Dear Dynare friends,
We are pleased to announce the release of Dynare 6.2. This maintenance
release fixes various bugs.
The Windows, macOS, MATLAB online and source packages are available for
download at the Dynare website.
This release is compatible with MATLAB versions ranging from 9.5
(R2018b) to 24.2 (R2024b), and with GNU Octave versions ranging from
7.1.0 to 9.2.0 (NB: the Windows package requires version 9.2.0
specifically).
Here is a list of the problems identified in version 6.1 and that have
been fixed in version 6.2:
* The mixed complementarity problem (MCP) solver could fail or give
wrong
results in some cases where there were multiple complementarity
conditions
* The qmc_sequence MEX file from the macOS package would fail to load
* OccBin forecasts would crash in case of shocks with zero variance
* OccBin smoother would crash if simulation did not converge
* Computation of posterior moments could crash in large models
* The auxiliary particle filter and the Liu & West online filter
(mode_compute=11) required the Statistics Toolbox
* The auxiliary particle filter and the Liu & West online filter
(mode_compute=11) would not work with the discretionary_policy
command
* The discretionary_policy command would crash if there were fewer
than two
exogenous variables
* Using the forecast command with a model solved at order>1 without
varexo_det would return forecasts based on a first order
approximation
instead of providing an error message
* Using the forecast command with a model solved at order=2 with
varexo_det and pruning would return forecasts without pruning
instead
of providing an error message
* Using the forecast command with a model solved at order=3 would
crash
* SMC methods could return wrong posterior results if the Parallel
Toolbox was
installed
* The Herbst-Schorfheide SMC sampler would crash at order>1
* Annualized shock decomposition would not output results if desired
vintage
date did not coincide to an end-of-the-year Q4 period
* Using rand_multivariate_student as the proposal density in the
tailored_random_block_metropolis_hastings posterior sampler would
return
wrong results
* The onlyclearglobals of the dynare command was not working as
intended
* The det_cond_forecast command would crash with plans including only
expected shocks
* Estimation could crash in some rare cases when computing the 2nd
order
moments of prior or posterior distribution
* Successive calls of the Herbst-Schorfheide SMC sampler could crash
due to
some stale files being left on disk
* The shock decomposition plot could be wrong in the presence of
leads/lags on
exogenous variables, or when the steady state is squeezed
As a reminder, the list of new features introduced in versions 6.x can
be found in the release notes for 6.0.
On behalf of the Dynare Team,
--
Sébastien Villemot
Economist at CEPREMAP
Dynare developer
https://sebastien.villemot.name
