April 2012 - Dev - dynare.org

[Trac] #254: UnivariateSpectralDensity.m must be implemented to preprocessor and documented.
by Trac Dynare 08 Jun '12

08 Jun '12

#254: UnivariateSpectralDensity.m must be implemented to preprocessor and documented. -------------------------+-------------------------------------------------- Reporter: jpfeifer | Owner: Type: enhancement | Status: new Priority: minor | Milestone: 4.3 Component: General | Version: Keywords: | -------------------------+-------------------------------------------------- The SpectralDensity option of stoch_simul is neither documented nor implemented in the preprocessor. It could be implemented as an option of stoch_simul(). Alternatively, we could use a preprocessor command along the lines spectral_density_decomposition(plot=integer,cutoff=number,step_length= number); which translates into options_.SpectralDensity.trigger = 1; options_.SpectralDensity.plot = integer; options_.SpectralDensity.cutoff = number; options_.SpectralDensity.sdl = number; -- Ticket URL: <https://www.dynare.org/trac/ticket/254> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #152: Extended path solution method
by Trac Dynare 08 Jun '12

08 Jun '12

#152: Extended path solution method --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: feature | Status: new Priority: major | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- Some code already exists, it is mainly a matter of creating an interface. -- Ticket URL: <https://www.dynare.org/trac/ticket/152> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #238: Add interface for convergence tolerance criterions (and maybe rename internal options)
by Trac Dynare 08 Jun '12

08 Jun '12

#238: Add interface for convergence tolerance criterions (and maybe rename internal options) -------------------------+-------------------------------------------------- Reporter: sebastien | Owner: Type: enhancement | Status: new Priority: major | Milestone: 4.3 Component: General | Version: Keywords: | -------------------------+-------------------------------------------------- Currently we have 4 options for convergence criterions: - options_.dynatol.f - options_.dynatol.x - options_.solve_tolf - options_.solve_tolx The first two are for the deterministic solution, the last two for the steady state. We should add a preprocessor interface to these options. Also, it would make sense to rename them for more homogeneity. I suggest the following renaming scheme: - options_.dynatol.f => options_.simul_tolf - options_.dynatol.x => options_.simul_tolx - options_.solve_tolf => options_.steady_tolf - options_.solve_tolx => options_.steady_tolx -- Ticket URL: <https://www.dynare.org/trac/ticket/238> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #148: Block decomposed version of decision rules
by Trac Dynare 08 Jun '12

08 Jun '12

#148: Block decomposed version of decision rules --------------------------+------------------------------------------------- Reporter: sebastien | Owner: ferhat Type: feature | Status: new Priority: major | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/148> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #216: Behaviour of "nograph" option is not consistent
by Trac Dynare 07 Jun '12

07 Jun '12

#216: Behaviour of "nograph" option is not consistent --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: enhancement | Status: new Priority: major | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- The reference manual says that with the "nograph" options, Dynare "doesn't do the graphs". This options indeed prevents Dynare from displaying graphs, but it still creates PDF/EPS files in some parts of the code (but not). For example, stoch_simul+nograph won't create PDF/EPS files for IRFs, but estimation+nograph will still create some PDF/EPS files. This is inconsistent. Moreover, some users would like to have the possibility of not saving the graphs (http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=3362) I think we should either decide that "nograph" means "do not display nor save graphs", or create a new option like "nographsave" which would allow full flexibility with regard to displaying/saving graphs. -- Ticket URL: <https://www.dynare.org/trac/ticket/216> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #199: the output of option forecast in estimation is incorrect in the Reference Manual
by Trac Dynare 07 Jun '12

07 Jun '12

#199: the output of option forecast in estimation is incorrect in the Reference Manual ---------------------------+------------------------------------------------ Reporter: michel | Owner: Type: bug | Status: new Priority: major | Milestone: 4.3 Component: Documentation | Version: Keywords: | ---------------------------+------------------------------------------------ If the forecast takes place after computing the posterior mode, the output is indeed saved in oo_.forecast (as correctly described in the manual) But, if the forecast takes place after Metropolis iteration and is really the posterior distribution of forecasts, the output is saved in oo_.MeanForecast and oo_.PointForecast -- Ticket URL: <https://www.dynare.org/trac/ticket/199> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #136: complete implementation of "shock_decomposition"
by Trac Dynare 07 Jun '12

07 Jun '12

#136: complete implementation of "shock_decomposition" --------------------------+------------------------------------------------- Reporter: michel | Owner: michel Type: enhancement | Status: new Priority: major | Milestone: 4.2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- add options for grouping shocks together and for choosing the set of parameters to be used -- Ticket URL: <https://www.dynare.org/trac/ticket/136> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #166: fix computation of the planner objective under Ramsey policy
by Trac Dynare 07 Jun '12

07 Jun '12

#166: fix computation of the planner objective under Ramsey policy --------------------------+------------------------------------------------- Reporter: sebastien | Owner: michel Type: bug | Status: new Priority: major | Milestone: Component: Core M-files | Version: 4.2.0 Keywords: | --------------------------+------------------------------------------------- The call to "evaluate_planner_objective" was commented out in f36247ceedb73ebab6be0bbc736fc6f5ce3f3bb1. -- Ticket URL: <https://www.dynare.org/trac/ticket/166> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #58: Implement constrained parameters for osr
by Trac Dynare 07 Jun '12

07 Jun '12

#58: Implement constrained parameters for osr --------------------------+------------------------------------------------- Reporter: sebastien | Owner: michel Type: feature | Status: new Priority: major | Milestone: 4.1 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/58> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #77: provide all solve_algo for all representations of the model
by Trac Dynare 06 Jun '12

06 Jun '12

#77: provide all solve_algo for all representations of the model --------------------------+------------------------------------------------- Reporter: ferhat | Owner: ferhat Type: enhancement | Status: new Priority: major | Milestone: 4.2 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- For the moment, only some combinations of block, bytecode and stack_solve_algo are available. Allow for the possibility to use all the algorithms for all model representation. -- Ticket URL: <https://www.dynare.org/trac/ticket/77> Dynare <http://www.dynare.org> The Dynare project

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