January 2010 - Dev - dynare.org

Reminder: Migration to Git tomorrow
by Sébastien Villemot 28 Jan '10

28 Jan '10

Hi, Just to remind you that we plan to migrate to Git tomorrow. As a consequence, if you have uncommitted changes in your working copy, I encourage you to commit them tonight (provided they don't break anything). However, if you don't commit them tonight, you will still be able to copy them to your future git working copy. Tomorrow, when the migration is done, I will send instructions on the list on how to setup this on your computers. In the meantime, you can refer to the wiki page I created (see my previous mail). Best -- Sébastien Villemot

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Re: [DynareDev] Estimation DLL design
by Stéphane Adjemian 27 Jan '10

27 Jan '10

Hi all, For the declaration of calibrated parameters we may use the estimated_params block by specifying priors with zero variance... Or we may add dirac delta function as a new prior shape. For the choice of the prior density I agree with Michel. The user has to choose the prior variance knowing that the weight of the prior (relative to the likelihood) will depend on the sub-sample size. Obviously we could imagine a way to automatically reweight the priors, but I don't think it would be a good idea. Best, Stéphane. Le mardi 26 janvier 2010 à 13:39 +0100, Michel Juillard a écrit : > Hi George, > > > > There are however few outstanding issues to be resolved. > > > > 1.a) Is Detrend data called only once as it looks like to me now? > No. in EstimationModule, function data_filtering is called a first time > and then several time in Loop on periods 1 to NP > > > I.e. can trend depend on different draws of parmaters and different > > steady states? > yes > > > > 1.b) Also, Can trend and the constant be different for different periods? > yes > > > > 2) Can there be fixed (calibrated) parameters' sets for different > > regimes/periods? > > > Good point. This should be permitted, but we don't have provision for > it. Neither an interface for declararing changing calibrated parameters, > nor an internal representation in the preprocessor or in Matlab. > We need to think about it some more, but the resolution of this problem > will only affect the design of parameter updates > > > 3) Passing SteadyState: > > Do we need to return SS from estimation? > yes > > If so, which one since each estimation period may eventually have its > > own different SS? > > > all of them. SS is then a matrix with as many columns as there are > regimes in the model > > 4) Should we not weight prior density for the length of the period the > > parameter and its prior are valid for? > > > I don't think so. The prior density describes believes about the > possible values of a parameter irrespective of the number of periods for > which this parameter matters. If the subsample where a given paramter > matters is long, the prior will have less influence on estimation as in > a subsample that is short. But it is what we want. > > All the best, > > Michel > >

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Stable 4.1 branch
by Sébastien Villemot 25 Jan '10

25 Jan '10

Hi everyone, Just to remind you that, if you fix important bugs in the trunk, you also need to fix them yourselves in the 4.1 branch (using the "svn merge" command, until we migrate to git). It's difficult for me to decide which fixes should be merged, and how the merge should be done in case of conflict, so I prefer to let you make the decision when relevant. Best, -- Sébastien Villemot

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New documentation for MSBVAR interface
by Tao Zha 21 Jan '10

21 Jan '10

Dear Michel: I have revised the MSBVAR interface documentation substantially. I attach a version here. Please work on this version. Thanks, Tao ------------------

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Re: [DynareDev] [Trac] #9: Add derivatives of external functions in the model (was: Add derivatives of unknown functions in the model)
by Trac Dynare 19 Jan '10

19 Jan '10

#9: Add derivatives of external functions in the model ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: houtanb Type: feature | Status: assigned Priority: major | Milestone: 4.2 Component: Preprocessor | Version: Resolution: | Keywords: ---------------------------+------------------------------------------------ Changes (by sebastien): * owner: sebastien => houtanb * status: accepted => assigned Old description: New description: An analysis is avaiable at: http://www.dynare.org/DynareWiki/ExternalFunctions -- -- Ticket URL: <https://www.dynare.org/trac/ticket/9#comment:5> Dynare <http://www.dynare.org> The Dynare project

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Migration to Git
by Sébastien Villemot 15 Jan '10

15 Jan '10

Hi everyone, We are planning to switch from SVN to Git in about two weeks. For more details about Git and the migration process, see: http://www.dynare.org/DynareWiki/GitMigration Also note that if you want to begin playing with Git, there is a test Git repository for Dynare, which you can retrieve with: git clone http://www.dynare.org/git/dynare-sandbox.git Note that this is only a read-only repository for testing purpose: it contains all the history of Dynare from 2005 to 2010, but it will not be modified, and you cannot push changes into it. Use it for creating a local repository and playing with it (commits, branches, merges...) Best -- Sébastien Villemot

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Re: [DynareDev] [Trac] #19: Add tool to automatically write a stationary version of the model, given trends supplied by user
by Trac Dynare 08 Jan '10

08 Jan '10

#19: Add tool to automatically write a stationary version of the model, given trends supplied by user ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: sebastien Type: feature | Status: new Priority: major | Milestone: 4.2 Component: Preprocessor | Version: Resolution: | Keywords: ---------------------------+------------------------------------------------ Changes (by michel): * milestone: => 4.2 -- Ticket URL: <https://www.dynare.org/trac/ticket/19#comment:2> Dynare <http://www.dynare.org> The Dynare project

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Re: [DynareDev] [Trac] #13: Add estimation with unexpected structural change
by Trac Dynare 08 Jan '10

08 Jan '10

#13: Add estimation with unexpected structural change ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: stepan Type: feature | Status: assigned Priority: major | Milestone: 4.2 Component: Core M-files | Version: Resolution: | Keywords: ---------------------------+------------------------------------------------ Changes (by michel): * milestone: => 4.2 -- Ticket URL: <https://www.dynare.org/trac/ticket/13#comment:4> Dynare <http://www.dynare.org> The Dynare project

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Re: [DynareDev] [Trac] #9: Add derivatives of unknown functions in the model
by Trac Dynare 08 Jan '10

08 Jan '10

#9: Add derivatives of unknown functions in the model ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: sebastien Type: feature | Status: accepted Priority: major | Milestone: 4.2 Component: Preprocessor | Version: Resolution: | Keywords: ---------------------------+------------------------------------------------ Changes (by michel): * milestone: => 4.2 -- Ticket URL: <https://www.dynare.org/trac/ticket/9#comment:4> Dynare <http://www.dynare.org> The Dynare project

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Re: [DynareDev] [Trac] #18: Clean-up, streamline and documente filter/smoother routines
by Trac Dynare 08 Jan '10

08 Jan '10

#18: Clean-up, streamline and documente filter/smoother routines ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: michel Type: enhancement | Status: accepted Priority: major | Milestone: 4.2 Component: Core M-files | Version: Resolution: | Keywords: ---------------------------+------------------------------------------------ Changes (by michel): * owner: => michel * status: new => accepted * milestone: => 4.2 -- Ticket URL: <https://www.dynare.org/trac/ticket/18#comment:2> Dynare <http://www.dynare.org> The Dynare project

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