#35: Putting "shocks" before "endval" leads to wrong results
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Reporter: sebastien | Owner:
Type: bug | Status: new
Priority: major | Milestone: 4.1
Component: Core M-files | Version: 4.0.4
Keywords: |
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In a deterministic setup with both temporary and permanent shocks, the
order of the {{{shocks}}} and {{{endval}}} blocks matter. Actually,
putting {{{shocks}}} before {{{endval}}} leads to wrong results.
{{{shocks}}} uses {{{set_shocks.m}}}, which fills in {{{oo_.exo_simul}}};
the point is that, if {{{endval}}} has not been used, this structure is
empty, so {{{set_shocks}}} fills it, at date of shocks, for ''all'' the
exogenous, and using the ''initial'' steady state value.
When {{{simul}}} is finally called, it completes {{{oo_.exo_simul}}} with
the ''final'' exogenous steady state, but only for those periods which
have no temporary shocks. So at the dates with temporary shocks, the value
of exogenous which are permanently shocked is wrong.
A quick fix is to forbid the use of {{{shocks}}} before {{{endval}}}.
A cleaner fix is to modify {{{set_shocks.m}}} so that it only sets values
for the exogenous which are temporarily shocked, and leaves {{{NaN}}} for
other exogenous. It would be {{{simul}}}'s job to fill in the holes.
--
Ticket URL: <https://www.dynare.org/trac/ticket/35>
Dynare <http://www.dynare.org>
The Dynare project
#38: Create an entry point in bytecode interpreter for use by k-order DLL
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Reporter: sebastien | Owner: sebastien
Type: feature | Status: new
Priority: major | Milestone:
Component: Preprocessor | Version:
Keywords: |
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First, support for k-order derivatives computation needs to be added to
the preprocessor.
Second, a storage mechanism for these needs to be added in the bytecode
generation.
Third, the bytecode interpreter should provide two C functions:
* one for retrieving the number of non-zero elements (NNZE) in the
k-order derivative (accross all equations)
* one which would pass on the derivatives to the caller. Its arguments
would be:
* the order of derivation (k)
* a (double*) vector, allocated by the caller, of length the NNZE
* a (int*) matrix, of size NNZE times (k+1): the first column is the
equation number, the others are the variables indices (ordered in non-
decreasing order: the symmetric elements are not duplicated)
--
Ticket URL: <https://www.dynare.org/trac/ticket/38>
Dynare <http://www.dynare.org>
The Dynare project
#37: Automatic generation of _steadystate.m file from initval block
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Reporter: sebastien | Owner: sebastien
Type: feature | Status: new
Priority: major | Milestone:
Component: Preprocessor | Version:
Keywords: |
--------------------------+-------------------------------------------------
The idea is that the preprocessor would create a _steadystate.m file,
using the (symbolic) initializations given in the initval block.
This would be particularly useful for estimating models for which the
analytical form of the steady state is known.
--
Ticket URL: <https://www.dynare.org/trac/ticket/37>
Dynare <http://www.dynare.org>
The Dynare project
#40: Test M_.params at the top of the main functions.
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Reporter: stepan | Owner:
Type: enhancement | Status: new
Priority: major | Milestone: 4.1
Component: Core M-files | Version:
Keywords: |
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simul, stoch_simul, steady, ... should display a warning when some of the
parameters are not initialized (that is when some of the elements of
M_.params are NaN).
--
Ticket URL: <https://www.dynare.org/trac/ticket/40>
Dynare <http://www.dynare.org>
The Dynare project
#46: Update examples on the website
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Reporter: sebastien | Owner:
Type: bug | Status: new
Priority: minor | Milestone:
Component: Documentation | Version:
Keywords: |
---------------------------+------------------------------------------------
Most MOD files examples distributed on the website don't work with Dynare
4. They were designed for Dynare 3. We regularly get posts on the forum by
newcomers to Dynare who don't understand why these examples fail.
We should update them to Dynare 4.
--
Ticket URL: <https://www.dynare.org/trac/ticket/46>
Dynare <http://www.dynare.org>
The Dynare project
#32: Report MATLAB crashes on Linux/64 to Mathworks
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Reporter: sebastien | Owner:
Type: bug | Status: new
Priority: major | Milestone:
Component: Core M-files | Version:
Keywords: |
--------------------------+-------------------------------------------------
On Linux, the 64-bits version of MATLAB crashes on some models with
Dynare. The crash seems to occur with rather big models. It is
reproducible, in the sense that the same code will always trigger the bug;
but a small change in the code can sometimes make the crash disappear.
Note that the crash is only triggered by M-files (no MEX).
See the attached "plouf.m" and "plouf_static.m". They are derived from
preprocessor-generated files with the EAGLE model. The script "plouf.m"
calls the function "plouf_static.m". Attached is the crash dump of MATLAB.
The crash is reproducible on MATLAB Linux/64, versions 7.5, 7.6 and 7.8.
But it does not occur on MATLAB for Linux/32, Windows/32 and Windows/64.
As can be seen from the displayed marks which I have inserted, MATLAB
crashes around line 131 of "plouf_static.m". More precisely, it seems to
crash just after having computed the expression there. I can't understand
exactly what's going on.
We need to report this to Mathworks.
--
Ticket URL: <https://www.dynare.org/trac/ticket/32>
Dynare <http://www.dynare.org>
The Dynare project
#48: Incorrect treatment of log-linear transformation for purely backward
looking models
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Reporter: sebastien | Owner:
Type: bug | Status: new
Priority: major | Milestone: 4.1
Component: Core M-files | Version: 4.0.4
Keywords: |
--------------------------+-------------------------------------------------
In dr1.m, log-linear test and the log-linear transformation of the model
ghx and ghu matrices at line 449 are not reached for a purely backward
looking model, because of a return statement at line 266
--
Ticket URL: <https://www.dynare.org/trac/ticket/48>
Dynare <http://www.dynare.org>
The Dynare project