July 2012 - Dev - dynare.org

Status of testsuite in master branch
by sebastien.villemot＠ens.fr 16 Jul '12

16 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 180 tests PASSED out of 188 tests run *************************************** List of 8 tests FAILED: * example1_varexo_det.mod * AIM/fs2000x10L9_L.mod * AIM/fs2000x10L9_L_AIM.mod * AIM/fs2000x10_L9_L.mod * AIM/fs2000x10_L9_L_AIM.mod * second_order/ds1.mod * second_order/ds2.mod * deterministic_simulations/deterministic_model_purely_forward.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 178 tests PASSED out of 186 tests run *************************************** List of 8 tests FAILED: * example1_varexo_det.mod * AIM/fs2000x10L9_L.mod * AIM/fs2000x10L9_L_AIM.mod * AIM/fs2000x10_L9_L.mod * AIM/fs2000x10_L9_L_AIM.mod * second_order/ds1.mod * second_order/ds2.mod * deterministic_simulations/deterministic_model_purely_forward.mod *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-fgrKRLbpiN.log'.

1 0

Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 16 Jul '12

16 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 187 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 185 tests PASSED out of 185 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-zG0dy43Uta.log'.

1 0

Status of testsuite in master branch
by sebastien.villemot＠ens.fr 15 Jul '12

15 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 180 tests PASSED out of 188 tests run *************************************** List of 8 tests FAILED: * example1_varexo_det.mod * AIM/fs2000x10L9_L.mod * AIM/fs2000x10L9_L_AIM.mod * AIM/fs2000x10_L9_L.mod * AIM/fs2000x10_L9_L_AIM.mod * second_order/ds1.mod * second_order/ds2.mod * deterministic_simulations/deterministic_model_purely_forward.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 178 tests PASSED out of 186 tests run *************************************** List of 8 tests FAILED: * example1_varexo_det.mod * AIM/fs2000x10L9_L.mod * AIM/fs2000x10L9_L_AIM.mod * AIM/fs2000x10_L9_L.mod * AIM/fs2000x10_L9_L_AIM.mod * second_order/ds1.mod * second_order/ds2.mod * deterministic_simulations/deterministic_model_purely_forward.mod *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-MypraWhvyZ.log'.

1 0

Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 15 Jul '12

15 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 187 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 184 tests PASSED out of 185 tests run *************************************** List of 1 tests FAILED: * identification/as2007/as2007.mod *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-TVx8xfx2rH.log'.

1 0

Re: [DynareDev] Rank condition differnce in 4.2.5 versus current snapshot
by Michel Juillard 14 Jul '12

14 Jul '12

Thanks Johannes. I have fixed the bug in master. It appeared on July 11th only and concerns only the computation of the rank when using check. The fix will appear in Sunday morning's snapshot. All the best, Michel On 07/13/2012 02:11 PM, Johannes Pfeifer wrote: > > Here are the two files. As its work in progress they still look very > messy. > > *Von:*dev-bounces@dynare.org [mailto:dev-bounces@dynare.org] *Im > Auftrag von *Michel Juillard > *Gesendet:* Freitag, 13. Juli 2012 13:52 > *An:* List for Dynare developers > *Betreff:* Re: [DynareDev] Rank condition differnce in 4.2.5 versus > current snapshot > > That looks like a bug in 4.3 and snapshot Can you send the example, > please? > > Michel Juillard > > > On Jul 13, 2012, at 13:03, "Johannes Pfeifer " <jpfeifer(a)gmx.de > <mailto:jpfeifer@gmx.de>> wrote: > > Dear Michel, > > I am working on a model where both Dynare 4.2.5 and the most > recent snapshot tell me the BK conditions are verified. However, > 4.2.5 says the rank condition is satisfied, while the most recent > snapshot says it is not satisfied. > > The reason it that the matrix > > w(1:nyf,nd-nyf+1:end) > > in dyn_first_order_solver.m contains two rows of 0 that were not > there in dr1.m in 4.2.5. Is there any explanation for this > difference and which version should I trust? The IRFs are the same > in both versions and model_diagnostics does not report any problems. > > Best, > > Johannes > > _______________________________________________ > Dev mailing list > Dev(a)dynare.org <mailto:Dev@dynare.org> > https://www.dynare.org/cgi-bin/mailman/listinfo/dev >

1 0

Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 14 Jul '12

14 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 187 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 185 tests PASSED out of 185 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-gFl2PpZypG.log'.

1 0

Status of testsuite in master branch
by sebastien.villemot＠ens.fr 14 Jul '12

14 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 180 tests PASSED out of 188 tests run *************************************** List of 8 tests FAILED: * example1_varexo_det.mod * AIM/fs2000x10L9_L.mod * AIM/fs2000x10L9_L_AIM.mod * AIM/fs2000x10_L9_L.mod * AIM/fs2000x10_L9_L_AIM.mod * second_order/ds1.mod * second_order/ds2.mod * deterministic_simulations/deterministic_model_purely_forward.mod *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 178 tests PASSED out of 186 tests run *************************************** List of 8 tests FAILED: * example1_varexo_det.mod * AIM/fs2000x10L9_L.mod * AIM/fs2000x10L9_L_AIM.mod * AIM/fs2000x10_L9_L.mod * AIM/fs2000x10_L9_L_AIM.mod * second_order/ds1.mod * second_order/ds2.mod * deterministic_simulations/deterministic_model_purely_forward.mod *************************************** A full log can be found on karaba in '/var/tmp/dynare-master-check-KRXVuHI8Uu.log'.

1 0

Rank condition differnce in 4.2.5 versus current snapshot
by Johannes Pfeifer 13 Jul '12

13 Jul '12

Dear Michel, I am working on a model where both Dynare 4.2.5 and the most recent snapshot tell me the BK conditions are verified. However, 4.2.5 says the rank condition is satisfied, while the most recent snapshot says it is not satisfied. The reason it that the matrix w(1:nyf,nd-nyf+1:end) in dyn_first_order_solver.m contains two rows of 0 that were not there in dr1.m in 4.2.5. Is there any explanation for this difference and which version should I trust? The IRFs are the same in both versions and model_diagnostics does not report any problems. Best, Johannes

2 1

Ramsey Policy + Manual
by Johannes Pfeifer 13 Jul '12

13 Jul '12

Hi, could someone have a look at this post: <http://www.dynare.org/phpBB3/viewtopic.php?f=2&p=9387#p9387> http://www.dynare.org/phpBB3/viewtopic.php?f=2&p=9387#p9387 He/she wants to know whether the Ramsey objective function is conditional or unconditional. The manual is contradictory in this regard. In the description of osr() the expectations operator of the quadratic form E(y'Wy) is unconditional while the constraint uses a conditional expectation. Moreover, there are some typos in the Optimal policy section that could be fixed: "Steay state" should "Steady state" "A element" should be "An element" "Typical example is choosing inflation or nominal interest rate as an instrument." should be "A typical example is choosing inflation or nominal interest rate as an instrument." Sorry for not fixing the typos myself, but in Windows I am not able to compile the.

2 1

Status of testsuite in 4.3 branch
by sebastien.villemot＠ens.fr 13 Jul '12

13 Jul '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 187 tests PASSED out of 187 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 185 tests PASSED out of 185 tests run *************************************** A full log can be found on karaba in '/var/tmp/dynare-4.3-check-kswpZyBIoP.log'.

1 0