February 2012 - 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] #242: Faster solvers for large scale Sylvester and Lyapunov equations
by Trac Dynare 29 May '12

29 May '12

#242: Faster solvers for large scale Sylvester and Lyapunov equations -----------------------+---------------------------------------------------- Reporter: sebastien | Owner: ferhat Type: feature | Status: new Priority: major | Milestone: 4.3 Component: General | Version: Keywords: | -----------------------+---------------------------------------------------- On big models, a fixed point algorithm works faster for these equations that the current Dynare implementations. These solvers need to be integrated into Dynare, with options to activate them. -- Ticket URL: <https://www.dynare.org/trac/ticket/242> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #241: Add a preprocessor option to suppress the log file
by Trac Dynare 20 Apr '12

20 Apr '12

#241: Add a preprocessor option to suppress the log file --------------------------+------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: enhancement | Status: new Priority: major | Milestone: 4.3 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- This should be an option to the "dynare" command itself, like "clearall". Requested by Johannes Pfeifer. May also be useful to avoid some crashes, see: http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=3594 -- Ticket URL: <https://www.dynare.org/trac/ticket/241> 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] #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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