March 2011 - Dev - dynare.org

[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

1 5

[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

1 4

[Trac] #161: Under Octave, gamma priors fail when variance is too small
by Trac Dynare 20 Apr '12

20 Apr '12

#161: Under Octave, gamma priors fail when variance is too small --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: major | Milestone: 4.2 Component: Core M-files | Version: 4.1.3 Keywords: | --------------------------+------------------------------------------------- This is reproducible on file RBC_Est.mod distributed with the user guide, which has two gamma priors. The problem is related to a bug in Octave: http://bugs.debian.org/cgi-bin/bugreport.cgi?bug=493869 It may also affect beta priors which rely on gaminv() function. A minimal solution would be to give a sensible error message to the user, so that he knows he has to increase the variance. A better solution would be to reimplement gaminv. -- Ticket URL: <https://www.dynare.org/trac/ticket/161> Dynare <http://www.dynare.org> The Dynare project

1 2

[Trac] #173: fix license problems in GSA
by Trac Dynare 09 Jan '12

09 Jan '12

#173: fix license problems in GSA --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: critical | Milestone: Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- Some files in the {{{matlab/gsa}}} subdirectory have copyright status incompatible with inclusion in Dynare. At least: {{{ fdjac.m LPTAU.m optget.m Sampling_Function_2.m }}} Other files do not have any copyright notice, their status should be checked. The copyright status of the GSA manual is not explicited. Once these issues are fixed, the license.txt file should be updated accordingly. -- Ticket URL: <https://www.dynare.org/trac/ticket/173> Dynare <http://www.dynare.org> The Dynare project

1 5

[Trac] #157: histval + stoch_simul(periods=...) + forecast gives wrong result
by Trac Dynare 28 Dec '11

28 Dec '11

#157: histval + stoch_simul(periods=...) + forecast gives wrong result --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: major | Milestone: 4.2 Component: Core M-files | Version: 4.1.3 Keywords: | --------------------------+------------------------------------------------- If there is a histval block, followed by stoch_simul using empirical simulations ("periods" option), then the information provided by histval is lost (the "oo_.endo_simul" structure, which contains the histval information, is completely rewritten). A subsequent forecast command wrong results, since it will not use histval as starting point. -- Ticket URL: <https://www.dynare.org/trac/ticket/157> Dynare <http://www.dynare.org> The Dynare project

1 4

[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

1 3

[Trac] #167: modify unit_root_vars in the manual
by Trac Dynare 14 Oct '11

14 Oct '11

#167: modify unit_root_vars in the manual ---------------------------+------------------------------------------------ Reporter: michel | Owner: michel Type: bug | Status: new Priority: major | Milestone: 4.3 Component: Documentation | Version: 4.2.0 Keywords: | ---------------------------+------------------------------------------------ unit_root_vars should be made obsolete -- Ticket URL: <https://www.dynare.org/trac/ticket/167> Dynare <http://www.dynare.org> The Dynare project

1 2

[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

1 2

[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

1 2

[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

1 4