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SoFiE Summer School and Conference on DSGE Modelling – Brussels, 4-8 May 2026
by Stéphane Adjemian 10 Feb '26

10 Feb '26

Dear colleagues, I am writing to share the call for participation in the upcoming SoFiE Summer School and Conference on DSGE modelling, taking place 4-8 May 2026 at the National Bank of Belgium in Brussels. This event brings together researchers working on DSGE models and structural macroeconometrics. It consists of a three-day training school (4-6 May) on Bayesian Structural Macroeconometrics, covering DSGE to HANK estimation, policy analysis, and forecasting. The instructors are Marco Del Negro (Federal Reserve Bank of New York) and Frank Schorfheide (University of Pennsylvania). This will be followed by a two-day conference (7-8 May) on "DSGE Models: The present, the past, and the future" with panel discussions. To participate, please send your CV and a brief motivation statement to Prof. Leonardo Iania (leonardo.iania(a)uclouvain.be) with "SoFiE 2026" in the subject line by 1 April 2026. If you wish to present a paper during the training school, please indicate this and submit a draft. Acceptance decisions will be communicated by 5 April 2026. Please find the detailed call attached, which includes the full list of confirmed participants, registration fees, and practical information. Best regards, Stéphane.

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2Oth Dynare conference in Ottawa
by Stéphane Adjemian 11 Jan '26

11 Jan '26

Dear all, We are pleased to announce that the next Dynare conference will be held in person in Ottawa, Canada on 2-3 June 2026. The conference is organized by the Bank of Canada together with DSGE-net, and the Dynare project at CEPREMAP. The keynote speakers are Juan F. Rubio-Ramírez (Emory University) and Serguei Maliar (Santa Clara University). For detailed information, please refer to the website: https://www.dynare.org/events/dynare-conference-2026/ The deadline for submissions is March 15th, 2026, and notifications of acceptance will be sent by April 10th, 2026. Best, Stéphane.

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2026 Dynare Workshop for Advanced Users: save the date!
by Sébastien Villemot 09 Jan '26

09 Jan '26

Save the date: the 2026 Dynare Workshop for Advanced Users will be hosted by the Joint Research Center in Ispra (Italy) from 16 to 18 September 2026. The advertisement and call for applications will come out in Q2 2026. If you're interested, please save the date. We hope to see you in Ispra! For the Dynare Team, -- Sébastien Villemot Economist at CEPREMAP Co-leader of the Dynare project https://sebastien.villemot.name

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Release of Dynare 6.5
by Sébastien Villemot 24 Nov '25

24 Nov '25

Dear Dynare friends, We are pleased to announce the release of Dynare 6.5. This maintenance release fixes various bugs. The Windows, macOS, MATLAB online and source packages are available for download at the Dynare website [1]. This release is compatible with MATLAB versions ranging from 9.5 (R2018b) to 25.2 (R2025b), and with GNU Octave versions ranging from 7.1.0 to 10.3.0 (NB: the Windows package requires version 10.3.0 specifically). Here is a list of the problems identified in version 6.4 and that have been fixed in version 6.5: * Several issues in the nonlinear solver, used in e.g. numerical steady state computations, were fixed: it only directly accepted initial values equal to the solution if the Jacobian contained NaN or Inf; otherwise, the numerical solver was uselessly startedit erroneously accepted initial guesses with complex values when randomizing the starting pointit erroneously accepted initial guesses that contained Inf * Optimization would, in rare cases, erroneously apply an infinite penalty function value * In rare cases, the multivariate diffuse Kalman filter/smoother (kalman_algo=3) did not correctly exit the diffuse stage * The following problems with the estimation command were fixed: the point forecasts triggered by the forecast option did not take shock uncertainty into accountthe keep_kalman_algo_if_singularity_is_detected option did not work as advertised (option will be removed in Dynare 7)the EndTemperature suboption of the mode_compute=10 option (“simpsa”) was brokenthe mh_posterior_mode_estimation option was broken in conjunction with the method_of_moments commandthe nodecomposition option did not suppress all variance decompositionsthe posterior_sampling_method='slice' option did not save all files in the correct folderthe mh_recover option did not work correctly in conjunction with the posterior_sampling_method='slice' and posterior_sampler_options=('save_tmp_file', 1) optionsthe results of mode-finding were not correctly stored in oo_.posterior_mode for shock and measurement error correlations * The following problems with non-linear filters were fixed: the manual incorrectly stated that 1,000 instead of 5,000 particles was the defaultthe estimation command did not allow the pruning option to be set for higher-order estimationcombining options filter_algorithm=cpf and proposal_approximation=montecarlo of the estimation command returned incorrect resultsthe suboptions 'unscented_beta' and 'unscented_kappa' of the particle_filter_options option of the estimation command did not accept values of 0the filter_algorithm=gf and filter_algorithm=gmf options of the estimation command did not correctly handle correlated measurement error * The confidence bands of classical forecasts had incorrect coverage * Several issues with the forecast command used with exogenous deterministic variables (declared with the varexo_det command) were fixed: without measurement errors, it would store the upper bound of the confidence interval in the HPDinf field and the lower bound in the HPDsup fieldwith multiple measurement errors it would crash if not all observables were requested as outputsit would assign the output to the wrong variable names if a variable list was specified after the command * The discretionary_policy command did not accept the planner_discount_latex_name option, contrary to what the documentation says * The outfile option of the smoother2histval command would produce an incorrect file on models with two lags or more, leading to incorrect results when loading that file with the histval_file command * OccBin would occasionally crash upon encountering invalid parameter vectors * The example1_reporting.mod example file was broken As a reminder, the list of new features introduced in versions 6.x can be found in the release notes for 6.0 [2]. On behalf of the Dynare Team, -- Sébastien Villemot Economist at CEPREMAP Co-leader of the Dynare project https://sebastien.villemot.name [1] the Dynare website https://www.dynare.org/download/ [2] release notes for 6.0 https://www.dynare.org/new-dynare-release/dynare-6.0-released/

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Release of Dynare 6.4
by Sébastien Villemot 27 Jun '25

27 Jun '25

Dear Dynare friends, We are pleased to announce the release of Dynare 6.4. This maintenance release fixes various bugs. The Windows, macOS, MATLAB online and source packages are available for download at the Dynare website. This release is compatible with MATLAB versions ranging from 9.5 (R2018b) to 25.1 (R2025a), and with GNU Octave versions ranging from 7.1.0 to 10.2.0 (NB: the Windows package requires version 10.2.0 specifically). Here is a list of the problems identified in version 6.3 and that have been fixed in version 6.4: * Several issues with the perfect_foresight_with_expectation_errors command: when used with no endval/endval(learnt_in=1) block but an endval(learnt_in=t) block with t>1, convergence could fail if homotopy was neededcombined with homotopy_marginal_linearization_fallback, it would return incorrect resultsit would crash with homotopy_marginal_linearization_fallback option if there were several distinct shocks or endval blocks with the learnt_in option * Using the model_diagnostics command with the bytecode option of the model block or the model_options command would crash if the static Jacobian was singular * The discretionary_policy command with the noprint option would crash when encountering a problem instead of continuing * Using the ramsey_model command with models declared as linear would crash during preprocessing when there is a lead/lag greater than 1 on endogenous variables or any lead/lag on exogenous variables * Using the identification command with the slice sampler would crash if the slice_initialize_with_mode option was used * The particle filter option resampling_method of the estimation command was broken * The output=third preprocessor option would not work if no computational commands were present in the .mod file As a reminder, the list of new features introduced in versions 6.x can be found in the release notes for 6.0. On behalf of the Dynare Team, -- Sébastien Villemot Economist at CEPREMAP Dynare developer https://sebastien.villemot.name

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Fourth Dynare workshop for advanced users
by Stéphane Adjemian 01 Mar '25

01 Mar '25

Dear all, We will organize a workshop for advanced users of Dynare (fourth edition). The event will be hosted by the Joint Research Center (Ispra, Italy) from Wednesday to Friday September 17-19 2025. More information on our website: https://www.dynare.org/events/dynare-workshop-for-advanced-users-2025-open/ Best regards, Stéphane.

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Release of Dynare 6.3
by Stéphane Adjemian 20 Feb '25

20 Feb '25

Dear all, We are pleased to announce the release of Dynare 6.3. This maintenance release fixes various bugs. The Windows, macOS, MATLAB online and source packages are available for download at the Dynare website. This release is compatible with MATLAB versions ranging from 9.5 (R2018b) to 24.2 (R2024b), and with GNU Octave versions ranging from 7.1.0 to 9.4.0 (NB: the Windows package requires version 9.4.0 specifically). Here is a list of the problems identified in version 6.2 and that have been fixed in version 6.3: * OccBin with option smoother_inversion_filter would crash the MCMC estimation if the filtered_variables or filter_step_ahead options were used * OccBin with option smoother_inversion_filter would use the PKF if mh_replic>0 * OccBin with option smoothed_state_uncertainty would crash Dynare if the MCMC smoother was run after the classical one * OccBin's smoother would crash when encountering an internal error due to the output of the linear smoother not having been computed * Calling model_info with differentiate_forward_vars would crash * The identification command would compute the asymptotic Hessian via simulation instead of via moments as intended * The identification command would crash during prior sampling if the initial draw did not solve the model * The gsa_sample_file was broken * Optimization algorithm mode_compute=5 (newrat) would crash with analytic_derivation * The discretionary_policy command would crash if the model was purely forward-looking * The dsample command would crash * The conditional_forecast_paths block did not accept vector inputs * For MCMC chains with fewer than 6000 draws, the default number of sub_draws used to compute posterior moments was incorrect * Bi-annual dates (e.g. 2024S1 or 2024H1) were not accepted within Dynare statements * Plotting dseries did not correctly show dates on the x-axis As a reminder, the list of new features introduced in versions 6.x can be found in the release notes for 6.0. On behalf of the Dynare Team, Best, Stéphane

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19th Dynare conference in Helsinki
by Stéphane Adjemian 06 Feb '25

06 Feb '25

Dear all, We are pleased to announce that the next Dynare conference will be hosted by the Bank of Finland on June 5-6, 2025. The keynote speakers will be Matteo Iacoviello (Federal Reserve Board) and Leonardo Melosi (University of Warwick). For detailed information, please refer to the attached file. Additional updates will be available on our website https://www.dynare.org/events/dynare-conference-2025 The deadline for submissions is March 16th, 2025, and notifications of acceptance will be sent by April 11th, 2025. Best, Stéphane

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Release of Dynare 6.2
by Sébastien Villemot 26 Sep '24

26 Sep '24

Dear Dynare friends, We are pleased to announce the release of Dynare 6.2. This maintenance release fixes various bugs. The Windows, macOS, MATLAB online and source packages are available for download at the Dynare website. This release is compatible with MATLAB versions ranging from 9.5 (R2018b) to 24.2 (R2024b), and with GNU Octave versions ranging from 7.1.0 to 9.2.0 (NB: the Windows package requires version 9.2.0 specifically). Here is a list of the problems identified in version 6.1 and that have been fixed in version 6.2: * The mixed complementarity problem (MCP) solver could fail or give wrong results in some cases where there were multiple complementarity conditions * The qmc_sequence MEX file from the macOS package would fail to load * OccBin forecasts would crash in case of shocks with zero variance * OccBin smoother would crash if simulation did not converge * Computation of posterior moments could crash in large models * The auxiliary particle filter and the Liu & West online filter (mode_compute=11) required the Statistics Toolbox * The auxiliary particle filter and the Liu & West online filter (mode_compute=11) would not work with the discretionary_policy command * The discretionary_policy command would crash if there were fewer than two exogenous variables * Using the forecast command with a model solved at order>1 without varexo_det would return forecasts based on a first order approximation instead of providing an error message * Using the forecast command with a model solved at order=2 with varexo_det and pruning would return forecasts without pruning instead of providing an error message * Using the forecast command with a model solved at order=3 would crash * SMC methods could return wrong posterior results if the Parallel Toolbox was installed * The Herbst-Schorfheide SMC sampler would crash at order>1 * Annualized shock decomposition would not output results if desired vintage date did not coincide to an end-of-the-year Q4 period * Using rand_multivariate_student as the proposal density in the tailored_random_block_metropolis_hastings posterior sampler would return wrong results * The onlyclearglobals of the dynare command was not working as intended * The det_cond_forecast command would crash with plans including only expected shocks * Estimation could crash in some rare cases when computing the 2nd order moments of prior or posterior distribution * Successive calls of the Herbst-Schorfheide SMC sampler could crash due to some stale files being left on disk * The shock decomposition plot could be wrong in the presence of leads/lags on exogenous variables, or when the steady state is squeezed As a reminder, the list of new features introduced in versions 6.x can be found in the release notes for 6.0. On behalf of the Dynare Team, -- Sébastien Villemot Economist at CEPREMAP Dynare developer https://sebastien.villemot.name

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18th Dynare conference in Singapore
by Stéphane Adjemian 20 Aug '24

20 Aug '24

Dear all, Next Dynare conference will be hosted by the National University of Singapore, from 12th to 13th December 2024. Keynote speakers will be Eric Leeper (University of Virginia) and Todd Schoellman (Federal Reserve Bank of Minneapolis). More information on our website: https://www.dynare.org/events/dynare-conference-2024/ Deadline for submissions is August 15, 2024. Best, Stéphane.

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