#51: Add new command to create dynamic model file with given options, when there
is no simul/stoch_simul...
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Reporter: sebastien | Owner: sebastien
Type: feature | Status: new
Priority: major | Milestone: 4.2
Component: Preprocessor | Version:
Keywords: |
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Ticket URL: <https://www.dynare.org/trac/ticket/51>
Dynare <http://www.dynare.org>
The Dynare project
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#109: adapt model_steady_state for deterministic simulations
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Reporter: michel | Owner: michel
Type: enhancement | Status: new
Priority: major | Milestone: 4.2
Component: Core M-files | Version:
Keywords: |
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- how to call <modfile>_steadystate.m for initial …
[View More]or terminal values?
- how to set steadystate values for exogenous variables in
model_steady_state?
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Ticket URL: <https://www.dynare.org/trac/ticket/109>
Dynare <http://www.dynare.org>
The Dynare project
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#72: 2nd and 3rd order approximation of purely backward and forward models
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Reporter: michel | Owner:
Type: feature | Status: new
Priority: minor | Milestone: 4.2
Component: Core M-files | Version:
Keywords: |
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- need to write specialized code for 2nd and 3rd order …
[View More]approximation of
purely backward and forward models
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Ticket URL: <https://www.dynare.org/trac/ticket/72>
Dynare <http://www.dynare.org>
The Dynare project
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#117: IRF: document the way they are computed at order 2 and 3
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Reporter: sebastien | Owner:
Type: feature | Status: new
Priority: major | Milestone: 4.2
Component: Documentation | Version:
Keywords: |
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Ticket URL: <https://www.dynare.org/trac/ticket/117…
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Dynare <http://www.dynare.org>
The Dynare project
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#63: new option instrument
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Reporter: michel | Owner: michel
Type: enhancement | Status: new
Priority: major | Milestone:
Component: Documentation | Version:
Keywords: |
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Document the new option "instrument" for ramsey_policy in reference manual
and write …
[View More]wiki page on using *_steadystate.m file with ramsey_policy
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Ticket URL: <https://www.dynare.org/trac/ticket/63>
Dynare <http://www.dynare.org>
The Dynare project
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#94: Remove obsolete code dealing with more than one lead and/or one lag
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Reporter: sebastien | Owner:
Type: enhancement | Status: new
Priority: minor | Milestone: 4.2
Component: Core M-files | Version:
Keywords: |
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In the resolution of stochastic models, this code is no …
[View More]longer necessary
since the preprocessor removes any lead and lag of more than one.
But this code should be kept in the deterministic case, since the
preprocessor doesn't do the transformation.
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Ticket URL: <https://www.dynare.org/trac/ticket/94>
Dynare <http://www.dynare.org>
The Dynare project
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#122: Lower and upper bounds on priors used for two purposes
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Reporter: sebastien | Owner:
Type: bug | Status: new
Priority: minor | Milestone: 4.2
Component: Core M-files | Version: 4.1.2
Keywords: |
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The p3 and p4 parameters of estimated_params are currently …
[View More]used for two
distinct purposes:
- specifying the domain of definition of the prior (uniform, generalized
beta and gamma)
- restricting the optimization for the posterior mode on a sub-domain of
the definition of the prior
This double usage of the same values is confusing, and makes some cases
impossible to describe in a MOD file (example: restricting the
optimization on a subdomain of the interval of a uniform).
The fix is probably to distinguish these two usages in the MOD file by
introducing a new syntax for restricting the optimization, and reflecting
that change in the M code.
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Ticket URL: <https://www.dynare.org/trac/ticket/122>
Dynare <http://www.dynare.org>
The Dynare project
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#110: Implement block decomposition for stochastic models
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Reporter: sebastien | Owner: ferhat
Type: enhancement | Status: new
Priority: major | Milestone: 4.2
Component: Core M-files | Version:
Keywords: |
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This can be very useful for some models.
For example, the …
[View More]BoE has a model with bond prices with a horizon of 10
years ahead (i.e. 40 periods). The bond prices do not feedback into the
core of the macro model, so the pricing equations are purely forward.
At order 3, Dynare is currently at pains to solve the model. The block
decomposition would dramatically improve performance here.
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Ticket URL: <https://www.dynare.org/trac/ticket/110>
Dynare <http://www.dynare.org>
The Dynare project
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