Dynare 4.6.4 ReleasedPosted on 18 March 2021
We are pleased to announce the release of Dynare 4.6.4.
This maintenance release fixes various bugs.
The Windows, macOS and source packages are already available for download at the Dynare website.
All users are strongly encouraged to upgrade.
This release is compatible with MATLAB versions ranging from 7.9 (R2009b) to 9.10 (R2021a), and with GNU Octave version 6.2.0 (under Windows).
Here is a list of the problems identified in version 4.6.3 and that have been fixed in version 4.6.4:
- Passing multiple shock values through a MATLAB/Octave vector in a
mshocksblock would not work
mode_compute=12option was broken
use_mh_covariance_matrixoption was ignored
load_mh_fileoption together with
mh_replic=0would not allow computing
moments_varendofor a different list of variables
forecastoption was ignored when using
mode_compute=0without a mode-file to execute the smoother
discretionary_policycommand would crash in the presence of news shocks
ramsey_constraintsblock would crash if the constraints contained defined
- Identification would display a wrong error message if a unit root was present
diffuse_filterhad been set
- Particle filter estimation would crash if the initial state covariance became singular for a draw
- Particle filter estimation would crash if
k_order_solveroption was specified with
- The initial state covariance in particle filter estimation could be
- Output of
smootherresults when using particle filters would be based on
- Output of
moments_varendoresults when using particle filters would be based on
- When decreasing the
oo_.drcould contain stale results from higher orders
- Estimation results using the particle filter at
order=3would be incorrect if the restricted state space differed from the unrestricted one
mode_compute=102option (SOLVEOPT) could return with
Infinstead of the last feasible value
analytic_derivationfor Bayesian estimation would result in wrong results when the multivariate Kalman filter entered the steady state stage
analytic_derivationfor maximum likelihood estimation would result in a crash
- When using the Bayesian smoother with
filtered_vars, the field for
Filtered_Variables_X_step_aheadused the length of vector instead of the actual steps in
mode_compute=1,3,102did only allow for post-MATLAB 2016a option names
cova_compute=0option was not working with user-defined
mode_compute=1option was not working with
- Not all commands were honouring the
M_.dnamefolder when saving
- LaTeX output of the simulated variance decomposition for observables with measurement error could have a wrong variable label
As a reminder, the list of new features introduced in versions 4.6.x can be found in the release notes for 4.6.0.