Dev January 2011

dev@dynare.org

4 participants
63 discussions

[Trac] #147: Accuracy checks
by Trac Dynare 29 May '12

29 May '12

#147: Accuracy checks --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: feature | Status: new Priority: major | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/147> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #146: Global method: Chebychev polynomials
by Trac Dynare 29 May '12

29 May '12

#146: Global method: Chebychev polynomials --------------------------+------------------------------------------------- Reporter: sebastien | Owner: stepan Type: feature | Status: new Priority: major | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/146> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #151: BVAR priors: add interface to Marcett-Jarocinski' code
by Trac Dynare 29 May '12

29 May '12

#151: BVAR priors: add interface to Marcett-Jarocinski' code --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: feature | Status: new Priority: major | Milestone: 4.3 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/151> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #117: IRF: document the way they are computed at order 2 and 3
by Trac Dynare 20 Apr '12

20 Apr '12

#117: IRF: document the way they are computed at order 2 and 3 ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: Type: feature | Status: new Priority: major | Milestone: 4.2 Component: Documentation | Version: Keywords: | ---------------------------+------------------------------------------------ -- Ticket URL: <https://www.dynare.org/trac/ticket/117> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #113: Metropolis: add adaptive hybrid MCMC
by Trac Dynare 20 Apr '12

20 Apr '12

#113: Metropolis: add adaptive hybrid MCMC --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: feature | Status: new Priority: major | Milestone: 4.2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- See Ingvar Strid & Paolo Giordani & Robert Kohn “Adaptive hybrid MCMC for DSGE models” (2010) presented at the Dynare Conference 2010. -- Ticket URL: <https://www.dynare.org/trac/ticket/113> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #63: new option instrument
by Trac Dynare 20 Apr '12

20 Apr '12

#63: new option instrument ---------------------------+------------------------------------------------ Reporter: michel | Owner: michel Type: enhancement | Status: new Priority: major | Milestone: Component: Documentation | Version: Keywords: | ---------------------------+------------------------------------------------ Document the new option "instrument" for ramsey_policy in reference manual and write wiki page on using *_steadystate.m file with ramsey_policy -- Ticket URL: <https://www.dynare.org/trac/ticket/63> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #161: Under Octave, gamma priors fail when variance is too small
by Trac Dynare 20 Apr '12

20 Apr '12

#161: Under Octave, gamma priors fail when variance is too small --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: major | Milestone: 4.2 Component: Core M-files | Version: 4.1.3 Keywords: | --------------------------+------------------------------------------------- This is reproducible on file RBC_Est.mod distributed with the user guide, which has two gamma priors. The problem is related to a bug in Octave: http://bugs.debian.org/cgi-bin/bugreport.cgi?bug=493869 It may also affect beta priors which rely on gaminv() function. A minimal solution would be to give a sensible error message to the user, so that he knows he has to increase the variance. A better solution would be to reimplement gaminv. -- Ticket URL: <https://www.dynare.org/trac/ticket/161> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #157: histval + stoch_simul(periods=...) + forecast gives wrong result
by Trac Dynare 28 Dec '11

28 Dec '11

#157: histval + stoch_simul(periods=...) + forecast gives wrong result --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: major | Milestone: 4.2 Component: Core M-files | Version: 4.1.3 Keywords: | --------------------------+------------------------------------------------- If there is a histval block, followed by stoch_simul using empirical simulations ("periods" option), then the information provided by histval is lost (the "oo_.endo_simul" structure, which contains the histval information, is completely rewritten). A subsequent forecast command wrong results, since it will not use histval as starting point. -- Ticket URL: <https://www.dynare.org/trac/ticket/157> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #94: Remove obsolete code dealing with more than one lead and/or one lag
by Trac Dynare 26 Nov '11

26 Nov '11

#94: Remove obsolete code dealing with more than one lead and/or one lag --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: enhancement | Status: new Priority: minor | Milestone: 4.2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- In the resolution of stochastic models, this code is no 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. -- Ticket URL: <https://www.dynare.org/trac/ticket/94> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #122: Lower and upper bounds on priors used for two purposes
by Trac Dynare 30 Sep '11

30 Sep '11

#122: Lower and upper bounds on priors used for two purposes --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: bug | Status: new Priority: minor | Milestone: 4.2 Component: Core M-files | Version: 4.1.2 Keywords: | --------------------------+------------------------------------------------- The p3 and p4 parameters of estimated_params are currently 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. -- Ticket URL: <https://www.dynare.org/trac/ticket/122> Dynare <http://www.dynare.org> The Dynare project

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Dev January 2011