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Re: [DynareDev] integratio of Partial information and current expectations into Dynare
by Michel Juillard 03 Dec '08

03 Dec '08

Hi there, the guiding principle should be to do the integration right from the start and commit the necessary resources rather than having to do it over later. 1) to you have a write-up with the algebra that needs to be performed for partial information inside Dynare? 2) we have first to decide whether it is best to treat expectations as different (auxiliary) endogenous variables or to define a 4th type. - Currently, in full information, if we want E_{t-1} y_t, one needs to create an auxiliary variable and an auxiliary equation ey = y(+1) and use ey(-1) instead of E_{t-1} y_t. If we are to provide an explicit operator E{i}{y}, the preprocessor would need to create the auxiliary variable, add the equation to the model, and perform the substitution as needed. We would need to keep a table of these auxiliary variables, but it doesn't seem necessary or desirable to create a 4th type of variable because the rules for output would be the same as for regular endogenous variables [Currently, I have also doubt about the distinction endogenous/exogenous, but this is another story...] Are there reasons to believe this would be different with partial information? Best Michel Quoting "G. Perendia" <george(a)perendia.orangehome.co.uk>: > Dear Joe > > I have been thinking about the integration of the Partial information and > current expectations into Dynare as you asked me to and I have some ideas but > no easy solutions. > > As I mentioned, a shortcut solution may require additional proxy variables > for contemporary expectations such as ETYT_t = Et[y_t]. > > I expect an additional expectation error equations will be required that > should avoid determinacy issues with the additional variable and the possible > problems when solved, e,g, for steady state, poss on the lines of: > > y_t = ETYT_t + e_t > > Using then an additional structure (e.g. set inside the M_ or options_ > structures) that is mapping expectations to their bases on the lines of: > > ['YTT' 'Y_t'; ......] > > the Part info solver will be able to identify which of the relations are > "dummy" and then transform and solve the model for decision rule using its > own solver. > > This solution however may become rather tedious to model from the user > perspective, that is, if at all plausible - so, please let me know what you > think. It will also require some parsing of the model within PI module to > map-in expectations. > > > Alternatively, the proper integration would require changing start-to-end > Dynare pipeline, from the parser/prerpocessor to KF estimation. It may then > require adding 4th type of variable: expectation in addition to the existing: > predetermined, forward and static variables, and, thus, changes to the > numerous internal structures and functions. > > This will, however, probably introduce an additional burden on the design and > development resources, rather more than initially envisaged. > > > Best regards > > George > Mob. +44(0)7951415480 > artilogica(a)btconnect.com > --

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4.0.2 release
by Sébastien Villemot 27 Oct '08

27 Oct '08

Hi all I have merged bug corrections from the trunk into the 4.0 branch, so we are close to release Dynare 4.0.2. The biggest changes since 4.0.1 are fixes in the Kalman filter and smoother; if you have some spare time, don't hesitate to test those parts. Otherwise, do you see anything that should be done before the release, or is it ok for you? Best Sébastien

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Karaba
by Sébastien Villemot 23 Oct '08

23 Oct '08

Hi all Our new workstation "Karaba" is now up and running. I have dedicated a wiki page to it, with some configuration informations: http://www.dynare.org/DynareWiki/KarabaConfiguration Only the first hard drive is used for the moment. I shall format and mount the second one later, when we configure the backup system. There is a "dynare" user account, with the same password than on Hal. I can create other user accounts upon request. Michel: for the root password, we should change it when we see each other physically Best Sébastien

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Wikis have moved
by Sébastien Villemot 20 Oct '08

20 Oct '08

Hi all I have just moved all wikis from Pythie to Kirikou. For example, the DynareWiki is now accessible at: http://www.dynare.org/DynareWiki I have also moved the following wikis: DsgeAdminWiki, GpmWiki, GimfWiki, CefWiki, JedcTestsuiteWiki A transparent redirection has been set up, so that if you type the old address you automatically get redirected to the new one. Note that since cepremap.cnrs.fr is not going to survive for a long time, we should advertise that change as much as possible. Please check that everything is working fine, and tell me if I should remove some useless wiki. Best Sébastien

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Hal's hard drive is full
by Sébastien Villemot 20 Oct '08

20 Oct '08

Until I find the opportunity to install the new hard drive, is it possible to free some space on the drive ? Sébastien

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Dynare 4.0.1
by Sébastien Villemot 23 Sep '08

23 Sep '08

Salut Stéphane Michel a décidé de release Dynare 4.0.1. J'ai fait les paquets Debian, ainsi que les paquets source et amd64 pour Ubuntu. Reste à faire le paquet Ubuntu/i386. J'ai changé le système de gestion des paquets, afin d'une part d'avoir la signature numérique (voir http://www.cepremap.cnrs.fr/DynareWiki/InstallOnDebianOrUbuntu) et d'autre part pour automatiser au maximum la procédure d'upload vers kirikou (via le programme dupload et un script maison sur kirikou). La nouvelle procédure (simplifiée!) est expliquée sur: http://www.cepremap.cnrs.fr/DynareWiki/KirikouConfiguration Pour cette fois tu peux te contenter d'un paquet "binary-only" (dernière section de la page wiki). Si tu n'as pas le temps de le faire, je m'en chargerai (je compte m'installer un Ubuntu/i386 dans une machine virtuelle). A+ Sébastien

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Hal's hard drive
by Sébastien Villemot 18 Sep '08

18 Sep '08

I figured out that Hal's hard drive is not SATA, but SAS (Serial Attached SCSI, see: http://en.wikipedia.org/wiki/Serial_Attached_SCSI) The existing HDD is a Maxtor Atlas 10k5 073SAS. I didn't know this technology before. Since there has several flavours of connectors for SAS, I think we should ask Dell for the proper hardware to buy. Also note that the wiki page says that second generation SATA drives can be connected to SAS buses. What's exactly the model number of Hal ? Sébastien

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[Fwd: Devis Dell n°17431959/3]
by Michel Juillard 18 Sep '08

18 Sep '08

Here the quote for Hal. I believe that the delivery was indeed that. Best Michel -------- Original Message -------- Subject: Devis Dell n°17431959/3 Date: Tue, 12 Sep 2006 14:05:19 +0100 From: <Gregory_Guibert(a)DELL.com> To: <michel.juillard(a)ens.fr> M. MICHEL JUILLARD, Veuillez trouver ci-joint votre devis faisant suite à notre entretien. Pour valider votre commande, je vous remercie de me retourner l'intégralité de ce document daté, signé, avec votre "bon pour accord". Je reste à votre disposition pour tout complément d'information. Cordialement GREGORY GUIBERT Phone: 04 99 75 46 98 Fax: 04 99 75 46 98

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DLLs, one more thing
by Michel Juillard 18 Sep '08

18 Sep '08

Hi George, I thought of yet another thing concerning the 1st order DLL. We need to implement the same type of weighted penalty as in resol.m for models for which we can't find the steady state and for models that violate Blanchard and Kahn conditions. Best Michel

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[Fwd: Re: license]
by Michel Juillard 17 Sep '08

17 Sep '08

-------- Original Message -------- Subject: Re: license Date: Wed, 17 Sep 2008 15:38:10 -0400 From: Gary.Anderson(a)frb.gov To: Michel Juillard <michel.juillard(a)ens.fr> michel, congratulations on the 4.0.0 release. gary

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