Dev November 2010

dev@dynare.org

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64 discussions

[Trac] #114: IRF: add an option to limit the exogenous shocked in the computations
by Trac Dynare 01 Apr '11

01 Apr '11

#114: IRF: add an option to limit the exogenous shocked in the computations --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: feature | Status: new Priority: major | Milestone: 4.2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/114> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #138: Move Markov-Switching C-code under mex/sources, clarify the license
by Trac Dynare 04 Feb '11

04 Feb '11

#138: Move Markov-Switching C-code under mex/sources, clarify the license ----------------------------------+----------------------------------------- Reporter: sebastien | Owner: Type: enhancement | Status: new Priority: major | Milestone: 4.2 Component: Markov-Switching DLL | Version: Keywords: | ----------------------------------+----------------------------------------- And possibly give a better name to the module than "swz". -- Ticket URL: <https://www.dynare.org/trac/ticket/138> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #87: fix order of integration in univariate filter/smoother
by Trac Dynare 31 Jan '11

31 Jan '11

#87: fix order of integration in univariate filter/smoother --------------------------+------------------------------------------------- Reporter: michel | Owner: michel Type: bug | Status: new Priority: major | Milestone: Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/87> 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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[Trac] #126: Include Dynare++'s "dynare_simul.m" in the Dynare package
by Trac Dynare 20 Jan '11

20 Jan '11

#126: Include Dynare++'s "dynare_simul.m" in the Dynare package --------------------------------------+------------------------------------- Reporter: sebastien | Owner: sebastien Type: bug | Status: new Priority: minor | Milestone: Component: Build system / Packaging | Version: 4.1.2 Keywords: | --------------------------------------+------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/126> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #145: when cross-compiling, the host prefix is not added to "ar"
by Trac Dynare 20 Jan '11

20 Jan '11

#145: when cross-compiling, the host prefix is not added to "ar" --------------------------------------+------------------------------------- Reporter: sebastien | Owner: sebastien Type: bug | Status: new Priority: trivial | Milestone: Component: Build system / Packaging | Version: 4.1.3 Keywords: | --------------------------------------+------------------------------------- When building a static library (as in preprocessor/macro), the build system will always use "ar" (instead of "i686-w64-mingw32-ar" for example). In most cases this is not a problem. The problem can happen if one has only the cross-compiling binutils, but not the native binutils, as for example in a Cygwin install where only the packages listed on the wiki page are installed. -- Ticket URL: <https://www.dynare.org/trac/ticket/145> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #128: Fix derivatives of STEADY_STATE operator w.r.t. parameters in dynamic model
by Trac Dynare 14 Jan '11

14 Jan '11

#128: Fix derivatives of STEADY_STATE operator w.r.t. parameters in dynamic model --------------------------+------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: bug | Status: new Priority: major | Milestone: 4.2 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- The fix is to add a new input argument to the params_deriv file, which would contain the derivatives of the steady state w.r.t. parameters (it is the responsibility of the caller to provide them). -- Ticket URL: <https://www.dynare.org/trac/ticket/128> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #75: Fix command "calib" or remove it
by Trac Dynare 04 Jan '11

04 Jan '11

#75: Fix command "calib" or remove it --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: minor | Milestone: 4.2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- The "calib" command (and its associated command "calib_var") are recognized by the preprocessor, but are probably not working, and are not documented in the reference manual. This should be fixed, or the commands be removed. -- Ticket URL: <https://www.dynare.org/trac/ticket/75> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #95: the "simul" option of "stoch_simul" simulates on more periods than required
by Trac Dynare 02 Jan '11

02 Jan '11

#95: the "simul" option of "stoch_simul" simulates on more periods than required --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: trivial | Milestone: Component: Core M-files | Version: 4.1.0 Keywords: | --------------------------+------------------------------------------------- The point is that the oo_.exo_simul vector has length options_.periods+M_.maximum_lag+M_.maximum_lead (see make_ex_.m). This makes sense in a deterministic context, but in a stochastic context there it should only be of length options_.periods. This makes the oo_.endo_simul of length 2*M_.maximum_lag+options_.periods+M_.maximum_lead (because it adds initial conditions), while it should be of length M_.maximum_lag+options_.periods. This is not a big issue since one can just truncate the extra periods, but this confuses some users. -- Ticket URL: <https://www.dynare.org/trac/ticket/95> Dynare <http://www.dynare.org> The Dynare project

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Dev November 2010