December 2010 - Dev - dynare.org

[Trac] #151: BVAR priors: add interface to Marcett-Jarocinski' code
by Trac Dynare 29 May '12

29 May '12

#151: BVAR priors: add interface to Marcett-Jarocinski' code --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: feature | Status: new Priority: major | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/151> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #117: IRF: document the way they are computed at order 2 and 3
by Trac Dynare 20 Apr '12

20 Apr '12

#117: IRF: document the way they are computed at order 2 and 3 ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: Type: feature | Status: new Priority: major | Milestone: 4.2 Component: Documentation | Version: Keywords: | ---------------------------+------------------------------------------------ -- Ticket URL: <https://www.dynare.org/trac/ticket/117> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #113: Metropolis: add adaptive hybrid MCMC
by Trac Dynare 20 Apr '12

20 Apr '12

#113: Metropolis: add adaptive hybrid MCMC --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: feature | Status: new Priority: major | Milestone: 4.2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- See Ingvar Strid & Paolo Giordani & Robert Kohn “Adaptive hybrid MCMC for DSGE models” (2010) presented at the Dynare Conference 2010. -- Ticket URL: <https://www.dynare.org/trac/ticket/113> 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] #94: Remove obsolete code dealing with more than one lead and/or one lag
by Trac Dynare 26 Nov '11

26 Nov '11

#94: Remove obsolete code dealing with more than one lead and/or one lag --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: enhancement | Status: new Priority: minor | Milestone: 4.2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- In the resolution of stochastic models, this code is no longer necessary since the preprocessor removes any lead and lag of more than one. But this code should be kept in the deterministic case, since the preprocessor doesn't do the transformation. -- Ticket URL: <https://www.dynare.org/trac/ticket/94> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #122: Lower and upper bounds on priors used for two purposes
by Trac Dynare 30 Sep '11

30 Sep '11

#122: Lower and upper bounds on priors used for two purposes --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: minor | Milestone: 4.2 Component: Core M-files | Version: 4.1.2 Keywords: | --------------------------+------------------------------------------------- The p3 and p4 parameters of estimated_params are currently used for two distinct purposes: - specifying the domain of definition of the prior (uniform, generalized beta and gamma) - restricting the optimization for the posterior mode on a sub-domain of the definition of the prior This double usage of the same values is confusing, and makes some cases impossible to describe in a MOD file (example: restricting the optimization on a subdomain of the interval of a uniform). The fix is probably to distinguish these two usages in the MOD file by introducing a new syntax for restricting the optimization, and reflecting that change in the M code. -- Ticket URL: <https://www.dynare.org/trac/ticket/122> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #110: Implement block decomposition for stochastic models
by Trac Dynare 30 Sep '11

30 Sep '11

#110: Implement block decomposition for stochastic models --------------------------+------------------------------------------------- Reporter: sebastien | Owner: ferhat Type: enhancement | Status: new Priority: major | Milestone: 4.2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- This can be very useful for some models. For example, the BoE has a model with bond prices with a horizon of 10 years ahead (i.e. 40 periods). The bond prices do not feedback into the core of the macro model, so the pricing equations are purely forward. At order 3, Dynare is currently at pains to solve the model. The block decomposition would dramatically improve performance here. -- Ticket URL: <https://www.dynare.org/trac/ticket/110> 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] #121: Revert example MOD files in user guide to mode_compute=4
by Trac Dynare 23 Aug '11

23 Aug '11

#121: Revert example MOD files in user guide to mode_compute=4 ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: Type: bug | Status: new Priority: major | Milestone: 4.2 Component: Documentation | Version: Keywords: | ---------------------------+------------------------------------------------ The estimation examples in the user guide are not behaving nice with mode_compute=6, because of the non-deterministic nature of estimation. Many users were confused because on some runs, the example were failing because the hessian at the mode was not definite positive. As a quick fix, the mode_compute option was changed to 6 in 4ec5016e5fed4d51e4ac987c1e8f4bcc85f3148f and 7b59c012b992387c2cc11ab5dd5a8175051cce79. The problem is that the examples are now a lot slower than before. We should revert back to mode_compute=4 when #85 is fixed and we have a way to fix the seed. -- Ticket URL: <https://www.dynare.org/trac/ticket/121> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #127: Output 2nd derivatives of static model when doing identification
by Trac Dynare 19 Aug '11

19 Aug '11

#127: Output 2nd derivatives of static model when doing identification --------------------------+------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: feature | Status: new Priority: major | Milestone: 4.3 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- This is necessary for global identification. The code for 2nd static derivatives already exists (used for planner_objective). -- Ticket URL: <https://www.dynare.org/trac/ticket/127> Dynare <http://www.dynare.org> The Dynare project

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