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3402 discussions

Fast Kalman algorithm
by Michel Juillard 17 Dec '15

17 Dec '15

I just pushed an implementation of Ed Herbst fast Kalman filter. It is available with option fast_kalman_filter For large models, it gives huge speed improvement. Even for fs2000, it gives some speed improvement. After more of us experiment with it, we could probably make it the default. I'm not entirely convinced by the syntax of the option. There is no way currently to turn it off. I thought about another value for kalman_algo but the the organisation of that option, too complex, should be revised. Tell me what you think Best -- Michel Juillard

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Status of testsuite in master branch
by Dynare Robot 16 Dec '15

16 Dec '15

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Status of testsuite in master branch
by Dynare Robot 15 Dec '15

15 Dec '15

313ffb5f32bd06648d19305b55d92dbacbb0ff13 Merge pull request #1116 from JohannesPfeifer/Latex_cosmetics ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 618 | PASS: 597 | FAIL: 16 | XFAIL: 5 | XPASS: 0 | LIST OF FAILED TESTS: | * estimation/fs2000_model_comparison.mod | * estimation/MH_recover/fs2000_recover.mod | * moments/example1_bp_test.mod | * gsa/ls2003a.mod | * optimal_policy/Ramsey/ramsey_ex_aux.mod | * discretionary_policy/Gali_discretion.mod | * expectations/expectation_ss_old.mod | * kalman/likelihood_from_dynare/fs2000_corr_ME.mod | * kalman/likelihood_from_dynare/fs2000_corr_ME_missing.mod | * kalman/likelihood_from_dynare/fs2000_uncorr_ME.mod | * kalman/likelihood_from_dynare/fs2000_uncorr_ME_missing.mod | * ep/rbc2.mod | * forecast/Hansen_exo_det_forecast.mod | * TeX/fs2000_corr_ME.mod | * ../matlab/modules/dseries/src/(a)dseries/subsasgn.m#21 | * ../matlab/modules/dseries/src/(a)dseries/subsasgn.m#22 | | LIST OF 10 SLOWEST TESTS: | * moments/example1_hp_test.mod - 1734.540000 | * walsh.mod - 1226.060000 | * optimizers/fs2000_2.mod - 1026.410000 | * gsa/ls2003.mod - 928.260000 | * optimizers/fs2000_6.mod - 879.030000 | * moments/example1_bp_test.mod - 522.850000 | * estimation/TaRB/fs2000_tarb.mod - 431.310000 | * optimizers/fs2000_10.mod - 368.100000 | * conditional_forecasts/2/fs2000_est.mod - 257.210000 | * optimizers/fs2000_9.mod - 250.000000 A full log can be found at http://www.dynare.org/testsuite/master/matlab

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Fwd: RE: Draft of the administrative arrangement between DG COMP and the JRC: Modelling the macroeconomic impact of competition policy: Update and further development
by Marco Ratto 10 Dec '15

10 Dec '15

Dear Francisco, could you please check the attached new draft of the AA [which I am also checking for the technical annex part]. Could you please check it is formally correct so we can proceed with the signatures. Would it be OK if COMP signs first? [their directir seems to leave on Dec 16th ...] thank you Marco -- Marco Ratto, Financial and Economic Analysis Joint Research Centre European Commission, TP 361, 21027 ISPRA(VA), ITALY Tel: +39 0332 78 3794 Fax: +39 0332 78 5752, marco.ratto(a)jrc.ec.europa.eu http://www.macfinrobods.eu/ -------- Forwarded Message -------- Subject: RE: Draft of the administrative arrangement between DG COMP and the JRC: Modelling the macroeconomic impact of competition policy: Update and further development Date: Thu, 10 Dec 2015 11:48:09 +0000 From: DIERX Adriaan (COMP) <Adriaan.Dierx(a)ec.europa.eu> To: RATTO Marco (JRC-ISPRA) <marco.ratto(a)jrc.ec.europa.eu>, RUEDA CANTUCHE Jose Manuel (JRC-SEVILLA) <Josem.RCANTUCHE(a)ec.europa.eu> CC: HUNIN Karin (COMP) <Karin.HUNIN(a)ec.europa.eu>, VARGA Janos (ECFIN) <Janos.VARGA(a)ec.europa.eu>, THUM-THYSEN Anna-Elisabeth (ECFIN) <Anna.THUM(a)ec.europa.eu>, PATARACCHIA Beatrice (JRC-ISPRA) <beatrice.pataracchia(a)jrc.ec.europa.eu>, ROEGER Werner (ECFIN) <Werner.Roeger(a)ec.europa.eu>, ILZKOVITZ Fabienne (COMP) <Fabienne.Ilzkovitz(a)ec.europa.eu>, HULTMAN Gunilla (COMP) <Gunilla.Hultman(a)ec.europa.eu>, KONYA Eszter (COMP) <Eszter.KONYA(a)ec.europa.eu> Dear Marco, dear José, Please find attached the latest draft of the administrative arrangement. In comparison with the previous draft that you have seen, the following changes have been introduced: 1.The duration of the study has been limited to 10 months for budgetary reasons, i.e. the requirement that the (final) payment needs to be made before the end of 2016; 2.The sectoral shocks to be applied to the Leontief price model have been defined as price-shocks, which should reflect the avoided price increases associated with Commission cartel and merger decisions. In our view, it should be easier to directly use available information on avoided price increases than to go via the mark-up shock detour; 3.On reporting and deliverables, we accept the suggestion to delete the requirement to prepare an interim report, but would like to stick with the five meetings (also in light of the doubling of the size of the study budget, in comparison with the previous AA). We would accept that only one person from JRC.G1 and one person from JRC.J5 attends each meeting (with the exception of the first and the last meeting). 4.We have changed the structure of the (draft) final report, which now reflects the different tasks of the units involved. This should facilitate the distribution of work and help clarify who to contact in case of questions. Can you please have a look at this (hopefully) final draft and let us know if you agree with these suggestions? We need a response rather quickly (by Monday at the latest) as the director responsible for signing the AA will leave town on the 16^th . Thank you. Kind regards, Fabienne and Adriaan *Adriaan Dierx** **** ** **European Commission** *DG COMPETITION* *Ex-post Economic Evaluation of Competition Policy* *Building MADO / Room 03-32* *B-1049 Brussels/Belgium* *+32 2 295 92 69* *_adriaan.dierx(a)ec.europa.eu <mailto:naame.surname@ec.europa.eu>_ Competition websites: _http://ec.europa.eu/competition_** *_DISCLAIMER_**__* *"The views expressed are purely those of the writer and may not in any circumstances be regarded as stating an official position of the European Commission."*** *From:*Marco Ratto [mailto:marco.ratto@jrc.ec.europa.eu] *Sent:* Monday, November 30, 2015 8:25 PM *To:* ROEGER Werner (ECFIN); ILZKOVITZ Fabienne (COMP); HULTMAN Gunilla (COMP); KONYA Eszter (COMP) *Cc:* DIERX Adriaan (COMP); HUNIN Karin (COMP); VARGA Janos (ECFIN); THUM-THYSEN Anna-Elisabeth (ECFIN); PATARACCHIA Beatrice (JRC-ISPRA) *Subject:* Re: Draft of the administrative arrangement between DG COMP and the JRC: Modelling the macroeconomic impact of competition policy: Update and further development Dear All, please find attached the doc with my points and the ones from IPTS. @Werner: do the changes by IPTS already go in the right direction concerning points IIa and IIc? Note also that IPTS also added a few bits to points IIIb IIId: are you OK with those? thank you best Marco On 30/11/15 10:56, ROEGER Werner (ECFIN) wrote: Dear Fabienne, We are fine with the proposal, however two points should be clarified: Point IIa (last sentence) and point IIc: It should be made clear that the multi sector analysis is for IPTS and not conducted with QUEST. Best Werner _____________________________________________ *From:* ILZKOVITZ Fabienne (COMP) *Sent:* Tuesday, November 24, 2015 1:32 PM *To:* HULTMAN Gunilla (COMP); KONYA Eszter (COMP); RATTO Marco (JRC-ISPRA); ROEGER Werner (ECFIN) *Cc:* DIERX Adriaan (COMP); HUNIN Karin (COMP); VARGA Janos (ECFIN); THUM-THYSEN Anna-Elisabeth (ECFIN); PATARACCHIA Beatrice (JRC-ISPRA) *Subject:* Draft of the administrative arrangement between DG COMP and the JRC: Modelling the macroeconomic impact of competition policy: Update and further development Dear all, Please find attached a draft of the administrative arrangement to be signed between DG COMP and the JRC. Due to the short delays, we consult all of you at once. Your comments are welcome by next Monday 29 November at the latest so that we can finalise this by the end of the year. Many thanks. Fabienne << File: 2015 Administrative Arrangement 17112015.doc >> *Fabienne Ilzkovitz * *Principal Advisor* *DG COMP* *European Commission* Office Address: 1 Place Madou 3/28, 1210 Brussels *Tel: +32 2 299 33 79* Postal Address: European Commission Mado 3/28 - 200 rue de la Loi/Wetstraat, B-1049 Brussels *fabienne.ilzkovitz(a)ec.europa.eu* <mailto:fabienne.ilzkovitz@ec.europa.eu> Disclaimer: The information in this message and/or any attachments is intended solely for the attention and use of the named addressee. The content of this e-mail and its attachments is confidential and may be legally privileged. Any use or disclosure is unauthorised and may be unlawful. If you are not the intended recipient, please delete the message and any attachments and notify the sender of misdelivery. As e-mails are susceptible to alteration, they do not constitute a formal commitment of the European Commission unless confirmed in writing.

2 2

Status of testsuite in master branch
by Dynare Robot 08 Dec '15

08 Dec '15

8cd35f043e88d8d661b6c08651b01f6a9e92d304 add files to EXTRA_DIST ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 592 | PASS: 573 | FAIL: 14 | XFAIL: 5 | XPASS: 0 | LIST OF FAILED TESTS: | * estimation/MH_recover/fs2000_recover.mod | * moments/example1_bp_test.mod | * optimal_policy/Ramsey/ramsey_ex_aux.mod | * discretionary_policy/Gali_discretion.mod | * expectations/expectation_ss_old.mod | * kalman/likelihood_from_dynare/fs2000_corr_ME.mod | * kalman/likelihood_from_dynare/fs2000_corr_ME_missing.mod | * kalman/likelihood_from_dynare/fs2000_uncorr_ME.mod | * kalman/likelihood_from_dynare/fs2000_uncorr_ME_missing.mod | * ep/rbc2.mod | * forecast/Hansen_exo_det_forecast.mod | * ../matlab/modules/dseries/src/(a)dseries/subsasgn.m#21 | * ../matlab/modules/dseries/src/(a)dseries/subsasgn.m#22 | * ../matlab/prior_draw.m#1 | | LIST OF 10 SLOWEST TESTS: | * walsh.mod - 1095.660000 | * moments/example1_hp_test.mod - 1020.340000 | * optimizers/fs2000_2.mod - 991.170000 | * gsa/ls2003.mod - 926.280000 | * optimizers/fs2000_6.mod - 877.270000 | * moments/example1_bp_test.mod - 530.420000 | * estimation/TaRB/fs2000_tarb.mod - 436.100000 | * optimizers/fs2000_10.mod - 368.840000 | * optimizers/fs2000_9.mod - 353.070000 | * conditional_forecasts/2/fs2000_est.mod - 254.930000 A full log can be found at http://www.dynare.org/testsuite/master/matlab

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Status of testsuite in master branch
by Dynare Robot 07 Dec '15

07 Dec '15

f9436350f14c395e5baf615804edc447402549b0 Added weibull prior in the manual. Dynare failed to compile or Octave testsuite failed to run A full log can be found at http://www.dynare.org/testsuite/master/octave

1 0

Status of testsuite in master branch
by Dynare Robot 07 Dec '15

07 Dec '15

b7e7d731771412891a30784b24e408ef666126f4 reporting: submodule update Dynare failed to compile or Octave testsuite failed to run A full log can be found at http://www.dynare.org/testsuite/master/octave

1 0

Status of testsuite in master branch
by Dynare Robot 04 Dec '15

04 Dec '15

f9436350f14c395e5baf615804edc447402549b0 Added weibull prior in the manual. ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 592 | PASS: 573 | FAIL: 14 | XFAIL: 5 | XPASS: 0 | LIST OF FAILED TESTS: | * estimation/MH_recover/fs2000_recover.mod | * moments/example1_bp_test.mod | * optimal_policy/Ramsey/ramsey_ex_aux.mod | * discretionary_policy/Gali_discretion.mod | * expectations/expectation_ss_old.mod | * kalman/likelihood_from_dynare/fs2000_corr_ME.mod | * kalman/likelihood_from_dynare/fs2000_corr_ME_missing.mod | * kalman/likelihood_from_dynare/fs2000_uncorr_ME.mod | * kalman/likelihood_from_dynare/fs2000_uncorr_ME_missing.mod | * ep/rbc2.mod | * forecast/Hansen_exo_det_forecast.mod | * ../matlab/modules/dseries/src/(a)dseries/subsasgn.m#21 | * ../matlab/modules/dseries/src/(a)dseries/subsasgn.m#22 | * ../matlab/prior_draw.m#1 | | LIST OF 10 SLOWEST TESTS: | * moments/example1_hp_test.mod - 1180.590000 | * walsh.mod - 1169.870000 | * optimizers/fs2000_2.mod - 977.410000 | * gsa/ls2003.mod - 925.630000 | * optimizers/fs2000_6.mod - 879.480000 | * moments/example1_bp_test.mod - 519.470000 | * estimation/TaRB/fs2000_tarb.mod - 434.970000 | * optimizers/fs2000_10.mod - 371.220000 | * optimizers/fs2000_9.mod - 348.930000 | * conditional_forecasts/2/fs2000_est.mod - 253.640000 A full log can be found at http://www.dynare.org/testsuite/master/matlab

1 0

Status of testsuite in master branch
by Dynare Robot 02 Dec '15

02 Dec '15

954e57c42110feb8dad76b636840283a0a57c5f8 reporting: submodule update ================================ DYNARE MAKE CHECK MATLAB RESULTS ================================ | TOTAL: 570 | PASS: 551 | FAIL: 14 | XFAIL: 5 | XPASS: 0 | LIST OF FAILED TESTS: | * estimation/MH_recover/fs2000_recover.mod | * moments/example1_bp_test.mod | * optimal_policy/Ramsey/ramsey_ex_aux.mod | * discretionary_policy/Gali_discretion.mod | * expectations/expectation_ss_old.mod | * kalman/likelihood_from_dynare/fs2000_corr_ME.mod | * kalman/likelihood_from_dynare/fs2000_corr_ME_missing.mod | * kalman/likelihood_from_dynare/fs2000_uncorr_ME.mod | * kalman/likelihood_from_dynare/fs2000_uncorr_ME_missing.mod | * ep/rbc2.mod | * forecast/Hansen_exo_det_forecast.mod | * ../matlab/modules/dseries/src/(a)dseries/subsasgn.m#21 | * ../matlab/modules/dseries/src/(a)dseries/subsasgn.m#22 | * ../matlab/prior_draw.m#1 | | LIST OF 10 SLOWEST TESTS: | * moments/example1_hp_test.mod - 1775.930000 | * walsh.mod - 1580.060000 | * optimizers/fs2000_2.mod - 987.620000 | * gsa/ls2003.mod - 916.310000 | * optimizers/fs2000_6.mod - 880.020000 | * moments/example1_bp_test.mod - 518.860000 | * estimation/TaRB/fs2000_tarb.mod - 430.310000 | * optimizers/fs2000_10.mod - 367.300000 | * optimizers/fs2000_9.mod - 349.040000 | * conditional_forecasts/2/fs2000_est.mod - 253.080000 A full log can be found at http://www.dynare.org/testsuite/master/matlab

1 0

Status of testsuite in master branch
by Dynare Robot 01 Dec '15

01 Dec '15

1 0

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