October 2011 - Dev - dynare.org

commit
by Marco Ratto 14 Oct '11

14 Oct '11

Dear Sebastien, I have committed the fix for testsuite to skip the mapping routines which are external from the official dynare. Still, GSA keep crashing because prior_posterior_statistics is broken. Apparently there is no testsuite for metropolis and subdraws from posterior, so this bug came up just from the GSA test. best Marco -- Marco Ratto, (http://easu.jrc.ec.europa.eu/) Joint Research Centre The European Commission, TP 361, 21027 ISPRA(VA), ITALY Tel: +39 0332 78 5639 Fax: +39 0332 78 5733 marco.ratto(a)jrc.ec.europa.eu

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Creating Dynare packages for Windows
by Sébastien Villemot 14 Oct '11

14 Oct '11

Hi, I have put on Karaba the scripts that can be used to create custom Windows snapshots of Dynare (from 4.2 or master). This is explained in section 3 of this wiki page: http://www.dynare.org/DynareWiki/BuildingPackages Best, -- Sébastien Villemot Researcher in Economics at CEPREMAP & Debian Maintainer http://www.dynare.org/sebastien Phone: +33-1-40-77-49-90 - GPG Key: 4096R/381A7594

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Fwd: Perturbation, the nonlinear MA policy function and Dynare
by Michel Juillard 13 Oct '11

13 Oct '11

Dear Alexander; thank you very much. I will look at it with great interest. Also, I forward it to Gianni Lombardo, with whom I'm having a discussion along similar lines, and to my colleagues in the Dynare Team. All the best, Michel Dear Michel, My coauthor and I have derived a perturbation solution using the nonlinear version of the infinite MA as an alternative to the standard state-space policy function that I thought might interest you. I have taken the liberty of attaching it to this email. In brief, we find that taking the nonlinear MA approach yields stationary solutions (i.e., endogenously 'prunes') for simulations, decomposes nonlinear impulse responses into contributing elements from the underlying kernels of different orders (nicely illustrating the uncertainty component of responses to volatility shocks), and relates several invertibility assumptions of state-space solutions to more interpretable assumptions on the first order fundamental equation. We've programmed it all up as an add on to Dynare (just need to add one line after stoch_simul) and I've attached the routines here. Of particular interest perhaps is the third-order `pruning' algorithm. We would, of course, be thankful for any comments or suggestions you might have and are, in any case, grateful for your time. Best, Alexander -- Humboldt-Universitaet zu Berlin Institute for Economic Theory II Spandauer Strasse 1 10178 Berlin Germany Tel.: +49-30-2093-5720 Fax: +49-30-2093-5696 E-Mail: alexander.meyer-gohde(a)wiwi.hu-berlin.de

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unstable version
by Michel Juillard 13 Oct '11

13 Oct '11

Yesterday, I made several changes to the steady state functions that have broken several tests. I will fix it today. I added a page http://www.dynare.org/DynareWiki/UnstableStatus that we can use in such situations. Please, indicate the problems when they appear and when they are fixed Best Michel

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problem with *_steadystate.m file
by Michel Juillard 12 Oct '11

12 Oct '11

Recent changes to resol.m, passing structure M_ as an argument, breaks *_steadystate.m files when they modify the value of a parameter. Before the modification was sent to the calling program via global M_, but if this variable is now local to the calling program the modification of the parameter is just ignored by the computing chain (until the next top level instruction: stoch_simul, check, estimation , ....). Dealing with global variables is detrimental to efficiency and can cause, as in this case, hard to see side effects. So, it is a good thing to eliminate global variables from resol.m On the other hand, it is highly desirable to keep backward compatibility with existing *_steadystate.m file, otherwise, we will spend a huge amount of time explaining user why their program don't work anymore or, worst, why it doesn't give the same result as with the previous Dynare version and that the new result is wrong. In any case, using a steady_state_model block within the *.mod file is superior because handling of variables and parameters indices is much more efficient. Furthermore, almost all desirable syntax is now supported by steady_state_model block, even calling a nonlinear solver for a small set of equations (those still have to be written in a separate *.m file). I propose the following: 1) change the name of the *.m file created by steady_state_model from <fname>_steadystate.m to <fname>_steadystate1.m 2) send back params as an output argument of <fname>_steadystate2.m (in a second step, we can to the preprocessor the necessary code to recognize whether params has changed or not) 3) when the old <fname>_steadystate.m file is called, add a call to evalin(M_.params) to bring back the global variable. 4) Use options_.steadystate_flag to distinguish when to call <fname>_steadystate.m and <fname>_steadystate2.m. The new function <fname>_steadystate2.m takes precedence. 4) Factorize the evaluation of the steady-state in a separate Matlab function and call this new function when necessary. I have started and shall finish soon. 5) I have also started to write a "Howto compute steady-state" and will accelerate this project. 6) I will discuss with Ferhat the implication for blocks and bytecode Tell me what you think Best Michel

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[Trac] #200: update normalizeEquation() to deal with abs & sign
by Trac Dynare 12 Oct '11

12 Oct '11

#200: update normalizeEquation() to deal with abs & sign --------------------------+------------------------------------------------- Reporter: houtanb | Owner: ferhat Type: bug | Status: new Priority: major | Milestone: 4.3 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/200> Dynare <http://www.dynare.org> The Dynare project

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GSA in testsuite
by Sébastien Villemot 12 Oct '11

12 Oct '11

Hi Marco, The test file "tests/gsa/ls2003.mod" does not run on my box, because it says that I must download an ANOVA toolbox. I think we should not include tests that depend on software outside Dynare. Do you think you can adapt the test so that it runs without external downloads? Thanks, -- Sébastien Villemot Researcher in Economics at CEPREMAP & Debian Maintainer http://www.dynare.org/sebastien Phone: +33-1-40-77-49-90 - GPG Key: 4096R/381A7594

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congratulations!
by Michel Juillard 10 Oct '11

10 Oct '11

Dear Chris and Tom, many, many congratulations for this very well deserved price! Thanks a million for your support over the years. Michel and the Dynare Team

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[Trac] #207: MS-SBVAR: remove estimation_file_tags option from code
by Trac Dynare 07 Oct '11

07 Oct '11

#207: MS-SBVAR: remove estimation_file_tags option from code --------------------------+------------------------------------------------- Reporter: houtanb | Owner: houtanb Type: bug | Status: new Priority: major | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/207> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #208: MS-SBVAR: clear up licensing for Tao's code
by Trac Dynare 06 Oct '11

06 Oct '11

#208: MS-SBVAR: clear up licensing for Tao's code --------------------------+------------------------------------------------- Reporter: houtanb | Owner: houtanb Type: bug | Status: new Priority: major | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- matlab/ms-sbvar/cstz matlab/ms-sbvar/identification remind Dan to remove: ms-sbvar/switch_dw/mixture_models from 1.1 branch -- Ticket URL: <https://www.dynare.org/trac/ticket/208> Dynare <http://www.dynare.org> The Dynare project

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