May 2011 - Dev - dynare.org

[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

[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

1 4

[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

1 2

[Trac] #183: mex file for the static model
by Trac Dynare 19 Aug '11

19 Aug '11

#183: mex file for the static model --------------------------+------------------------------------------------- Reporter: stepan | Owner: houtanb Type: enhancement | Status: new Priority: major | Milestone: 4.3 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- Dynare does not generate a mex file for the static model when option is use_dll is set. It would be nice to have this file because a lot of time is spent here when a closed form solution is not specified for the steady state. -- Ticket URL: <https://www.dynare.org/trac/ticket/183> Dynare <http://www.dynare.org> The Dynare project

1 2

[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

1 1

Release of Dynare 4.2.1
by Sébastien Villemot 24 May '11

24 May '11

Dear Dynare users, We are pleased to announce the release of Dynare 4.2.1. Many bugs have been fixed since the previous release. The reference manual has also been improved: new contents has been added at various places, the structure has been improved, an index of functions and variables has been added, the PDF/HTML rendering has been improved. The Windows package is already available for download at the official Dynare website [1]. The Mac and Linux packages should follow soon. All users are strongly encouraged to upgrade. This release is compatible with MATLAB versions ranging from 7.0 (R14) to 7.12 (R2011a) and with GNU Octave versions ranging from 3.0 to 3.4. Here is a list of the main bugfixes since version 4.2.0: * The `STEADY_STATE' operator has been fixed * Problems with MATLAB 7.3 (R2006b) and older have been fixed * The `partial_information' option of `stoch_simul' has been fixed * Option `conditional_variance_decomposition' of `stoch_simul' and `estimation' has been fixed * Automatic detrending now works in conjunction with the `EXPECTATION' operator * Percentage signs inside strings in MATLAB statements (like disp('% This is not a comment %')) now work * Beta prior with a very small standard deviation now work even if you do not have the MATLAB Statistical toolbox * External functions can now been used in assignment of model local variables * `identification' command has been fixed * Option `cova_compute' of `estimation' command has been fixed * Random crashes with 3rd order approximation without `use_dll' option have been eliminated [1] http://www.dynare.org On behalf of the Dynare team, -- 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/)

1 0

Categories of software
by Sébastien Villemot 13 May '11

13 May '11

Just for information, a good web page which explains the different categories of software (free, open-source, proprietary, public domain…) and of licenses: http://www.gnu.org/philosophy/categories.html -- 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/)

1 0

[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

1 1