Dev August 2011

dev@dynare.org

3 participants
72 discussions

[Trac] #110: Implement block decomposition for stochastic models
by Trac Dynare 30 Sep '11

30 Sep '11

#110: Implement block decomposition for stochastic models --------------------------+------------------------------------------------- Reporter: sebastien | Owner: ferhat Type: enhancement | Status: new Priority: major | Milestone: 4.2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- This can be very useful for some models. For example, the 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. -- Ticket URL: <https://www.dynare.org/trac/ticket/110> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #31: identification code
by Trac Dynare 29 Sep '11

29 Sep '11

#31: identification code --------------------------+------------------------------------------------- Reporter: michel | Owner: Marco Type: feature | Status: new Priority: major | Milestone: 4.2-alpha2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/31> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #188: reference manual fails to compile under Cygwin
by Trac Dynare 14 Sep '11

14 Sep '11

#188: reference manual fails to compile under Cygwin ---------------------------+------------------------------------------------ Reporter: michel | Owner: Type: bug | Status: new Priority: minor | Milestone: Component: Documentation | Version: 4.2.1 Keywords: | ---------------------------+------------------------------------------------ Lorsqu'on compile le manuel sous Cygwin, on obtient l'erreur dynare.texi:3500: Anchor `estimation' and node `Estimation' map to the same file name. dynare.texi:3500: @anchor command ignored; references to it will not work. dynare.texi:3500: Rename this anchor or use the `--no-split' option. qui est liee au fait que sous Windows les majuscules ne sont pas distinguees des minuscules dans les noms de fichiers. -- Ticket URL: <https://www.dynare.org/trac/ticket/188> Dynare <http://www.dynare.org> The Dynare project

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EXPECTATION operator with partial information in Dynare
by Sébastien Villemot 01 Sep '11

01 Sep '11

Hi George, Some time ago, we implemented a syntax like that in Dynare: EXPECTATION(full)(SOME_VARIABLE) EXPECTATION(varobs)(SOME_VARIABLE) The idea was that you could, in the same model, variables known with the full information set, and variables known with the partial set. To my knowledge, this syntax is recognized by the preprocessor, auxiliary variables are created, but then it crashes because there are not as many variables than equations. So basically this thing seems broken. Has it ever worked? Have you plans to make it work? Best, -- Sébastien Villemot CEPREMAP - Paris School of Economics Homepage: http://www.dynare.org/sebastien Landline phone: +33 1 40 77 49 90 SIP phone: sebastien.villemot(a)ekiga.net PGP Key: 2069 1DFC C2C9 8C47 9529 84EE 0001 8C22 381A 7594

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[Trac] #121: Revert example MOD files in user guide to mode_compute=4
by Trac Dynare 23 Aug '11

23 Aug '11

#121: Revert example MOD files in user guide to mode_compute=4 ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: Type: bug | Status: new Priority: major | Milestone: 4.2 Component: Documentation | Version: Keywords: | ---------------------------+------------------------------------------------ The estimation examples in the user guide are not behaving nice with mode_compute=6, because of the non-deterministic nature of estimation. Many users were confused because on some runs, the example were failing because the hessian at the mode was not definite positive. As a quick fix, the mode_compute option was changed to 6 in 4ec5016e5fed4d51e4ac987c1e8f4bcc85f3148f and 7b59c012b992387c2cc11ab5dd5a8175051cce79. The problem is that the examples are now a lot slower than before. We should revert back to mode_compute=4 when #85 is fixed and we have a way to fix the seed. -- Ticket URL: <https://www.dynare.org/trac/ticket/121> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #191: section on EXPECTATION is wrong in the ref manual
by Trac Dynare 19 Aug '11

19 Aug '11

#191: section on EXPECTATION is wrong in the ref manual ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: Type: bug | Status: new Priority: major | Milestone: Component: Documentation | Version: 4.2.1 Keywords: | ---------------------------+------------------------------------------------ - describe FULL and VAROBS keywords - fix description of time shift 0 -- Ticket URL: <https://www.dynare.org/trac/ticket/191> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #127: Output 2nd derivatives of static model when doing identification
by Trac Dynare 19 Aug '11

19 Aug '11

#127: Output 2nd derivatives of static model when doing identification --------------------------+------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: feature | Status: new Priority: major | Milestone: 4.3 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- This is necessary for global identification. The code for 2nd static derivatives already exists (used for planner_objective). -- Ticket URL: <https://www.dynare.org/trac/ticket/127> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #183: mex file for the static model
by Trac Dynare 19 Aug '11

19 Aug '11

#183: mex file for the static model --------------------------+------------------------------------------------- Reporter: stepan | Owner: houtanb Type: enhancement | Status: new Priority: major | Milestone: 4.3 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- Dynare does not generate a mex file for the static model when option is use_dll is set. It would be nice to have this file because a lot of time is spent here when a closed form solution is not specified for the steady state. -- Ticket URL: <https://www.dynare.org/trac/ticket/183> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #175: bug in discretionary_policy_engine.m
by Trac Dynare 19 Aug '11

19 Aug '11

#175: bug in discretionary_policy_engine.m --------------------------+------------------------------------------------- Reporter: michel | Owner: michel Type: bug | Status: new Priority: major | Milestone: Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- - first function is not terminated by 'end' contrarily to the other ones. Matlab (r2010b) is missing it. - W may not be initialized correctly. ./tests/discretionary_policy/dennis_1.mod is an example. Because of above, Matlab is missing it, but Octave detects it. -- Ticket URL: <https://www.dynare.org/trac/ticket/175> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #197: Add abs() to ExprNode
by Trac Dynare 17 Aug '11

17 Aug '11

#197: Add abs() to ExprNode --------------------------+------------------------------------------------- Reporter: houtanb | Owner: houtanb Type: feature | Status: new Priority: major | Milestone: 4.3 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/197> Dynare <http://www.dynare.org> The Dynare project

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Dev August 2011