July 2011 - Dev - dynare.org

[Trac] #162: Global method: stochastic simulation approach
by Trac Dynare 29 May '12

29 May '12

#162: Global method: stochastic simulation approach --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: feature | Status: new Priority: major | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- As advocated by Judd, Maliar & Maliar in recent NBER WP. For the IMF. -- Ticket URL: <https://www.dynare.org/trac/ticket/162> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #151: BVAR priors: add interface to Marcett-Jarocinski' code
by Trac Dynare 29 May '12

29 May '12

#151: BVAR priors: add interface to Marcett-Jarocinski' code --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: feature | Status: new Priority: major | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/151> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #117: IRF: document the way they are computed at order 2 and 3
by Trac Dynare 20 Apr '12

20 Apr '12

#117: IRF: document the way they are computed at order 2 and 3 ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: Type: feature | Status: new Priority: major | Milestone: 4.2 Component: Documentation | Version: Keywords: | ---------------------------+------------------------------------------------ -- Ticket URL: <https://www.dynare.org/trac/ticket/117> Dynare <http://www.dynare.org> The Dynare project

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[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

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[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

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[Trac] #190: expectation operator conflicts with ramsey policy
by Trac Dynare 20 Apr '12

20 Apr '12

#190: expectation operator conflicts with ramsey policy --------------------------+------------------------------------------------- Reporter: michel | Owner: Type: bug | Status: new Priority: major | Milestone: Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- ramsey_policy does not provide the same results with expectation operator or if one adds the auxiliary variable/equation by hand I suspect that the auxiliary variables and the Lagrange mutlipliers are not entered in the right order or Ramsey policy fails if other auxiliary variables are already present in the model -- Ticket URL: <https://www.dynare.org/trac/ticket/190> Dynare <http://www.dynare.org> The Dynare project

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[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

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[Trac] #177: mode_compute = 5 and dsge-var
by Trac Dynare 02 Apr '12

02 Apr '12

#177: mode_compute = 5 and dsge-var --------------------------+------------------------------------------------- Reporter: michel | Owner: Type: bug | Status: new Priority: major | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- Paul McNelis reports that mode_compute=5 doesn't work with dsge-var estimation -- Ticket URL: <https://www.dynare.org/trac/ticket/177> Dynare <http://www.dynare.org> The Dynare project

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[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

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[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

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