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Status of testsuite in 4.3 branch
by sebastien＠dynare.org 01 Dec '12

01 Dec '12

*************************************** * DYNARE TEST RESULTS * * for make check-matlab * *************************************** 192 tests PASSED out of 192 tests run *************************************** *************************************** * DYNARE TEST RESULTS * * for make check-octave * *************************************** 190 tests PASSED out of 190 tests run *************************************** A full log can be found on karaba in '/tmp/dynare-4.3-check-eCs2bG67eY.log'.

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Status of testsuite in master branch
by sebastien＠dynare.org 30 Nov '12

30 Nov '12

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Status of testsuite in 4.3 branch
by sebastien＠dynare.org 30 Nov '12

30 Nov '12

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[Trac] #160: Add derivatives of static model w.r.t. parameters
by Trac Dynare 29 Nov '12

29 Nov '12

#160: Add derivatives of static model w.r.t. parameters --------------------------+------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: enhancement | Status: new Priority: minor | Milestone: 4.3 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- Currently, the derivatives of the static model w.r.t. parameters are computed using the derivatives of the dynamic model w.r.t. parameters. It would be more convenient to provide directly these derivatives. -- Ticket URL: <https://www.dynare.org/trac/ticket/160> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #263: latex variable with exponent causes compilation error
by Trac Dynare 29 Nov '12

29 Nov '12

#263: latex variable with exponent causes compilation error --------------------------+------------------------------------------------- Reporter: houtanb | Owner: sebastien Type: bug | Status: new Priority: minor | Milestone: 5.0 Component: Preprocessor | Version: 4.3.0 Keywords: | --------------------------+------------------------------------------------- See: http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=3846 Quick fix is to require users to place brackets around latex variables containing exponents (and probably underscores) Complete fix is to place braces around variables with lead/lags and those variables with no lead/lag but that are followed by an exponent. In the user's case, we would output: {B^{problem}_{t-1}}^{\rho} -- Ticket URL: <https://www.dynare.org/trac/ticket/263> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #276: Add ar-option to estimation command
by Trac Dynare 29 Nov '12

29 Nov '12

#276: Add ar-option to estimation command --------------------------+----------------------- Reporter: jpfeifer | Owner: sebastien Type: enhancement | Status: new Priority: minor | Milestone: 5.0 Component: Preprocessor | Version: 4.3.0 Keywords: | --------------------------+----------------------- Currently, the ar-option is only allowed in {{{stoch_simul}}}. Its value then also tranfers to the computation of moments in {{{compute_moments_varendo.m}}}. We should explicitly implement ar in estimation. If specified, it should also trigger the {{{moments_varendo}}} option. This avoids setting {{{options_.ar}}} before the estimation command. Maybe we should split {{{options_.ar}}} into {{{options_.ar}}} for stoch_simul and {{{options_.var_endo_ar}}} for estimation in order for one command not to affect the computations from the other one as is currently the case. -- Ticket URL: <https://www.dynare.org/trac/ticket/276> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #267: design an interface for assigning moment/irf contraints (e.g. sign constraints)
by Trac Dynare 29 Nov '12

29 Nov '12

#267: design an interface for assigning moment/irf contraints (e.g. sign constraints) -----------------------------------------------------+---------------------- Reporter: ratto | Owner: sebastien Type: feature | Status: new Priority: major | Milestone: 5.0 Component: Identification and sensitivity analysis | Version: Keywords: | -----------------------------------------------------+---------------------- Currently there is no way of setting a set of constraints to irfs or moments of DSGE model to feed to some calibration procedure like Monte Carlo filtering in the sensitivity analysis toolbox. Indeed the threshold_redform option in sensitivity analysis would only allow to set, e.g., the SAME sign constraint to a set of irfs, which is not very handy. So, we may think to the following syntax for sign constraints in moments: moment_calibration; y, y(-1), +; [i.e. auto-correlation with 1 lag] c, g(-3), +; [i.e. auto-correlation with generic lags] i, g, -; [i.e. cross-correlation, contemporaneous] end; for irfs [y c i are endogenous, em eg are exogenous shocks]: irf_calibration; y, em, -; c, eg, +; i, eg, -; end; or the following for more detailed numeric boundaries, in principle mixed with simple sign constraints moment_calibration; y, y(-1), [0.5 1]; [auto-correlation with 1 lag] c, g(-3), +; [auto-correlation with generic lags] i, g, [-1, -0.5]; [cross-correlation, contemporaneous] end; irf_calibration; y, em, [-0.01 0]; c, eg, [0 0.02]; i, eg, -; end; The sign constraint can also be defined using [0 inf] for + [-inf 0] for - -- Ticket URL: <https://www.dynare.org/trac/ticket/267> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #289: make -j doesn't work in clean work directory
by Trac Dynare 29 Nov '12

29 Nov '12

#289: make -j doesn't work in clean work directory --------------------------------------+----------------------- Reporter: michel | Owner: sebastien Type: bug | Status: new Priority: minor | Milestone: Component: Build system / Packaging | Version: Keywords: | --------------------------------------+----------------------- for make -j to work for dynare++, it is necessary to check that the code files and headers are ctangle BEFORE being used in compilation -- Ticket URL: <https://www.dynare.org/trac/ticket/289> Dynare <http://www.dynare.org> The Dynare project

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Status of testsuite in master branch
by sebastien＠dynare.org 29 Nov '12

29 Nov '12

1 0

Status of testsuite in 4.3 branch
by sebastien＠dynare.org 29 Nov '12

29 Nov '12

1 0

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