March 2011 - Dev - dynare.org

[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] #175: bug in discretionary_policy_engine.m
by Trac Dynare 19 Aug '11

19 Aug '11

#175: bug in discretionary_policy_engine.m --------------------------+------------------------------------------------- Reporter: michel | Owner: michel Type: bug | Status: new Priority: major | Milestone: Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- - first function is not terminated by 'end' contrarily to the other ones. Matlab (r2010b) is missing it. - W may not be initialized correctly. ./tests/discretionary_policy/dennis_1.mod is an example. Because of above, Matlab is missing it, but Octave detects it. -- Ticket URL: <https://www.dynare.org/trac/ticket/175> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #170: document macro-processor in the reference manual
by Trac Dynare 06 May '11

06 May '11

#170: document macro-processor in the reference manual ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: Type: enhancement | Status: new Priority: minor | Milestone: 4.3 Component: Documentation | Version: Keywords: | ---------------------------+------------------------------------------------ And also, mention the fact that it is not possible to create a macro-loop around the model block. -- Ticket URL: <https://www.dynare.org/trac/ticket/170> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #165: Fix problems with Octave 3.4
by Trac Dynare 21 Apr '11

21 Apr '11

#165: Fix problems with Octave 3.4 --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: critical | Milestone: Component: Core M-files | Version: 4.2.0 Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/165> 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] #171: implement the possibility of passing macro-processor defines on the command-line
by Trac Dynare 30 Mar '11

30 Mar '11

#171: implement the possibility of passing macro-processor defines on the command-line --------------------------+------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: feature | Status: new Priority: minor | Milestone: 4.3 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- ...like gcc does with the -D option. -- Ticket URL: <https://www.dynare.org/trac/ticket/171> Dynare <http://www.dynare.org> The Dynare project

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Reference manual in Texinfo
by Sébastien Villemot 29 Mar '11

29 Mar '11

Hi all, I have converted the Dynare reference manual to the Texinfo format, which is easier to edit than Docbook. We hope this will make easier contributions to the reference manual. You need to run "autoreconf" in your git repository in order to be able to compile things again. Documentation on this new format is on a wiki page: http://www.dynare.org/DynareWiki/ReferenceManual Note that in translating to Texinfo, I also made the following improvements: * there are now 2 indices at the end of the file: one for functions and commands, the other for variables (in particular fields of "oo_") * I updated the introduction, using the frontpage of the website * I split the old "Solving and simulating" section into four subsections: steady state, model checks, deterministic simulations, stochastic simulations * the HTML output looks better for math formulas (see the wiki page for details) Best, -- Sébastien Villemot CEPREMAP - Paris School of Economics Homepage: http://www.dynare.org/sebastien Landline phone: +33 1 40 77 49 90 SIP phone: sebastien.villemot(a)ekiga.net PGP Key: 0xA6C029B9D06B2913D71C105EBE37E801FB6EFF8B (http://pgp.mit.edu/)

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Re: [DynareDev] [Trac] #5: Implement explicit writing of first order conditions of Ramsey problem
by Trac Dynare 28 Mar '11

28 Mar '11

#5: Implement explicit writing of first order conditions of Ramsey problem ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: houtanb Type: enhancement | Status: closed Priority: major | Milestone: 4.3 Component: Preprocessor | Version: Resolution: fixed | Keywords: ---------------------------+------------------------------------------------ Changes (by houtanb): * status: accepted => closed * resolution: => fixed Comment: in commit 161647922cf8c920843e6f32d8bc3c5a2aed2b35 -- Ticket URL: <https://www.dynare.org/trac/ticket/5#comment:6> Dynare <http://www.dynare.org> The Dynare project

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Fwd: Identification of Bayesian DSGE models
by Michel Juillard 25 Mar '11

25 Mar '11

May be of interest to you. Best Michel -------- Original Message -------- Subject: Identification of Bayesian DSGE models Date: Wed, 23 Mar 2011 18:01:33 +0000 From: Ron Smith <r.smith(a)econ.bbk.ac.uk> To: <michel.juillard(a)ens.fr> Dear Prof Juillard You may be interested in the attached paper with Hashem Pesaran and Gary Koop. It considers how prior and posterior differ for unidentified parameters and suggests a fairly easy way to check local identification by simulating the model on different sized samples. Best wishes Ron Smith Prof Ron P Smith, Economics, Birkbeck College, Malet Street, London WC1E 7HX Tel 44 (0)20 7631 6413 Fax 6416 Home page: http://www.ems.bbk.ac.uk/faculty/smith/index_html

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