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DynareOBC v3.01.1814
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@tholden tholden released this 29 Oct 20:26
· 157 commits to master since this release
v3.01.1814
ff14c1e

This is a minor bug fix release. Chiefly, this fixes a typo in the code for "fast" IRFs which was causing blocking errors with certain options. This release also updates YALMIP.

The release notes for the previous major release follow below.

This is a major new release incorporating improvements along many dimensions.

The major changes are detailed below:

  • This release now saves IRFs and simulation paths in the base workspace as well, for greater compatibility with Dynare.
  • This release now runs any MATLAB code in the MOD file after the stoch_simul command, for greater Dynare compatibility.
  • A new option MinParametricSolutionParallelisationDimension has been added allowing one to control when the generation of a parametric solution is parallelized. By default it is now no longer parallelized, speeding up performing small tasks with DynareOBC.
  • A new option SkipQuickPCheck to skip the "quick" check of the contiguous sub-matrices of M.
  • Support for generating IRFs with MLVSimulationMode=1 without SlowIRFs.
  • New examples: Guerrieri and Iacoviello (2017) and Adjemian, Daracq Paries Moyen (2007).
  • New code for running all and each example.
  • Cleaner organisation of the examples directory, with some moved to Tests.
  • A heavily reworked theory paper.

Additionally, this release has the following fixes:

  • Corrected links to redistributables in the readmes.
  • An epsilon correction to the limit of diagonals criterion.
  • Improvements and clarifications to various messages providing model diagnostics.
  • Further comments about the experimental status of the estimation code.
  • A bug fix to the display of moments when there are none to display.
  • Updated folder names for the examples which have been subsequently published.
  • Updated ReplicationDetails for the models now in Tests.
  • Minor corrections to the Smets Wouters (2003) MOD files.
  • Tidying up of the Fernandez-Villaverde et al (2015) MOD files, with the transformation engine now in one sub-folder, and other MOD includes in another.
  • Changed the MOD files for the Boneva Braun Waki (2016) model to use the calibration from the published version, not the older working paper.
  • Better handling of failures of the Blanchard Kahn conditions.
  • Assorted speed-ups, particularly when running diagnostics with large TimeToEscapeBounds.
  • Supressed some warnings coming from Dynare's use of clear all.
  • Cleaned up formatting of M and MOD files throughout.
  • Minor improvements to ReadMe text.
  • A fix for the MLV simulation of purely forward looking models.
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