January 2011 - Dev - dynare.org

[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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[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] #158: Bug in smoother (more information needed)
by Trac Dynare 31 Jan '11

31 Jan '11

#158: Bug in smoother (more information needed) --------------------------+------------------------------------------------- Reporter: sebastien | Owner: michel Type: bug | Status: new Priority: blocker | Milestone: 4.2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/158> 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 31 Jan '11

31 Jan '11

#18: Clean-up, streamline and documente filter/smoother routines ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: michel Type: enhancement | Status: accepted Priority: minor | Milestone: 4.3 Component: Core M-files | Version: Resolution: | Keywords: ---------------------------+------------------------------------------------ Changes (by michel): * priority: major => minor * milestone: 4.2 => 4.3 Comment: streamlining and cleanin-up is done. Remains internal documentation -- Ticket URL: <https://www.dynare.org/trac/ticket/18#comment:3> Dynare <http://www.dynare.org> The Dynare project

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