#199: the output of option forecast in estimation is incorrect in the Reference
Manual
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Reporter: michel | Owner:
Type: bug | Status: new
Priority: major | Milestone: 4.3
Component: Documentation | Version:
Keywords: |
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If the forecast takes place after computing the posterior mode, the output
is indeed saved in oo_.forecast (as correctly described in the manual)
But, if the forecast takes place after Metropolis iteration and is really
the posterior distribution of forecasts, the output is saved in
oo_.MeanForecast and oo_.PointForecast
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Ticket URL: <https://www.dynare.org/trac/ticket/199>
Dynare <http://www.dynare.org>
The Dynare project
#136: complete implementation of "shock_decomposition"
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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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add options for grouping shocks together and for choosing the set of
parameters to be used
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Ticket URL: <https://www.dynare.org/trac/ticket/136>
Dynare <http://www.dynare.org>
The Dynare project
#166: fix computation of the planner objective under Ramsey policy
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Reporter: sebastien | Owner: michel
Type: bug | Status: new
Priority: major | Milestone:
Component: Core M-files | Version: 4.2.0
Keywords: |
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The call to "evaluate_planner_objective" was commented out in
f36247ceedb73ebab6be0bbc736fc6f5ce3f3bb1.
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Ticket URL: <https://www.dynare.org/trac/ticket/166>
Dynare <http://www.dynare.org>
The Dynare project
#77: provide all solve_algo for all representations of the model
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Reporter: ferhat | Owner: ferhat
Type: enhancement | Status: new
Priority: major | Milestone: 4.2
Component: Preprocessor | Version:
Keywords: |
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For the moment, only some combinations of block, bytecode and
stack_solve_algo are available. Allow for the possibility to use all the
algorithms for all model representation.
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Ticket URL: <https://www.dynare.org/trac/ticket/77>
Dynare <http://www.dynare.org>
The Dynare project
#85: Estimation is not deterministic: a seed should be explictly given to random
number generator
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Reporter: sebastien | Owner:
Type: bug | Status: new
Priority: major | Milestone:
Component: Core M-files | Version: 4.1.0
Keywords: |
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Currently MOD files doing estimation are not deterministic: different runs
of the same MOD files don't give the same results, since the seed for
random number generator is not the same accross runs.
The easy way to fix that is to set the seed in dynare.m. There would be a
default value for the seed, or it could be changed through an
option/command.
A more subtle way would be to have a seed reset at the top of every major
function (estimation, stoch_simul).
We need to decide which way is the best.
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Ticket URL: <https://www.dynare.org/trac/ticket/85>
Dynare <http://www.dynare.org>
The Dynare project
#202: conditional_variance_decomposition option fails with estimation
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Reporter: sebastien | Owner:
Type: bug | Status: new
Priority: major | Milestone:
Component: Core M-files | Version: 4.2.1
Keywords: |
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It looks for the M_.sigma_e_is_diagonal flag, which is only added by the
preprocessor if the "shocks" block is present, based on the contents of
that block. In an estimation context, this field is therefore not
necessarily present.
Maybe the fix is to generate the flag in the preprocessor using the
contents of estimated_params. Comments please.
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Ticket URL: <https://www.dynare.org/trac/ticket/202>
Dynare <http://www.dynare.org>
The Dynare project
#134: Reorganize M-structures used for storing block decomposition information
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Reporter: sebastien | Owner: ferhat
Type: enhancement | Status: new
Priority: major | Milestone: 4.2
Component: Preprocessor | Version:
Keywords: |
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See the following page for the current state:
http://www.dynare.org/DynareWiki/GlobalVariableBD
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Ticket URL: <https://www.dynare.org/trac/ticket/134>
Dynare <http://www.dynare.org>
The Dynare project