Dev September 2011

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89 discussions

[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

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Re: [DynareDev] [Trac] #26: Nonlinear estimation
by Trac Dynare 30 Sep '11

30 Sep '11

#26: Nonlinear estimation ------------------------+--------------------------------------------------- Reporter: sebastien | Owner: stepan Type: feature | Status: new Priority: major | Milestone: 5.0 Component: Estimation | Version: Keywords: | ------------------------+--------------------------------------------------- Changes (by sebastien): * owner: => stepan * component: General => Estimation -- Ticket URL: <https://www.dynare.org/trac/ticket/26#comment:2> Dynare <http://www.dynare.org> The Dynare project

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Re: [DynareDev] [Trac] #18: Clean-up, streamline and documente filter/smoother routines
by Trac Dynare 30 Sep '11

30 Sep '11

#18: Clean-up, streamline and documente filter/smoother routines -------------------------+-------------------------------------------------- Reporter: sebastien | Owner: michel Type: enhancement | Status: accepted Priority: minor | Milestone: 4.3 Component: Estimation | Version: Keywords: | -------------------------+-------------------------------------------------- Changes (by sebastien): * component: General => Estimation -- Ticket URL: <https://www.dynare.org/trac/ticket/18#comment:4> Dynare <http://www.dynare.org> The Dynare project

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Re: [DynareDev] [Trac] #22: Expand specification of priors (i.e. priors on relative variances between 2 shocks)
by Trac Dynare 30 Sep '11

30 Sep '11

#22: Expand specification of priors (i.e. priors on relative variances between 2 shocks) ------------------------+--------------------------------------------------- Reporter: sebastien | Owner: michel Type: feature | Status: assigned Priority: major | Milestone: 4.3 Component: Estimation | Version: Keywords: | ------------------------+--------------------------------------------------- Changes (by sebastien): * component: General => Estimation -- Ticket URL: <https://www.dynare.org/trac/ticket/22#comment:4> Dynare <http://www.dynare.org> The Dynare project

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Re: [DynareDev] [Trac] #13: Add estimation with unexpected structural change
by Trac Dynare 30 Sep '11

30 Sep '11

#13: Add estimation with unexpected structural change ------------------------+--------------------------------------------------- Reporter: sebastien | Owner: stepan Type: feature | Status: assigned Priority: major | Milestone: 4.3 Component: Estimation | Version: Keywords: | ------------------------+--------------------------------------------------- Changes (by sebastien): * component: General => Estimation -- Ticket URL: <https://www.dynare.org/trac/ticket/13#comment:6> Dynare <http://www.dynare.org> The Dynare project

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[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] #213: steady state file and auxiliary variables
by Trac Dynare 29 Sep '11

29 Sep '11

#213: steady state file and auxiliary variables --------------------------+------------------------------------------------- Reporter: michel | Owner: michel Type: bug | Status: new Priority: major | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- Auxiliary variables are not always correctly computed when there is a *_steadystate.m file and auxiliary variables. add_auxiliary_variables_to_steadystate.m should be replaced everywhere by <fname>_set_auxiliary_variables.m -- Ticket URL: <https://www.dynare.org/trac/ticket/213> Dynare <http://www.dynare.org> The Dynare project

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Re: [DynareDev] [Trac] #24: Add Markov-Switching
by Trac Dynare 29 Sep '11

29 Sep '11

#24: Add Markov-Switching ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: houtanb Type: feature | Status: closed Priority: major | Milestone: 4.3 Component: Core M-files | Version: Resolution: fixed | Keywords: ---------------------------+------------------------------------------------ Changes (by sebastien): * status: accepted => closed * resolution: => fixed -- Ticket URL: <https://www.dynare.org/trac/ticket/24#comment:5> 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] #214: in which order are auxiliary variable definitions stored ?
by Trac Dynare 29 Sep '11

29 Sep '11

#214: in which order are auxiliary variable definitions stored ? --------------------------+------------------------------------------------- Reporter: michel | Owner: michel Type: bug | Status: new Priority: blocker | Milestone: 4.3 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- DynamicModel.cc:3787 and 3848, new definitions are inserted in front of the deque ModelTree.cc:1382, new definition is pushed in the back of the deque 1) The order of the definitions matters because, for example, a conditional expectation lagged by 2 periods is built on the basis of the auxiliary variable for the lagged expectation by 1 period. 2) StaticModel.cc:1707 and 1735 write the equations in the wrong order when equations are inserted in front of the deque There are other problems related to the handling of auxiliary variables in the *.m files, when computing the steady state of models with auxiliary variables, see ticket 213. -- Ticket URL: <https://www.dynare.org/trac/ticket/214> Dynare <http://www.dynare.org> The Dynare project

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Dev September 2011