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How to evaluate dynamic g4
by Willi Mutschler 05 Aug '19

05 Aug '19

Hello all, I was wondering how I can evaluate the dynamic g4 files? That is, after running a mod file with stoch_simul(order=4) the preprocessor creates - dynamic.m - dynamic_g1.m; dynamic_g1_nz.m; dynamic_g1_tt.m; - dynamic_g2.m; dynamic_g2_nz.m; dynamic_g2_tt.m; - dynamic_g3.m; dynamic_g3_nz.m; dynamic_g3_tt.m; - dynamic_g4.m; dynamic_g4_tt.m; Now I can evaluate the dynamic files up to third order using: [~, g1, g2, g3] = feval([M_.fname,'.dynamic'], oo_.dr.ys(I), oo_.exo_steady_state', M_.params, oo_.dr.ys, 1); g3 = unfold_g3(g3, length(oo_.dr.ys(I))+length(oo_.exo_steady_state')); %add symmetric elements What is the correct command to get g4? [~, g1, g2, g3, g4] = feval([M_.fname,'.dynamic'], oo_.dr.ys(I), oo_.exo_steady_state', M_.params, oo_.dr.ys, 1); is not working. Also, is g4 without symmetric elements, i.e. will I need to write something like unfold_g4.m as well? Thanks, Willi --- Dr. Willi Mutschler willi(a)mutschler.eu https://mutschler.eu Westfälische Wilhelms-Universität Institut für Ökonometrie und Wirtschaftsstatistik (Raum 305) Am Stadtgraben 9 48143 Münster Tel. +49 251 83-22954 Fax +49 251 83-22012 Sent with [ProtonMail](https://protonmail.com) Secure Email.

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kstate
by Willi Mutschler 04 Jul '19

04 Jul '19

Hi, I was wondering if somebody can explain to me the structure of kstate? I am aware that using this is depreciated, as this is a reminiscence of old dynare versions where we did not create auxiliary variables for leads and lags greater than one, but still I find it is used in several functions dealing with e.g. the perturbation solution or identification toolbox. In any case, I still have problems to get the hang of this. So maybe someone can help me out and point me to a documentation? I already raised this question in a git issue (https://git.dynare.org/Dynare/dynare/issues/1653), where I also posted an example to fix and maybe understand it better. Cheers, Willi --- Dr. Willi Mutschler willi(a)mutschler.eu https://mutschler.eu Westfälische Wilhelms-Universität Institut für Ökonometrie und Wirtschaftsstatistik (Raum 305) Am Stadtgraben 9 48143 Münster Tel. +49 251 83-22954 Fax +49 251 83-22012 Sent with [ProtonMail](https://protonmail.com) Secure Email.

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macro processor changes and a question
by Houtan Bastani 17 Jun '19

17 Jun '19

Hello all, I have rewritten the macro processor from scratch on the `macroprocessor-rewrite` branch. This rewrite was necessary because we wanted to: 1) support user-defined functions; 2) support tuples, comprehensions, and arrays of arrays (changes that made the code harder to understand and maintain). NB: as Marco found during the summer school, the creation of arrays of arrays introduced a breaking change: in Dynare 4.5 `[1:3]` resulted in `[1,2,3]` whereas in 4.6 `[1:3]` results in `[[1,2,3]]`, that is to say an array of an array instead of just an array. The rewriting of the macro processor allows us to easily add more types and other functionalities. Accordingly, I have added a boolean type and would like to add a double type, which brings me to the point of this email. Adding a double type introduces another potential breaking change and we did not want to make this change without consulting you. Currently, as the macro processor only supports integers, integer division produces an integer. Hence, as with many typed programming languages, `@{1/2}` is replaced by `0`. The introduction of doubles in the macro language allows us to question if we want to maintain this functionality, or if we would prefer to have `@{1/2}` replaced by `0.5`. Note that to achieve the previous functionality, the user could write `@{floor(1/2)}`, as we plan to support all C++ math functions that are currently supported in the Dynare language. Further note that if we decide to keep the current functionality where `@{1/2}` is replaced by `0`, then to achieve a double result the user would have to type `(a){1.0/2}`. Hence, the question we wanted to ask you is what should the action of the new macro processor be when it encounters integer division: 1) Integer output, i.e. `@{1/2}` -> `0`; 2) Double output, i.e. `@{1/2}` -> `0.5`? Best, Houtan

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Dynare is hiring
by Sébastien Villemot 10 May '19

10 May '19

Dear friends, The Dynare project at CEPREMAP is hiring. The job ad is available online: https://www.dynare.org/jobs/dynare-is-hiring/ https://forum.dynare.org/t/dynare-is-hiring/13791 I’m also attaching a PDF version. Don’t hesitate to circulate it to whom may be interested. Also don’t hesitate to recommend us people that you think would make a good fit. Best, -- Sébastien Villemot Economist at CEPREMAP Dynare developer http://sebastien.villemot.name

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Fwd: [Dynare] Dynare Summer School 2019
by Houtan Bastani 24 Jan '19

24 Jan '19

In case you are not on info(a)dynare.org.... -------- Forwarded Message -------- Subject: [Dynare] Dynare Summer School 2019 Date: Thu, 24 Jan 2019 12:27:53 +0100 From: Stéphane Adjemian <stepan(a)dynare.org> To: info(a)dynare.org Dear Friends, This year the Dynare Summer School will be hosted, from June 3 to June 7, 2019, by École Normale Supérieur (Campus Jourdan). The courses will focus on simulation and estimation of DSGE models with Dynare. The invited speaker will be Thomas Winberry from the University of Chicago Booth School of Business. More informations is available on our website: https://www.dynare.org/events/dynare-summer-school-2019-applications-open Applications should be sent to school(a)dynare.org (with a CV and a recent research paper attached as PDFs) no later than April 7th, 2019. Best, Stéphane.

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Old link
by Johannes Pfeifer 02 Jan '19

02 Jan '19

Hi, could someone with the required permissions please change the link at the top of <http://www.dynare.org/DynareWiki/KnownBugs> http://www.dynare.org/DynareWiki/KnownBugs to https://git.dynare.org/Dynare/dynare/wikis/home Best, Johannes

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Treatment of symmetric elements in parameters derivatives
by Sébastien Villemot 22 Nov '18

22 Nov '18

Hi, I just made a change in the way the preprocessor treats symmetric elements in parameters derivatives. For consistency with other outputs, the "hp" matrix (derivatives of hessian w.r.t. parameters) now contains the two symmetric elements (when the two endogenous indices are different). Previously it was only containing one half of the elements. The other matrices ("rpp" and "gpp") are unchanged: they were already containing the two symmetric elements (when the two parameters indices are different). I pushed a commit (efec6646) that implements the change in getH.m. Please double check that I did not break anything. Best, -- Sébastien Villemot Economist at CEPREMAP Dynare developer http://sebastien.villemot.name

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Minimal required MATLAB version is now 7.9 (R2009b)
by Sébastien Villemot 13 Nov '18

13 Nov '18

Hi, We have decided to raise the minimal required MATLAB version to 7.9 (R2009b). This applies to the master branch and to the upcoming 4.6 release (but not on the stable/4.5 branch). In particular, this means that it is now possible to use the tilde (~) syntax for ignored output and input arguments. I have modernized the code using this syntax where I could easily identify that it was possible (i.e. where “junk” was used as the name of the ignored argument). Best, -- Sébastien Villemot Economist at CEPREMAP Dynare developer http://sebastien.villemot.name

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Building Dynare under Windows
by Sébastien Villemot 12 Nov '18

12 Nov '18

Hi all, I have added in the README.md file a section explaining how to build Dynare from Windows, using the excellent MSYS2 environment. This tool provides a convenient environment for building native Windows binaries, using a setup very close to the one we use for cross-building the official Dynare package. The only drawback is that it cannot compile all the docs (MSYS2 does not include Texlive), and so far I haven't succeded in building the MEX for Octave (it may be feasible, but clearly more work and tweaks are needed). If you are working under Windows, I therefore encourage you to test and possibly use MSYS2. Johannes: some time ago you contributed instructions for building Dynare in the Windows Subsystem for Linux. These instructions are probably outdated, because the version of Ubuntu mentioned there has no C++14 support. And I am quite surprised that you are able to compile MEX files for MATLAB in this environment, unless you are maybe using a cross-compiler? (in which case it should be documented) So these instructions should probably be updated or, if they're no longer relevant, removed. Best, -- Sébastien Villemot Economist at CEPREMAP Dynare developer http://sebastien.villemot.name

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Re: [DynareDev] fzero in steady state file
by Marco.RATTO＠ec.europa.eu 09 Nov '18

09 Nov '18

Many thanks Michel. This must be declared as an external funcion in dynare? Best Marco Sent from Nine Work<http://www.9folders.com/> ________________________________ Da: Michel Juillard <michel.juillard(a)mjui.fr> Inviato: venerdì 9 novembre 2018 13:32 A: List for Dynare developers Oggetto: Re: [DynareDev] fzero in steady state file Hi Marco, no I don't confirm. The alternative is to put the code around the call to fzero in a separate Matlab function and call this function from the steday_state_model block. We can talk about it next week Best Michel Marco.RATTO(a)ec.europa.eu writes: > Dear All, > do you confirm that the only way to use solvers like fzero in st state computation is to write the external matlab steady state file, skipping the steady_state_model block? > many thanks for your advice > best > Marco > --- > Marco Ratto, > Finance and Economy > Joint Research Centre > European Commission, > TP 361, 21027 ISPRA(VA), ITALY > Tel: +39 0332 78 3794 Fax: +39 0332 78 5752, > marco.ratto(a)ec.europa.eu > _______________________________________________ > Dev mailing list > Dev(a)dynare.org > https://eris.dynare.org/cgi-bin/mailman/listinfo/dev -- Michel Juillard _______________________________________________ Dev mailing list Dev(a)dynare.org https://eris.dynare.org/cgi-bin/mailman/listinfo/dev

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