August 2015 - Dev - dynare.org

lead_lag_incidence in discretionary_policy
by Johannes Pfeifer 31 Aug '15

31 Aug '15

Hi Michel, I does not look like the updating of lead_lag_incidence has to do with Ramsey being run earlier. The Gali_discretion.mod does not run without this. It will otherwise crash in the displaying of autocovariances. This happens even if I comment out all code related to the resetting of information in M_ Best, Johannes -----Ursprüngliche Nachricht----- Von: Michel Juillard [mailto:michel.juillard@mjui.fr] Gesendet: Sonntag, 30. August 2015 17:01 An: Johannes Pfeifer Cc: stepan(a)dynare.org Betreff: Re: AW: AW: AW: AW: AW: Trouble with planner objective Johannes Pfeifer writes: > Ok. Thanks. I just pushed several commits to https://github.com/DynareTeam/dynare/pull/1042 that are related to this. The unit test confirms that everything works fine when computing the planner objective with discretionary policy, even when initval is specified for the first period. > > The issue I still don't understand is why discretionary_policy affects lead_lag_incidence (https://github.com/JohannesPfeifer/dynare/commit/3b64c37cb30ec2e3171205dad3…) I find this very prone to errors. I think it is only to recover the original lead-lag structure in case Ramsey policy as been ran in the same *.mod file. It is a left-over of the previous implementation of Ramsey policy. Now, I believe that it would great bigger problems. I don't know if we filter these cases. Best Michel

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Re: [DynareDev] Preprocessor discretionary_policy
by Houtan 31 Aug '15

31 Aug '15

The problem is precisely because there are two discretionary_policy statements. The preprocessor creates a parameter called optimal_policy_discount_factor from the planner_discount option or, if it doesn’t exist, declares it and sets it equal to 1. As parameter and variable names are unique, when the preprocessor encounters the second discretionary_policy statement with the planner_discount option, it breaks because it tries to declare a parameter with a name that is already taken. If you remove this second option, you will see that it will run all the way through, using the discount_factor declared in the first statement. If we do indeed want to support multiple discretionary_policy, ramsey_model, and ramsey_policy statements in a .mod file, we will need to think of a slight hack (perhaps storing the value of planner-discount in the statement options and overwriting the optimal_policy_discount_factor parameter with this value when before calling discretionary_policy and the like (ramsey_model, ramsey_policy). Best, Houtan > On 30 Aug 2015, at 11:44, Johannes Pfeifer <pfeifer(a)uni-mannheim.de> wrote: > > Hi Houtan, could you please look at the attached mod-file. It triggers the error message: > > ERROR: Gali_discretion.mod: line 145, cols 45-66: Symbol optimal_policy_discount_factor is needed by Dynare when using a ramsey_model, a ramsey_policy or a discretionary_policy statement > > I don’t know where it comes from. There is no symbol “optimal_policy_discount_factor” and planner_discount has been specified (the first call to discretionary_policy even works) > > > ------ > Johannes Pfeifer > Department of Economics > University of Mannheim > L7, 3-5, Room 242 > 68131 Mannheim > Germany > +49 (0)621 181-3430 > > <Gali_discretion.mod>

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Status of testsuite in master branch
by Dynare Robot 26 Aug '15

26 Aug '15

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Status of testsuite in master branch
by Dynare Robot 25 Aug '15

25 Aug '15

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Fwd: [DynareTeam/dynare] b3d94e: preprocessor: remove extra exogenous variables. cl...
by Michel Juillard 24 Aug '15

24 Aug '15

Should it be reserved for variables or should it be extende to parameters and and all symbols? Best Michel GitHub writes: > Branch: refs/heads/rmExtraExo > Home: https://github.com/DynareTeam/dynare > Commit: b3d94e533d8ea16888eba36d4ecc060210d0e4a0 > https://github.com/DynareTeam/dynare/commit/b3d94e533d8ea16888eba36d4ecc060… > Author: Houtan Bastani <houtan(a)dynare.org> > Date: 2015-08-24 (Mon, 24 Aug 2015) > > Changed paths: > M preprocessor/DynamicModel.cc > M preprocessor/DynamicModel.hh > M preprocessor/ExprNode.cc > M preprocessor/ExprNode.hh > M preprocessor/ModFile.cc > M preprocessor/SymbolTable.cc > M preprocessor/SymbolTable.hh > > Log Message: > ----------- > preprocessor: remove extra exogenous variables. closes #841 > > > _______________________________________________ > Commit mailing list > Commit(a)dynare.org > https://www.dynare.org/cgi-bin/mailman/listinfo/commit -- Michel Juillard

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Status of testsuite in master branch
by Dynare Robot 18 Aug '15

18 Aug '15

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Status of testsuite in master branch
by Dynare Robot 15 Aug '15

15 Aug '15

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Status of testsuite in master branch
by Dynare Robot 14 Aug '15

14 Aug '15

de9f5cd8e186619852c2af284a7e1b11ec736f1e Merge pull request #1023 from JohannesPfeifer/posterior_std ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 552 | PASS: 538 | FAIL: 9 | XFAIL: 5 | XPASS: 0 | LIST OF FAILED TESTS: | * estimation/MH_recover/fs2000_recover.mod | * identification/rbc_ident/rbc_ident_varexo_only.mod | * conditional_forecasts/fs2000_conditional_forecast_initval.mod | * kalman/likelihood_from_dynare/fs2000_corr_ME.mod | * kalman/likelihood_from_dynare/fs2000_corr_ME_missing.mod | * kalman/likelihood_from_dynare/fs2000_uncorr_ME.mod | * kalman/likelihood_from_dynare/fs2000_uncorr_ME_missing.mod | * ep/rbc2.mod | * ../matlab/prior_draw.m#1 ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 546 | PASS: 529 | FAIL: 12 | XFAIL: 5 | XPASS: 0 | LIST OF FAILED TESTS: | * estimation/MH_recover/fs2000_recover.mod | * gsa/cod_ML_morris/cod_ML_morris.mod | * optimal_policy/Ramsey/ramsey_ex_aux.mod | * kalman/likelihood_from_dynare/fs2000_corr_ME.mod | * kalman/likelihood_from_dynare/fs2000_corr_ME_missing.mod | * kalman/likelihood_from_dynare/fs2000_uncorr_ME.mod | * kalman/likelihood_from_dynare/fs2000_uncorr_ME_missing.mod | * ep/rbc2.mod | * optimizers/fs2000_7.mod | * ../matlab/lyapunov_symm.m#1 | * ../matlab/modules/dseries/src/(a)dseries/dseries.m#5 | * ../matlab/prior_draw.m#1 A full log can be found at http://www.dynare.org/testsuite/master

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Dynare++ Memory
by Johannes Pfeifer 13 Aug '15

13 Aug '15

Hi Michel, I ran dynare++ on the mentioned mod-file again under Windows++ and used the system monitoring tools for monitoring memory usage. The picture is attached. The blue line shows the percent of memory used of my 8GB RAM on my Laptop from the start until the crash. As you can see, there is not much movement. I do not get anywhere close to the 8GB of memory used for the task that you report for Linux. Rather, straight from the beginning the jnl-file reports 0 available memory and "out of memory". It simply seems as if Dynare++ is hardly using any memory straight from the start. This does not seem to be just a problem of measuring memory usage on Windows. 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 13 Aug '15

13 Aug '15

48ddc27e9f88fb992816fb8b32d2bc20e0b830b1 Merge pull request #1025 from JohannesPfeifer/load_mh_file ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 552 | PASS: 538 | FAIL: 9 | XFAIL: 5 | XPASS: 0 | LIST OF FAILED TESTS: | * estimation/MH_recover/fs2000_recover.mod | * identification/rbc_ident/rbc_ident_varexo_only.mod | * conditional_forecasts/fs2000_conditional_forecast_initval.mod | * kalman/likelihood_from_dynare/fs2000_corr_ME.mod | * kalman/likelihood_from_dynare/fs2000_corr_ME_missing.mod | * kalman/likelihood_from_dynare/fs2000_uncorr_ME.mod | * kalman/likelihood_from_dynare/fs2000_uncorr_ME_missing.mod | * ep/rbc2.mod | * ../matlab/prior_draw.m#1 ================================ DYNARE MAKE CHECK OCTAVE RESULTS ================================ | TOTAL: 546 | PASS: 528 | FAIL: 13 | XFAIL: 5 | XPASS: 0 | LIST OF FAILED TESTS: | * estimation/MH_recover/fs2000_recover.mod | * gsa/cod_ML_morris/cod_ML_morris.mod | * ms-sbvar/test_ms_variances_repeated_runs.mod | * kalman_filter_smoother/fs2000_2.mod | * kalman/likelihood_from_dynare/fs2000_corr_ME.mod | * kalman/likelihood_from_dynare/fs2000_corr_ME_missing.mod | * kalman/likelihood_from_dynare/fs2000_uncorr_ME.mod | * kalman/likelihood_from_dynare/fs2000_uncorr_ME_missing.mod | * ep/rbc2.mod | * optimizers/fs2000_7.mod | * ../matlab/lyapunov_symm.m#1 | * ../matlab/modules/dseries/src/(a)dseries/dseries.m#5 | * ../matlab/prior_draw.m#1 A full log can be found at http://www.dynare.org/testsuite/master

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