Dev December 2009

dev@dynare.org

9 participants
56 discussions

[Trac] #35: Putting "shocks" before "endval" leads to wrong results
by Trac Dynare 30 Jul '12

30 Jul '12

#35: Putting "shocks" before "endval" leads to wrong results --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: major | Milestone: 4.1 Component: Core M-files | Version: 4.0.4 Keywords: | --------------------------+------------------------------------------------- In a deterministic setup with both temporary and permanent shocks, the order of the {{{shocks}}} and {{{endval}}} blocks matter. Actually, putting {{{shocks}}} before {{{endval}}} leads to wrong results. {{{shocks}}} uses {{{set_shocks.m}}}, which fills in {{{oo_.exo_simul}}}; the point is that, if {{{endval}}} has not been used, this structure is empty, so {{{set_shocks}}} fills it, at date of shocks, for ''all'' the exogenous, and using the ''initial'' steady state value. When {{{simul}}} is finally called, it completes {{{oo_.exo_simul}}} with the ''final'' exogenous steady state, but only for those periods which have no temporary shocks. So at the dates with temporary shocks, the value of exogenous which are permanently shocked is wrong. A quick fix is to forbid the use of {{{shocks}}} before {{{endval}}}. A cleaner fix is to modify {{{set_shocks.m}}} so that it only sets values for the exogenous which are temporarily shocked, and leaves {{{NaN}}} for other exogenous. It would be {{{simul}}}'s job to fill in the holes. -- Ticket URL: <https://www.dynare.org/trac/ticket/35> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #59: add errors to print_info.m
by Trac Dynare 14 Jun '12

14 Jun '12

#59: add errors to print_info.m --------------------------+------------------------------------------------- Reporter: michel | Owner: Type: bug | Status: new Priority: critical | Milestone: Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- info(1) == 43 (covariance matrix of shocks is not positive definite) should be added to print_info.m We need to check that all error numbers that can be present in info(1) are taken care of. We need to check with grep info *.m -- Ticket URL: <https://www.dynare.org/trac/ticket/59> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #58: Implement constrained parameters for osr
by Trac Dynare 07 Jun '12

07 Jun '12

#58: Implement constrained parameters for osr --------------------------+------------------------------------------------- Reporter: sebastien | Owner: michel Type: feature | Status: new Priority: major | Milestone: 4.1 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/58> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #38: Create an entry point in bytecode interpreter for use by k-order DLL
by Trac Dynare 06 Jun '12

06 Jun '12

#38: Create an entry point in bytecode interpreter for use by k-order DLL --------------------------+------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: feature | Status: new Priority: major | Milestone: Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- First, support for k-order derivatives computation needs to be added to the preprocessor. Second, a storage mechanism for these needs to be added in the bytecode generation. Third, the bytecode interpreter should provide two C functions: * one for retrieving the number of non-zero elements (NNZE) in the k-order derivative (accross all equations) * one which would pass on the derivatives to the caller. Its arguments would be: * the order of derivation (k) * a (double*) vector, allocated by the caller, of length the NNZE * a (int*) matrix, of size NNZE times (k+1): the first column is the equation number, the others are the variables indices (ordered in non- decreasing order: the symmetric elements are not duplicated) -- Ticket URL: <https://www.dynare.org/trac/ticket/38> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #51: Add new command to create dynamic model file with given options, when there is no simul/stoch_simul...
by Trac Dynare 30 May '12

30 May '12

#51: Add new command to create dynamic model file with given options, when there is no simul/stoch_simul... --------------------------+------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: feature | Status: new Priority: major | Milestone: 4.2 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/51> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #72: 2nd and 3rd order approximation of purely backward and forward models
by Trac Dynare 29 May '12

29 May '12

#72: 2nd and 3rd order approximation of purely backward and forward models --------------------------+------------------------------------------------- Reporter: michel | Owner: Type: feature | Status: new Priority: minor | Milestone: 4.2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- - need to write specialized code for 2nd and 3rd order approximation of purely backward and forward models -- Ticket URL: <https://www.dynare.org/trac/ticket/72> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #63: new option instrument
by Trac Dynare 20 Apr '12

20 Apr '12

#63: new option instrument ---------------------------+------------------------------------------------ Reporter: michel | Owner: michel Type: enhancement | Status: new Priority: major | Milestone: Component: Documentation | Version: Keywords: | ---------------------------+------------------------------------------------ Document the new option "instrument" for ramsey_policy in reference manual and write wiki page on using *_steadystate.m file with ramsey_policy -- Ticket URL: <https://www.dynare.org/trac/ticket/63> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #31: identification code
by Trac Dynare 29 Sep '11

29 Sep '11

#31: identification code --------------------------+------------------------------------------------- Reporter: michel | Owner: Marco Type: feature | Status: new Priority: major | Milestone: 4.2-alpha2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/31> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #56: Faster smoother for large models
by Trac Dynare 31 Jan '11

31 Jan '11

#56: Faster smoother for large models --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: enhancement | Status: new Priority: major | Milestone: 4.1 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/56> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #37: Automatic generation of _steadystate.m file from initval block
by Trac Dynare 26 Jan '11

26 Jan '11

#37: Automatic generation of _steadystate.m file from initval block --------------------------+------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: feature | Status: new Priority: major | Milestone: Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- The idea is that the preprocessor would create a _steadystate.m file, using the (symbolic) initializations given in the initval block. This would be particularly useful for estimating models for which the analytical form of the steady state is known. -- Ticket URL: <https://www.dynare.org/trac/ticket/37> Dynare <http://www.dynare.org> The Dynare project

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Dev December 2009