Dear Dynare friends,
We are pleased to announce the release of Dynare 4.4.2.
This is a bugfix release.
The Windows packages are already available for download at:
The Mac and GNU/Linux packages (for Debian and Ubuntu LTS) should follow soon.
This release is compatible with MATLAB versions 7.3 (R2006b) to 8.2 (R2013b)
and with GNU Octave versions 3.6 to 3.8.
Here is a list of the problems identified in version 4.4.1 and that have been
fixed in version 4.4.2:
- Geweke convergence diagnostics was computed on the wrong sample if `mh_drop'
was not equal to the default of 0.5.
- The confidence level for computations in `estimation' (`conf_sig') could not
be changed and was fixed at 0.9.
- The `loglinear' option of `stoch_simul' was displaying the steady state of
the original values, not the logged ones, and was producing incorrect
simulations and simulated moments. Theoretical moments were unaffected.
- The `optim' option of `estimation (for setting options to `mode_compute')
was only working with at least MATLAB 8.1 (R2013a) or Octave 3.8.
- For unit root models, theoretical HP filtered moments were sometimes
erroneously displayed as NaN.
- Specifying an endogenous variable twice after the `estimation' command would
lead to a crash in the computation of moments.
- Deterministic simulations were crashing on some models with more than one
lead or one lag on exogenous variables.
- Homotopy in stochastic extended path with order greater than 0 was not
working correctly (during the homotopy steps the perfect foresight model
solver was called instead of the stochastic perfect foresight model solver).
- MCMC convergence diagnostics were not computed if `mh_replic' was less than
2000; the test now relies on the total number of iterations (this only makes
a difference if option `load_mh_file' is used).
On behalf of the Dynare Team,
Researcher in Economics