January 2011 - Dev - dynare.org

[Trac] #160: Add derivatives of static model w.r.t. parameters
by Trac Dynare 29 Nov '12

29 Nov '12

#160: Add derivatives of static model w.r.t. parameters --------------------------+------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: enhancement | Status: new Priority: minor | Milestone: 4.3 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- Currently, the derivatives of the static model w.r.t. parameters are computed using the derivatives of the dynamic model w.r.t. parameters. It would be more convenient to provide directly these derivatives. -- Ticket URL: <https://www.dynare.org/trac/ticket/160> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #141: Replace strmatch which is a deprecated function in Matlab
by Trac Dynare 16 Nov '12

16 Nov '12

#141: Replace strmatch which is a deprecated function in Matlab --------------------------+------------------------------------------------- Reporter: houtanb | Owner: Type: bug | Status: new Priority: major | Milestone: Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- Use strncmp instead, which has a different return type http://www.mathworks.com/help/techdoc/ref/strmatch.html -- Ticket URL: <https://www.dynare.org/trac/ticket/141> Dynare <http://www.dynare.org> The Dynare project

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[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] #149: Block decomposed version of Kalman filter
by Trac Dynare 15 Jun '12

15 Jun '12

#149: Block decomposed version of Kalman filter --------------------------+------------------------------------------------- Reporter: sebastien | Owner: ferhat Type: feature | Status: new Priority: major | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/149> 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] #152: Extended path solution method
by Trac Dynare 08 Jun '12

08 Jun '12

#152: Extended path solution method --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: feature | Status: new Priority: major | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- Some code already exists, it is mainly a matter of creating an interface. -- Ticket URL: <https://www.dynare.org/trac/ticket/152> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #148: Block decomposed version of decision rules
by Trac Dynare 08 Jun '12

08 Jun '12

#148: Block decomposed version of decision rules --------------------------+------------------------------------------------- Reporter: sebastien | Owner: ferhat Type: feature | Status: new Priority: major | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/148> Dynare <http://www.dynare.org> The Dynare project

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