May 2012 - Dev - dynare.org

[Trac] #247: add a new option for replications in the computation of IRFs
by Trac Dynare 11 Jun '12

11 Jun '12

#247: add a new option for replications in the computation of IRFs ---------------------+------------------------------------------------------ Reporter: michel | Owner: michel Type: feature | Status: new Priority: major | Milestone: 4.3 Component: General | Version: Keywords: | ---------------------+------------------------------------------------------ Currently options_.replic controls both the replications for IRF and for simulations. The needs are different and the defaults should be different. When fixing this ticket attention must be paid to possible use in sensitivity toolbox. Documentation must be clarified -- Ticket URL: <https://www.dynare.org/trac/ticket/247> Dynare <http://www.dynare.org> The Dynare project

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[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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