April 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] #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] #180: Adapt the testsuite for MATLAB
by Trac Dynare 06 May '11

06 May '11

#180: Adapt the testsuite for MATLAB --------------------------------------+------------------------------------- Reporter: sebastien | Owner: houtanb Type: feature | Status: new Priority: major | Milestone: Component: Build system / Packaging | Version: Keywords: | --------------------------------------+------------------------------------- In particular this will help verifying that all functionalities work with old MATLAB versions. -- Ticket URL: <https://www.dynare.org/trac/ticket/180> Dynare <http://www.dynare.org> The Dynare project

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Planning release of 4.2.1
by Sébastien Villemot 02 May '11

02 May '11

Hi, I think we should now prepare for the release of 4.2.1: we released 4.2.0 almost 3 months ago, and we found many bugs. Before the release can happen, we need to fix several tickets. I list them below, along with the person responsible for fixing it. If you feel you need some help for fixing it within one week or two, let me know. - Problem with computation of planner objective (Michel) https://www.dynare.org/trac/ticket/166 - Crash in partial information (George) https://www.dynare.org/trac/ticket/179 - Possible bug in DSGE-VAR (Stéphane) https://www.dynare.org/trac/ticket/177 There are also two issues with the reference manual: - Entry for unit_root_vars https://www.dynare.org/trac/ticket/167 - Forecast graphs https://www.dynare.org/trac/ticket/102 -- 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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[Trac] #178: merge GSA documentation into the reference manual
by Trac Dynare 02 May '11

02 May '11

#178: merge GSA documentation into the reference manual ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: Type: enhancement | Status: new Priority: major | Milestone: 4.3 Component: Documentation | Version: Keywords: | ---------------------------+------------------------------------------------ The document is here: http://www.dynare.org/documentation-and-support/global-sensitivity- analysis http://eemc.jrc.ec.europa.eu/EEMCArchive/Software/DynareCourse/GSA_manual.p… -- Ticket URL: <https://www.dynare.org/trac/ticket/178> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #179: Crash in partial information
by Trac Dynare 02 May '11

02 May '11

#179: Crash in partial information --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: major | Milestone: Component: Core M-files | Version: 4.2.0 Keywords: | --------------------------+------------------------------------------------- The attached MOD file makes Dynare crash in the partial information code. -- Ticket URL: <https://www.dynare.org/trac/ticket/179> Dynare <http://www.dynare.org> The Dynare project

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