January 2012 - Dev - dynare.org

[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] #215: name clash between matlab/bfsgi.m and matlab/ms-sbvar/cstz/bfgsi.m
by Trac Dynare 20 Apr '12

20 Apr '12

#215: name clash between matlab/bfsgi.m and matlab/ms-sbvar/cstz/bfgsi.m --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: major | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- The two files are essentially the same except for display. They should either be merged (adding dispIndx as an argument), or one of the two should be renamed. -- Ticket URL: <https://www.dynare.org/trac/ticket/215> 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] #201: implement adaptive Metropolis algorithm
by Trac Dynare 20 Apr '12

20 Apr '12

#201: implement adaptive Metropolis algorithm --------------------------+------------------------------------------------- Reporter: michel | Owner: michel Type: feature | Status: new Priority: major | Milestone: 5.0 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/201> 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] #198: update set_dynare_seed.m to use new function rng
by Trac Dynare 20 Apr '12

20 Apr '12

#198: update set_dynare_seed.m to use new function rng --------------------------+------------------------------------------------- Reporter: houtanb | Owner: houtanb Type: bug | Status: new Priority: minor | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- NB: rng() introduced in Matlab R2011a -- Ticket URL: <https://www.dynare.org/trac/ticket/198> 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] #221: add support for Excel files in Octave
by Trac Dynare 26 Mar '12

26 Mar '12

#221: add support for Excel files in Octave ------------------------+--------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: feature | Status: new Priority: major | Milestone: 4.3 Component: Estimation | Version: Keywords: | ------------------------+--------------------------------------------------- The xlsread function is in the octave-io Forge package. The package seems to need octave-java in turn. -- Ticket URL: <https://www.dynare.org/trac/ticket/221> Dynare <http://www.dynare.org> The Dynare project

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