Dear Dynare friends,
We are pleased to announce the release of Dynare 4.4.2.
This is a bugfix release.
The Windows packages are already available for download at:
http://www.dynare.org/download/dynare-stable
The Mac and GNU/Linux packages (for Debian and Ubuntu LTS) should follow soon.
This release is compatible with MATLAB versions 7.3 (R2006b) to 8.2 (R2013b) and with GNU Octave versions 3.6 to 3.8.
Here is a list of the problems identified in version 4.4.1 and that have been fixed in version 4.4.2:
- Geweke convergence diagnostics was computed on the wrong sample if `mh_drop' was not equal to the default of 0.5.
- The confidence level for computations in `estimation' (`conf_sig') could not be changed and was fixed at 0.9.
- The `loglinear' option of `stoch_simul' was displaying the steady state of the original values, not the logged ones, and was producing incorrect simulations and simulated moments. Theoretical moments were unaffected.
- The `optim' option of `estimation (for setting options to `mode_compute') was only working with at least MATLAB 8.1 (R2013a) or Octave 3.8.
- For unit root models, theoretical HP filtered moments were sometimes erroneously displayed as NaN.
- Specifying an endogenous variable twice after the `estimation' command would lead to a crash in the computation of moments.
- Deterministic simulations were crashing on some models with more than one lead or one lag on exogenous variables.
- Homotopy in stochastic extended path with order greater than 0 was not working correctly (during the homotopy steps the perfect foresight model solver was called instead of the stochastic perfect foresight model solver).
- MCMC convergence diagnostics were not computed if `mh_replic' was less than 2000; the test now relies on the total number of iterations (this only makes a difference if option `load_mh_file' is used).
On behalf of the Dynare Team,