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7th Dynare Conference (Call for Papers)
by Sébastien Villemot 20 Apr '11

20 Apr '11

Dear all, The 7th annual DYNARE Conference (www.dynare.org) will be held in Atlanta on September 9-10, 2011. The conference is organized by the Center for Quantitative Economic Research (CQER) at the Federal Reserve Bank of Atlanta together with DSGE-net and the Dynare project at CEPREMAP. The DYNARE conference will feature the work of the leading scholars in dynamic macroeconomic modeling and provide an excellent opportunity to present your own research results. Lars Peter Hansen (University of Chicago) and Giorgio Primiceri (Northwestern University) will be plenary speakers. Submission of the papers focusing on the following issues is encouraged: - Model uncertainty and optimal policy; - Imperfect information and learning; - Model and parameter identification; - Occasionally binding financial constraints. The list is not all-inclusive. Submissions of papers dealing with different aspects of DSGE modelling and computational methods are all welcome. Submissions of papers using other software tools than DYNARE or theoretical contributions are also encouraged. Complete manuscripts or detailed abstracts should be sent in PDF format to Hanane Bahala at the following address: hanane.bahala(a)ens.fr Deadline for submissions is May 15, 2010. Authors of accepted papers will be informed by June 1, 2011. Organizers: - Michel Juillard (Bank of France); - Daniel Waggoner (Federal Reserve Bank of Atlanta); - Tao Zha (Federal Reserve Bank of Atlanta and Emory University). We apologize for multiple posting. -- 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: 0xA6C029B9D06B2913D71C105EBE37E801FB6EFF8B (http://pgp.mit.edu/)

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Dynare Working Papers series
by Stéphane Adjemian 15 Apr '11

15 Apr '11

Dear all, The Dynare team is pleased to announce the creation of the Dynare Working Papers series [1]. The Dynare Working Papers series is intended for the following kind of contributions: * methodological papers related to current or forthcoming Dynare functionality; * papers in quantitative macroeconomics whose results (or portion thereof) have been obtained with the help of Dynare. Authors are encouraged to submit papers falling into one of the two aforementioned categories, even if they have already been published in another working papers series. Note that contributions not directly related to Dynare, but still pertaining to the fields of numerical methods or of quantitative macroeconomics, are also welcome. Submissions should be sent by e-mail to: wp(a)dynare.org. We commit ourselves to giving a fast and fair editorial decision, but please forgive us if you do not receive a full-fledged referee report in return. The goal of this series being state of the art dissemination, the source code of computer programs used in the paper should also be included in the submission (this covers Dynare MOD files and/or any other program, whether written in MATLAB, Octave, Fortran, C, C++, etc). If the submission is accepted, the source code will be made publicly available on our website. Papers and codes published in the series are automatically added to the RePEc [2] database. We are waiting for your contributions! Stéphane and Sébastien. [1] http://www.dynare.org/wp [2] http://ideas.repec.org/s/cpm/dynare.html

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[Trac] #176: preprocessor fails when external functions are assigned to model local variables
by Trac Dynare 12 Apr '11

12 Apr '11

#176: preprocessor fails when external functions are assigned to model local variables --------------------------+------------------------------------------------- Reporter: houtanb | Owner: houtanb Type: bug | Status: new Priority: major | Milestone: 4.3 Component: Preprocessor | Version: 4.2.0 Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/176> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #114: IRF: add an option to limit the exogenous shocked in the computations
by Trac Dynare 01 Apr '11

01 Apr '11

#114: IRF: add an option to limit the exogenous shocked in the computations --------------------------+------------------------------------------------- Reporter: sebastien | Owner: Type: feature | Status: new Priority: major | Milestone: 4.2 Component: Core M-files | Version: Keywords: | --------------------------+------------------------------------------------- -- Ticket URL: <https://www.dynare.org/trac/ticket/114> Dynare <http://www.dynare.org> The Dynare project

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[Trac] #171: implement the possibility of passing macro-processor defines on the command-line
by Trac Dynare 30 Mar '11

30 Mar '11

#171: implement the possibility of passing macro-processor defines on the command-line --------------------------+------------------------------------------------- Reporter: sebastien | Owner: sebastien Type: feature | Status: new Priority: minor | Milestone: 4.3 Component: Preprocessor | Version: Keywords: | --------------------------+------------------------------------------------- ...like gcc does with the -D option. -- Ticket URL: <https://www.dynare.org/trac/ticket/171> Dynare <http://www.dynare.org> The Dynare project

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Reference manual in Texinfo
by Sébastien Villemot 29 Mar '11

29 Mar '11

Hi all, I have converted the Dynare reference manual to the Texinfo format, which is easier to edit than Docbook. We hope this will make easier contributions to the reference manual. You need to run "autoreconf" in your git repository in order to be able to compile things again. Documentation on this new format is on a wiki page: http://www.dynare.org/DynareWiki/ReferenceManual Note that in translating to Texinfo, I also made the following improvements: * there are now 2 indices at the end of the file: one for functions and commands, the other for variables (in particular fields of "oo_") * I updated the introduction, using the frontpage of the website * I split the old "Solving and simulating" section into four subsections: steady state, model checks, deterministic simulations, stochastic simulations * the HTML output looks better for math formulas (see the wiki page for details) 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: 0xA6C029B9D06B2913D71C105EBE37E801FB6EFF8B (http://pgp.mit.edu/)

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Re: [DynareDev] [Trac] #5: Implement explicit writing of first order conditions of Ramsey problem
by Trac Dynare 28 Mar '11

28 Mar '11

#5: Implement explicit writing of first order conditions of Ramsey problem ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: houtanb Type: enhancement | Status: closed Priority: major | Milestone: 4.3 Component: Preprocessor | Version: Resolution: fixed | Keywords: ---------------------------+------------------------------------------------ Changes (by houtanb): * status: accepted => closed * resolution: => fixed Comment: in commit 161647922cf8c920843e6f32d8bc3c5a2aed2b35 -- Ticket URL: <https://www.dynare.org/trac/ticket/5#comment:6> Dynare <http://www.dynare.org> The Dynare project

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Fwd: Identification of Bayesian DSGE models
by Michel Juillard 25 Mar '11

25 Mar '11

May be of interest to you. Best Michel -------- Original Message -------- Subject: Identification of Bayesian DSGE models Date: Wed, 23 Mar 2011 18:01:33 +0000 From: Ron Smith <r.smith(a)econ.bbk.ac.uk> To: <michel.juillard(a)ens.fr> Dear Prof Juillard You may be interested in the attached paper with Hashem Pesaran and Gary Koop. It considers how prior and posterior differ for unidentified parameters and suggests a fairly easy way to check local identification by simulating the model on different sized samples. Best wishes Ron Smith Prof Ron P Smith, Economics, Birkbeck College, Malet Street, London WC1E 7HX Tel 44 (0)20 7631 6413 Fax 6416 Home page: http://www.ems.bbk.ac.uk/faculty/smith/index_html

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optimizer n. 5
by Marco Ratto 18 Mar '11

18 Mar '11

Dear Michel and Sebastien, a couple of weeks ago I committed a change to the optimizer n.5 which we decided not to cherry pick to 4.2 since it was not a debug and but an improvement. In fact, I think we could port it to 4.2 because I realized that in some cases it fixes a bug. The problem arises when we have relatively short data series (say 60 quarters), but a quite large number of observed series (say 20-25). Assume we have 70 parameters to estimate, the outer product gradient used by mode_compute=5 in version 4.2 is rank deficient as if there was insufficient data to estimate 70 params while the data (e.g. 60x20) are more than enough. The modifications I did would fix this for 4.2. What do you think? please let me know how to proceed thanks for your help best Marco -- Marco Ratto, (http://easu.jrc.ec.europa.eu/), Joint Research Centre The European Commission, TP 361, 21027 ISPRA(VA), ITALY Tel: +39 0332 78 5639 Fax: +39 0332 78 5733 marco.ratto(a)jrc.ec.europa.eu

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GSA in Dynare [was Re: svn repository]
by Sébastien Villemot 17 Mar '11

17 Mar '11

I have merged Global Sensitivity Analysis toolbox (GSA) into the main Dynare repository, keeping the history of the project. The files are now organized as follows: - matlab/gsa: main GSA files - doc/gsa: documentation - tests/gsa: example MOD files Concerning the documentation, I incorporated it into the build system: it should be recompiled with "make pdf" provided you have a TeX installation. Concerning the MATLAB files: - they are now automatically included in MATLAB path; - we will solve the indentation problems at the next global reindentation, just before the release of Dynare 4.3; - I began tackling copyright problems, by removing functions which had a bad copyright and were redundant with free functions provididing the same functionality (beta/gamma/gaussian CDF/quantile functions); Marco: please check commit cde4f038d74166ba016d3e10f961dc36c69afd1f for any mistake; - there are still copyright problems which need to be solved; I opened a ticket on that (https://www.dynare.org/trac/ticket/173). Marco: please have a look at the problematic functions and see if we can find a solution (replacing them by a free one, or getting the permission from the original author to distribute its file under GPL or public domain). 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: 0xA6C029B9D06B2913D71C105EBE37E801FB6EFF8B (http://pgp.mit.edu/)

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