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Dev May 2015

dev@dynare.org

6 participants
24 discussions

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Status of testsuite in master branch
by Dynare Robot 07 May '15

07 May '15

f2617fcf74010d24d5b966352e1a25b9d0edc333 deterministic simulations: more efficient manner to build the Jacobian matrix of the stacked system. Gains is not as much as expected. ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 526 | PASS: 520 | FAIL: 3 | XFAIL: 3 | XPASS: 0 | LIST OF FAILED TESTS: | * simul/simul_ZLB_purely_forward_no_solution.mod | * deterministic_simulations/rbc_det6.mod | * run_reporting_test_matlab.m ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 520 | PASS: 509 | FAIL: 8 | XFAIL: 3 | XPASS: 0 | LIST OF FAILED TESTS: | * initval_file/ramst_initval_file.mod | * simul/simul_ZLB_purely_forward_no_solution.mod | * recursive/ls2003_bayesian_xls.mod | * deterministic_simulations/rbc_det6.mod | * optimizers/fs2000_7.mod | * run_reporting_test_octave.m | * ../matlab/lyapunov_symm.m#1 | * ../matlab/utilities/general/name2tex.m#4 A full log can be found at http://www.dynare.org/testsuite/master

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Identification
by Johannes Pfeifer 06 May '15

06 May '15

Hi Marco, could you please have a look at the attached mod-file I got from http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=6795 It has a unit root and without the options_.lik_init=2 I put returns a wrong error. Thus, I pushed https://github.com/DynareTeam/dynare/pull/922 But even when setting options_.lik_init=2, it runs, but the two parameters phi and alpha are not identified. Having a cursory look at the model this is strange. When adding rho_a as an estimated parameter, suddenly phi is identified. Can such an interaction occur or is this a bug? I though identification is about partial derivatives that are unaffected by other estimated parameters. Best, Johannes -- ------ Johannes Pfeifer Department of Economics University of Mannheim L7, 3-5, Room 242 68131 Mannheim Germany +49 (0)621 181-3430

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Status of testsuite in master branch
by Dynare Robot 02 May '15

02 May '15

85422a2f7d975c0f1d9af3dfb0ca70f26d59ee64 Added two rules in tests/makefile.am ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 526 | PASS: 521 | FAIL: 2 | XFAIL: 3 | XPASS: 0 | LIST OF FAILED TESTS: | * simul/simul_ZLB_purely_forward_no_solution.mod | * run_reporting_test_matlab.m ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 520 | PASS: 508 | FAIL: 9 | XFAIL: 3 | XPASS: 0 | LIST OF FAILED TESTS: | * initval_file/ramst_initval_file.mod | * steady_state/walsh1_ssm_block.mod | * simul/simul_ZLB_purely_forward_no_solution.mod | * recursive/ls2003_bayesian_xls.mod | * ms-sbvar/test_lower_cholesky_a.mod | * optimizers/fs2000_7.mod | * run_reporting_test_octave.m | * ../matlab/lyapunov_symm.m#1 | * ../matlab/utilities/general/name2tex.m#4 A full log can be found at http://www.dynare.org/testsuite/master

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Status of testsuite in master branch
by Dynare Robot 01 May '15

01 May '15

85422a2f7d975c0f1d9af3dfb0ca70f26d59ee64 Added two rules in tests/makefile.am ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 526 | PASS: 521 | FAIL: 2 | XFAIL: 3 | XPASS: 0 | LIST OF FAILED TESTS: | * simul/simul_ZLB_purely_forward_no_solution.mod | * run_reporting_test_matlab.m ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 520 | PASS: 510 | FAIL: 7 | XFAIL: 3 | XPASS: 0 | LIST OF FAILED TESTS: | * initval_file/ramst_initval_file.mod | * simul/simul_ZLB_purely_forward_no_solution.mod | * recursive/ls2003_bayesian_xls.mod | * optimizers/fs2000_7.mod | * run_reporting_test_octave.m | * ../matlab/lyapunov_symm.m#1 | * ../matlab/utilities/general/name2tex.m#4 A full log can be found at http://www.dynare.org/testsuite/master

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