 
 .. _MATLAB: https://www.mathworks.com/products/matlab/
-.. _Octave: https://www.octave.org/
+.. _GNU Octave: https://www.octave.org/
 .. _CEPREMAP: https://www.cepremap.fr/
 .. _web forum: https://forum.dynare.org/
 .. _official Dynare website: https://www.dynare.org/

doc/manual/source/running-dynare.rst

@@ -104,6 +104,23 @@ by the ``dynare`` command.
     Octave, it also means that the ``.mod`` file cannot be named
     ``test.mod`` or ``example.mod``.
 
+    .. _quote-note:
+
+    .. note::
+       Note on Quotes
+
+       When passing command line options that contains a space (or, under
+       Octave, a double quote), you must surround the entire option (keyword
+       and argument) with single quotes, as in the following example.
+
+       *Example*
+
+       Call Dynare with options containing spaces
+
+       .. code-block:: matlab
+
+          >> dynare <<modfile.mod>> '-DA=[ i in [1,2,3] when i > 1 ]' 'conffile=C:\User\My Documents\config.txt'
+
     *Options*
 
     .. option:: noclearall
@@ -140,10 +157,11 @@ by the ``dynare`` command.
 
     .. option:: savemacro[=FILENAME]
 
-        Instructs ``dynare`` to save the intermediary file which is
-        obtained after macro processing (see :ref:`macro-proc-lang`);
-        the saved output will go in the file specified, or if no file
-        is specified in ``FILENAME-macroexp.mod``
+        Instructs ``dynare`` to save the intermediary file which is obtained
+        after macro processing (see :ref:`macro-proc-lang`); the saved output
+        will go in the file specified, or if no file is specified in
+        ``FILENAME-macroexp.mod``. See the :ref:`note on quotes<quote-note>`
+        for info on passing a ``FILENAME`` argument containing spaces.
 
     .. option:: onlymacro
 
@@ -152,19 +170,12 @@ by the ``dynare`` command.
         debugging purposes or for using the macro processor
         independently of the rest of Dynare toolbox.
 
-    .. option:: nolinemacro
+    .. option:: linemacro
 
-        Instructs the macro preprocessor to omit line numbering
-        information in the intermediary ``.mod`` file created after
-        the macro processing step. Useful in conjunction with
-        :opt:`savemacro <savemacro[=FILENAME]>` when one wants that to reuse the intermediary
-        ``.mod`` file, without having it cluttered by line numbering
-        directives.
-
-    .. option:: noemptylinemacro
-
-        Passing this option removes all empty from the macro expanded
-        mod file created when the :opt:`savemacro <savemacro[=FILENAME]>` option is used.
+        Instructs the macro preprocessor include ``@#line`` directives
+        specifying the line on which macro directives were encountered and
+        expanded from. Only useful in conjunction with :opt:`savemacro
+        <savemacro[=FILENAME]>`.
 
     .. option:: onlymodel
 
@@ -214,7 +225,8 @@ by the ``dynare`` command.
     .. option:: json = parse|check|transform|compute
 
         Causes the preprocessor to output a version of the ``.mod`` file in
-        JSON format. When the JSON output is created depends on the value
+        JSON format to ``<<M_.dname>>/model/json/``. 
+        When the JSON output is created depends on the value
         passed. These values represent various steps of processing in the
         preprocessor.
 
@@ -242,7 +254,8 @@ by the ``dynare`` command.
     .. option:: jsonstdout
 
         Instead of writing output requested by ``json`` to files,
-        write to standard out.
+        write to standard out, i.e. to the MATLAB/Octave command window 
+        (and the log-file).
 
     .. option:: onlyjson
 
@@ -273,6 +286,7 @@ by the ``dynare`` command.
         computations.
 
     .. option:: nograph
+       :noindex:
 
         Activate the ``nograph`` option (see :opt:`nograph`), so that
         Dynare will not produce any graph.
@@ -305,9 +319,10 @@ by the ``dynare`` command.
 
     .. option:: matlabroot=<<path>>
 
-        The path to the MATLAB installation for use with
-        :opt:`use_dll`. Dynare is able to set this automatically,
-        so you should not need to set it yourself.
+        The path to the MATLAB installation for use with :opt:`use_dll`. Dynare
+        is able to set this automatically, so you should not need to set it
+        yourself. See the :ref:`note on quotes<quote-note>` for info on
+        passing a ``<<path>>`` argument containing spaces.
 
     .. option:: parallel[=CLUSTER_NAME]
 
@@ -320,9 +335,11 @@ by the ``dynare`` command.
 
     .. option:: conffile=FILENAME
 
-        Specifies the location of the configuration file if it differs
-        from the default. See :ref:`conf-file`, for more information
-        about the configuration file and its default location.
+        Specifies the location of the configuration file if it differs from the
+        default. See :ref:`conf-file`, for more information about the
+        configuration file and its default location. See the :ref:`note on
+        quotes<quote-note>` for info on passing a ``FILENAME`` argument
+        containing spaces.
 
     .. option:: parallel_slave_open_mode
 
@@ -338,18 +355,30 @@ by the ``dynare`` command.
 
     .. option:: -DMACRO_VARIABLE=MACRO_EXPRESSION
 
-        Defines a macro-variable from the command line (the same
-        effect as using the Macro directive ``@#define`` in a model
-        file, see :ref:`macro-proc-lang`).
+        Defines a macro-variable from the command line (the same effect as
+        using the Macro directive ``@#define`` in a model file, see
+        :ref:`macro-proc-lang`). See the :ref:`note on quotes<quote-note>` for
+        info on passing a ``MACRO_EXPRESSION`` argument containing spaces. Note
+        that an expression passed on the command line can reference variables
+        defined before it.
+
+        *Example*
+
+        Call dynare with command line defines
+
+            .. code-block:: matlab
+
+               >> dynare <<modfile.mod>> -DA=true '-DB="A string with space"' -DC=[1,2,3] '-DD=[ i in C when i > 1 ]'
 
     .. option:: -I<<path>>
 
-        Defines a path to search for files to be included by the
-        macro processor (using the ``@#include`` command). Multiple
-        ``-I`` flags can be passed on the command line. The paths will
-        be searched in the order that the ``-I`` flags are passed and
-        the first matching file will be used. The flags passed here
-        take priority over those passed to ``@#includepath``.
+        Defines a path to search for files to be included by the macro
+        processor (using the ``@#include`` command). Multiple ``-I`` flags can
+        be passed on the command line. The paths will be searched in the order
+        that the ``-I`` flags are passed and the first matching file will be
+        used. The flags passed here take priority over those passed to
+        ``@#includepath``. See the :ref:`note on quotes<quote-note>` for info
+        on passing a ``<<path>>`` argument containing spaces.
 
     .. option:: nostrict
 
@@ -397,13 +426,14 @@ by the ``dynare`` command.
     after the name of the ``.mod`` file. They can alternatively be
     defined in the first line of the ``.mod`` file, this avoids typing
     them on the command line each time a ``.mod`` file is to be
-    run. This line must be a Dynare comment (ie must begin with //)
-    and the options must be comma separated between ``--+`` options:
+    run. This line must be a Dynare one-line comment (i.e. must begin with ``//``)
+    and the options must be whitespace separated between ``--+ options:``
     and ``+--``. Note that any text after the ``+--`` will be
     discarded. As in the command line, if an option admits a value the
     equal symbol must not be surrounded by spaces. For instance ``json
     = compute`` is not correct, and should be written
-    ``json=compute``.
+    ``json=compute``. The ``nopathchange`` option cannot be specified in
+    this way, it must be passed on the command-line.
 
     *Output*
 

doc/manual/utils/dynare_dom.py

@@ -34,7 +34,7 @@ from docutils.parsers.rst import Directive, directives
 
 from sphinx import addnodes
 from sphinx.domains import Domain, ObjType
-from sphinx.locale import l_, _
+from sphinx.locale import _
 from sphinx.directives import ObjectDescription
 from sphinx.roles import XRefRole
 from sphinx.util.nodes import make_refnode
@@ -140,14 +140,14 @@ class DynCallable(DynObject):
     has_arguments = True
 
     doc_field_types = [
-        TypedField('arguments', label=l_('Arguments'),
+        TypedField('arguments', label=_('Arguments'),
                    names=('argument', 'arg', 'parameter', 'param'),
                    typerolename='func', typenames=('paramtype', 'type')),
-        Field('returnvalue', label=l_('Returns'), has_arg=False,
+        Field('returnvalue', label=_('Returns'), has_arg=False,
               names=('returns', 'return')),
-        Field('returntype', label=l_('Return type'), has_arg=False,
+        Field('returntype', label=_('Return type'), has_arg=False,
               names=('rtype',)),
-        Field('example', label=l_('Example'), has_arg=False,
+        Field('example', label=_('Example'), has_arg=False,
               names=('ex',)),
     ]
 
@@ -157,10 +157,10 @@ class DynClass(DynObject):
     allow_nesting = True
 
     doc_field_types = [
-        TypedField('members', label=l_('Members'),
+        TypedField('members', label=_('Members'),
                    names=('argument', 'arg', ),
                    typerolename='func', typenames=('type', )),
-        Field('example', label=l_('Example'), has_arg=False,
+        Field('example', label=_('Example'), has_arg=False,
               names=('ex',)),
     ]
 
@@ -291,22 +291,22 @@ class DynareDomain(Domain):
     name = 'dynare'
     label = 'Dynare'
     object_types = {
-    'function':      ObjType(l_('function'),         'func'),
-    'datesmethod':   ObjType(l_('method'),           'datmeth'),
-    'dseriesmethod': ObjType(l_('method'),           'dsermeth'),
-    'reportingmethod': 	 ObjType(l_('method'),       'repmeth'),
-    'matcomm':   	 ObjType(l_('matlab command'),   'mcomm'),
-    'command':   	 ObjType(l_('command'),          'comm'),
-    'class':     	 ObjType(l_('class'),            'class'),
-    'block':     	 ObjType(l_('block'),            'bck'),
-    'confblock': 	 ObjType(l_('config block'),     'cbck'),
-    'macrodir':  	 ObjType(l_('macro directive'),  'mdir'),
-    'construct': 	 ObjType(l_('constructor'),      'cstr'),
-    'matvar':    	 ObjType(l_('matlab variable'),  'mvar'),
-    'specvar':   	 ObjType(l_('special variable'), 'svar'),
-    'operator':  	 ObjType(l_('operator'),         'op'),
-    'constant':  	 ObjType(l_('constant'),         'const'),
-    'option':    	 ObjType(l_('option'),           'opt'),
+    'function':          ObjType(_('function'),         'func'),
+    'datesmethod':       ObjType(_('method'),           'datmeth'),
+    'dseriesmethod':     ObjType(_('method'),           'dsermeth'),
+    'reportingmethod':   ObjType(_('method'),       'repmeth'),
+    'matcomm':           ObjType(_('matlab command'),   'mcomm'),
+    'command':           ObjType(_('command'),          'comm'),
+    'class':             ObjType(_('class'),            'class'),
+    'block':             ObjType(_('block'),            'bck'),
+    'confblock':         ObjType(_('config block'),     'cbck'),
+    'macrodir':          ObjType(_('macro directive'),  'mdir'),
+    'construct':         ObjType(_('constructor'),      'cstr'),
+    'matvar':            ObjType(_('matlab variable'),  'mvar'),
+    'specvar':           ObjType(_('special variable'), 'svar'),
+    'operator':          ObjType(_('operator'),         'op'),
+    'constant':          ObjType(_('constant'),         'const'),
+    'option':            ObjType(_('option'),           'opt'),
     }
     directives = {
     'function':          DynFunction,

doc/manual/utils/dynare_lex.py

@@ -52,7 +52,7 @@ class DynareLexer(RegexLexer):
         "save_params_and_steady_state","load_params_and_steady_state",
         "dynare_version","write_latex_definitions","write_latex_parameter_table",
         "write_latex_prior_table","collect_latex_files","prior_function",
-	"posterior_function","generate_trace_plots")
+        "posterior_function","generate_trace_plots","evaluate_planner_objective")
 
     report_commands = ("report","addPage","addSection","addGraph","addTable",
         "addSeries","addParagraph","addVspace","write","compile")
@@ -73,7 +73,7 @@ class DynareLexer(RegexLexer):
             (r'\s*(%|//).*$', Comment),
 
             (words((
-                'model','steady_state_model','initval','endval','histval',
+                'model','steady_state_model','initval','endval','histval','epilogue',
                 'shocks','mshocks','homotopy_setup','observation_trends',
                 'estimated_params','estimated_params_init','estimated_params_bounds',
                 'shock_groups','conditional_forecast_paths','optim_weights',
@@ -92,7 +92,6 @@ class DynareLexer(RegexLexer):
 
             (r'\s*[a-zA-Z_]\s*', Name),
 
-	    
             (r'\s*(\d+\.\d+|\d*\.\d+)([eEf][+-]?[0-9]+)?\s*', Number.Float),
             (r'\s*\d+[eEf][+-]?[0-9]+\s*', Number.Float),
             (r'\s*\d+\s*', Number.Integer),

doc/parallel/parallel.tex

@@ -248,7 +248,7 @@ The configuration file is designed as follows:
 The list of slave options includes:
 \begin{description}
 \item[Name]: name of the node;
-\item[CPUnbr]:  this is the number of CPU's to be used on that computer; if \verb"CPUnbr" is a vector of integers, the syntax is \verb"[s:d]", with \verb"d>=s" (\verb"d, s" are integer); the first core has number 1 so that, on a quad-core, use \verb"4" to use all cores, but use \verb [3:4] to specify just the last two cores (this is particularly relevant for Windows where it is possible to assign jobs to specific processors);
+\item[CPUnbr]:  this is the number of CPU's to be used on that computer; if \verb"CPUnbr" is a vector of integers, the syntax is \verb"[s:d]", with \verb"d>=s" (\verb"d, s" are integer); the first core has number 1 so that, on a quad-core, use \verb"4" to use all cores, but use \verb"[3:4]" to specify just the last two cores (this is particularly relevant for Windows where it is possible to assign jobs to specific processors);
 \item[ComputerName]: Computer name on the network or IP address; use the NETBIOS name under Windows\footnote{In Windows XP it is possible find this name in 'My Computer' $->$ mouse right click $->$ 'Property' $->$ 'Computer Name'.}, or the DNS name under Unix.;
 \item[UserName]: required for remote login; in order to assure proper communications between the master and the slave threads, it must be the same user name actually logged on the `master' machine. On a Windows network, this is in the form \verb"DOMAIN\username", like \verb"DEPT\JohnSmith", i.e. user JohnSmith in windows group DEPT;
 \item[Password]: required for remote login (only under Windows): it is the user password on \verb"DOMAIN" and \verb"ComputerName";