Dynare 4.6.3 Released

Posted on 23 November 2020

We are pleased to announce the release of Dynare 4.6.3.

This maintenance release fixes various bugs.

The Windows, macOS and source packages are already available for download at the Dynare website.

All users are strongly encouraged to upgrade.

This release is compatible with MATLAB versions ranging from 7.9 (R2009b) to 9.9 (R2020b), and with GNU Octave versions 5.2.0 (under Windows) and 4.4.1 (under macOS).

Here is a list of the problems identified in version 4.6.2 and that have been fixed in version 4.6.3:

  • Using an unknown symbol in irf_shocks option of stoch_simul would lead to a crash of the preprocessor
  • discretionary_policy would crash in the presence of news shocks
  • identification would crash for purely forward-looking models
  • The endogenous_prior option did not properly handle missing observations
  • The auxiliary particle filter with pruning and resampling would crash
  • Initialization of the state variance for particle filters was buggy
  • An @#else clause after an @#ifndef was not correctly interpreted
  • An @#elseif clause after an @#ifdef or an @#ifndef was not correctly interpreted
  • Perfect foresight simulations of models with a single equation would crash when using either the lmmcp option or the linear_approximation
  • Inequality constraints on endogenous variables (when using the lmmcp option) were not enforced on purely backward or purely forward models
  • Perfect foresight simulations with bytecode and block options could crash if there was a purely forward variable whose value in all periods could be evaluated backward (typically a process of the form y=a*y(+1)+e)
  • extended_path was broken with bytecode
  • Under Windows, with Octave, the k-order perturbation and MS-SBVAR MEX files could not be loaded
  • On Fedora (and possibly other GNU/Linux distributions), compilation from source would fail against Octave 5

As a reminder, the list of new features introduced in versions 4.6.x can be found in the release notes for 4.6.0.