Dear Dynare friends,
We are pleased to announce the release of Dynare 5.1.
This maintenance release fixes various bugs.
The Windows, macOS and source packages are already available for
download atthe Dynare website.
All users are strongly encouraged to upgrade.
This release is compatible with MATLAB versions ranging from 8.3
(R2014a) to 9.12 (R2022a), and with GNU Octave version 6.4.0 (under
Windows).
Here is a list of the problems identified in version 5.0 and that have
been fixed in version 5.1:
* Various problems with perfect foresight simulations in combination
with
block and/or bytecode options of the model block:
Simulation with bytecode and stack_solve_algo=4 could give incorrect
results if the model has a linear block of type “Solve two
boundaries
simple/complete”Simulation with bytecode and stack_solve_algo=1
could fail to convergeSimulation with block (but without bytecode)
and stack_solve_algo=1
gave wrong results in the last simulation period if the model has a
block
of type “Solve two boundaries simple/complete”Simulation with
bytecode and block would give incorrect results if the
model has a linear block of type “Solve forward
simple/complete”Simulation with block (but without bytecode) would
crash or give
incorrect results if the model has a block of type “Solve
forward/backward
simple/complete”Simulation with bytecode, block and
stack_solve_algo={0,1,4} would
crash or give incorrect results if the model has a block of type
“Solve
forward/backward complete”Simulation with block (but without
bytecode) gave incorrect results if
the model has a block of type “Solve backward
simple/complete”Simulation with block (with or without bytecode)
could give incorrect
results if the model has a nonlinear block of type “Solve
forward/backward
simple/complete”Simulation with bytecode, block and
stack_solve_algo=4 could give
incorrect results if the model has a block of type “Solve
backward/forward
simple/complete” that follows a block of type “Solve two boundaries”
(in
the sense of the dependency graph)The convergence criterion in
simulations with block (but without
bytecode) was incorrect: the value of the tolf option from the
steady
command was used instead of the value of tolf option from the
perfect_foresight_solver command
* Various problems with steady state computation in combination with
block
and/or bytecode options of the model block:
Steady state computation with bytecode and block could fail if some
equations are marked [static]Steady state computation with bytecode,
block and solve_algo ⩽ 4 or ⩾
9 could failSteady state computation with bytecode, block and
solve_algo=6 would
crash or give incorrect results if the model has a block of type
“Solve
forward/backward complete”
* The check command would crash or give incorrect results when using
the
block option of the model block and if the model has a block of type
“Solve backward complete”
* The static and incidence options of the model_info command did not
work
as documented in the reference manual
* Various problems with the method_of_moments command:
It would crash if no matched_moments block is presentIt would always
load the full range of the first Excel sheet instead of the
xls_range of the specified xls_sheetSMM would crash if a parameter
draw triggers an error during
additional_optimizer_steps = 13The debug option could not be passed
to the command
* In the estimation command, the scale_file field of the
posterior_sampler_options option did not correctly load the scale
* The moments_varendo option of the estimation command could crash for
large models
* The resid command would not show name tags when used in conjunction
with
the ramsey_model command
* Simulations with the occbin_solver command would not work if there
is only
a surprise shock in the first period
* The Liu & West auxiliary particle filter could enter infinite loops
As a reminder, the list of new features introduced in versions 5.x can
be found in the release notes for 5.0.
On behalf of the Dynare Team,
--
Sébastien Villemot
Economist at CEPREMAP
Dynare developer
https://sebastien.villemot.name
