September 2010 - Dev

[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] #102: forecast graphs in manual
by Trac Dynare 15 Jun '12

15 Jun '12

#102: forecast graphs in manual ---------------------------+------------------------------------------------ Reporter: michel | Owner: michel Type: bug | Status: new Priority: minor | Milestone: Component: Documentation | Version: Keywords: | ---------------------------+------------------------------------------------ The graphs of forecasts with uncertainty about the parameters have changed but we didn't modify the user manual and the user guide -- Ticket URL: <https://www.dynare.org/trac/ticket/102> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #133: datafile option in simul
by Trac Dynare 15 Jun '12

15 Jun '12

#133: datafile option in simul --------------------------+------------------------------------------------- Reporter: michel | Owner: ferhat Type: enhancement | Status: new Priority: major | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- this option is very similar to initval_file but it requires two different files for endogenous and exogenous variables. The entry in the manual doesn't describe the required files. It may be interesting to use it for loading only trajectories for the exogenous variables. -- Ticket URL: <https://www.dynare.org/trac/ticket/133> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #106: Document prior distributions
by Trac Dynare 15 Jun '12

15 Jun '12

#106: Document prior distributions ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: stepan Type: enhancement | Status: new Priority: major | Milestone: 4.2 Component: Documentation | Version: Keywords: | ---------------------------+------------------------------------------------ The document from Stéphane is probably the one to use. It should be added to the doc/ subdirectory, then to the build-system and to the packaging. -- Ticket URL: <https://www.dynare.org/trac/ticket/106> 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] #136: complete implementation of "shock_decomposition"
by Trac Dynare 07 Jun '12

07 Jun '12

#136: complete implementation of "shock_decomposition" --------------------------+------------------------------------------------- Reporter: michel | Owner: michel Type: enhancement | Status: new Priority: major | Milestone: 4.2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- add options for grouping shocks together and for choosing the set of parameters to be used -- Ticket URL: <https://www.dynare.org/trac/ticket/136> 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] #77: provide all solve_algo for all representations of the model
by Trac Dynare 06 Jun '12

06 Jun '12

#77: provide all solve_algo for all representations of the model --------------------------+------------------------------------------------- Reporter: ferhat | Owner: ferhat Type: enhancement | Status: new Priority: major | Milestone: 4.2 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- For the moment, only some combinations of block, bytecode and stack_solve_algo are available. Allow for the possibility to use all the algorithms for all model representation. -- Ticket URL: <https://www.dynare.org/trac/ticket/77> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #85: Estimation is not deterministic: a seed should be explictly given to random number generator
by Trac Dynare 06 Jun '12

06 Jun '12

#85: Estimation is not deterministic: a seed should be explictly given to random number generator --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: major | Milestone: Component: Core M-files | Version: 4.1.0 Keywords: | --------------------------+------------------------------------------------- Currently MOD files doing estimation are not deterministic: different runs of the same MOD files don't give the same results, since the seed for random number generator is not the same accross runs. The easy way to fix that is to set the seed in dynare.m. There would be a default value for the seed, or it could be changed through an option/command. A more subtle way would be to have a seed reset at the top of every major function (estimation, stoch_simul). We need to decide which way is the best. -- Ticket URL: <https://www.dynare.org/trac/ticket/85> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #134: Reorganize M-structures used for storing block decomposition information
by Trac Dynare 06 Jun '12

06 Jun '12

#134: Reorganize M-structures used for storing block decomposition information --------------------------+------------------------------------------------- Reporter: sebastien | Owner: ferhat Type: enhancement | Status: new Priority: major | Milestone: 4.2 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- See the following page for the current state: http://www.dynare.org/DynareWiki/GlobalVariableBD -- Ticket URL: <https://www.dynare.org/trac/ticket/134> Dynare <http://www.dynare.org> The Dynare project

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