May 2012 - Dev - dynare.org

[Trac] #257: Broken estimation of models with non-diagonal covariance matrix for shocks and calibrated correlation
by Trac Dynare 07 Jun '12

07 Jun '12

#257: Broken estimation of models with non-diagonal covariance matrix for shocks and calibrated correlation ------------------------+--------------------------------------------------- Reporter: sebastien | Owner: stepan Type: bug | Status: new Priority: critical | Milestone: 4.3 Component: Estimation | Version: 4.2.5 Keywords: | ------------------------+--------------------------------------------------- See this thread: http://www.dynare.org/pipermail/dev/2012-May/002015.html -- Ticket URL: <https://www.dynare.org/trac/ticket/257> 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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[Trac] #250: add steady option to stoch_simul options
by Trac Dynare 06 Jun '12

06 Jun '12

#250: add steady option to stoch_simul options ---------------------------------+------------------------------------------ Reporter: michel | Owner: michel Type: bug | Status: new Priority: major | Milestone: Component: Block decomposition | Version: Keywords: | ---------------------------------+------------------------------------------ solve_tolf doesn't seem to be recognized by preprocessor when used in ramsey_policy -- Ticket URL: <https://www.dynare.org/trac/ticket/250> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #220: add a homotopy mode for simul() and for steady with endval
by Trac Dynare 06 Jun '12

06 Jun '12

#220: add a homotopy mode for simul() and for steady with endval -----------------------+---------------------------------------------------- Reporter: sebastien | Owner: Type: feature | Status: new Priority: major | Milestone: 4.3 Component: General | Version: Keywords: | -----------------------+---------------------------------------------------- Currently homotopy only exist for steady with initval. These features would be useful for GIMF at the IMF. -- Ticket URL: <https://www.dynare.org/trac/ticket/220> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #85: Estimation is not deterministic: a seed should be explictly given to random number generator
by Trac Dynare 06 Jun '12

06 Jun '12

#85: Estimation is not deterministic: a seed should be explictly given to random number generator --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: major | Milestone: Component: Core M-files | Version: 4.1.0 Keywords: | --------------------------+------------------------------------------------- Currently MOD files doing estimation are not deterministic: different runs of the same MOD files don't give the same results, since the seed for random number generator is not the same accross runs. The easy way to fix that is to set the seed in dynare.m. There would be a default value for the seed, or it could be changed through an option/command. A more subtle way would be to have a seed reset at the top of every major function (estimation, stoch_simul). We need to decide which way is the best. -- Ticket URL: <https://www.dynare.org/trac/ticket/85> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #256: allow for non-parallel related configuration items in conffile
by Trac Dynare 06 Jun '12

06 Jun '12

#256: allow for non-parallel related configuration items in conffile --------------------------+------------------------------------------------- Reporter: houtanb | Owner: sebastien Type: enhancement | Status: new Priority: minor | Milestone: 4.3 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- Modify preprocessor/ConfigFile.cc to accept non-parallel-related configuration commands. Add a new section, e.g. [hooks] with, for the moment only one, option: global_initialization. i.e., something like: [hooks] global_initialization_file = path/to/file.m Write /path/to/file.m to var in modfile.m then execute it at the end of global_initialization.m if the var is not empty. Then, revert change 41def7caaaabc70b659ea528a315122ec53366ae -- Ticket URL: <https://www.dynare.org/trac/ticket/256> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #202: conditional_variance_decomposition option fails with estimation
by Trac Dynare 06 Jun '12

06 Jun '12

#202: conditional_variance_decomposition option fails with estimation --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: major | Milestone: Component: Core M-files | Version: 4.2.1 Keywords: | --------------------------+------------------------------------------------- It looks for the M_.sigma_e_is_diagonal flag, which is only added by the preprocessor if the "shocks" block is present, based on the contents of that block. In an estimation context, this field is therefore not necessarily present. Maybe the fix is to generate the flag in the preprocessor using the contents of estimated_params. Comments please. -- Ticket URL: <https://www.dynare.org/trac/ticket/202> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #134: Reorganize M-structures used for storing block decomposition information
by Trac Dynare 06 Jun '12

06 Jun '12

#134: Reorganize M-structures used for storing block decomposition information --------------------------+------------------------------------------------- Reporter: sebastien | Owner: ferhat Type: enhancement | Status: new Priority: major | Milestone: 4.2 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- See the following page for the current state: http://www.dynare.org/DynareWiki/GlobalVariableBD -- Ticket URL: <https://www.dynare.org/trac/ticket/134> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #150: Optimal policy: discretionary equilibrium
by Trac Dynare 06 Jun '12

06 Jun '12

#150: Optimal policy: discretionary equilibrium --------------------------+------------------------------------------------- Reporter: sebastien | Owner: sumudu Type: feature | Status: new Priority: major | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/150> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #38: Create an entry point in bytecode interpreter for use by k-order DLL
by Trac Dynare 06 Jun '12

06 Jun '12

#38: Create an entry point in bytecode interpreter for use by k-order DLL --------------------------+------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: feature | Status: new Priority: major | Milestone: Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- First, support for k-order derivatives computation needs to be added to the preprocessor. Second, a storage mechanism for these needs to be added in the bytecode generation. Third, the bytecode interpreter should provide two C functions: * one for retrieving the number of non-zero elements (NNZE) in the k-order derivative (accross all equations) * one which would pass on the derivatives to the caller. Its arguments would be: * the order of derivation (k) * a (double*) vector, allocated by the caller, of length the NNZE * a (int*) matrix, of size NNZE times (k+1): the first column is the equation number, the others are the variables indices (ordered in non- decreasing order: the symmetric elements are not duplicated) -- Ticket URL: <https://www.dynare.org/trac/ticket/38> Dynare <http://www.dynare.org> The Dynare project

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