Adding a NEWS file
Sébastien Villemot
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Announcement for Dynare 4.2.3 (on 2011-11-30)
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=============================================
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We are pleased to announce the release of Dynare 4.2.3.
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This is a bugfix release.
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The Windows package is already available for download at the official
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Dynare website <http://www.dynare.org>. The Mac and Linux packages
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should follow soon.
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All users are strongly encouraged to upgrade.
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This release is compatible with MATLAB versions ranging from 7.0 (R14)
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to 7.13 (R2011b) and with GNU Octave versions ranging from 3.0 to 3.4.
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Here is a non-exhaustive list of the problems identified in version 4.2.2 and
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that have been fixed in version 4.2.3:
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* `steady_state_model' was broken for lags higher than 2
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* `simult_.m' was not working correctly with `order=3' if `k_order_solver' had
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not been explicitly specified
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* `stoch_simul' with `order=3' and without `periods' option was reporting
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dummy theoretical moments
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* Under Octave, option `solve_algo=0' was causing crashes in `check' and
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`stoch_simul'
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* Identification module was broken
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* The test for singularity in the model reporting eigenvalues close to 0/0 was
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sometimes reporting false positives
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* The `conditional_variance_decomposition' option was not working if one
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period index was 0. Now, Dynare reports an error if the periods are not
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strictly positive.
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* Second order approximation was buggy if one variable was not present at the
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current period
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Announcement for Dynare 4.2.2 (on 2011-10-04)
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=============================================
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We are pleased to announce the release of Dynare 4.2.2.
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This is a bugfix release.
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The Windows package is already available for download at the official
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Dynare website <http://www.dynare.org>. The Mac and Linux packages
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should follow soon.
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All users are strongly encouraged to upgrade.
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This release is compatible with MATLAB versions ranging from 7.0 (R14)
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to 7.13 (R2011b) and with GNU Octave versions ranging from 3.0 to 3.4.
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Here is a list of the problems identified in version 4.2.1 and that have
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been fixed in version 4.2.2:
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* The secondary rank test following the order test of the Blanchard and
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Kahn condition was faulty and almost never triggered
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* The variance prior for BVAR “à la Sims” with only one lag was
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inconsistent. The solution implemented consists of adding one extra
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observation in the presample used to compute the prior; as a
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consequence, the numerical results for all estimations will be
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slightly different in future releases (thanks to Marek Jarociński for
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spotting this)
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* The `conditional_forecast' command was buggy: it was always using the
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posterior mode, whatever the value of the `parameter_set' option
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* `STEADY_STATE' was not working correctly with certain types of
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expressions (the priority of the addition and substraction operators
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was incorrectly handled)
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* With the `block' option of `model', the preprocessor was failing on
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expressions of the form "a^b" (with no endogenous in "a" but an
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endogenous in "b")
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* Some native MATLAB statements were not correctly passed on to MATLAB
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(e.g. x = { 'foo' 'bar' } )
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* `external_function' was crashing in some circumstances
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* The lambda parameter for HP filter was restricted to integer values
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for no good reason
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* The `load_mh_file' option of `estimation' was crashing under Octave
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for Windows (MinGW version)
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* Computation of steady state was failing on model contains auxiliary
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variables created by leads or lags larger than 2 or by of the
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`EXPECTATION' operator
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* Compilation of MEX files for MATLAB was failing with GCC 4.6
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Announcement for Dynare 4.2.1 (on 2011-05-24)
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=============================================
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We are pleased to announce the release of Dynare 4.2.1.
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Many bugs have been fixed since the previous release. The reference
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manual has also been improved: new contents has been added at various
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places, the structure has been improved, an index of functions and
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variables has been added, the PDF/HTML rendering has been improved.
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The Windows package is already available for download at the official
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Dynare website [1]. The Mac and Linux packages should follow soon.
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All users are strongly encouraged to upgrade.
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This release is compatible with MATLAB versions ranging from 7.0 (R14)
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to 7.12 (R2011a) and with GNU Octave versions ranging from 3.0 to 3.4.
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Here is a list of the main bugfixes since version 4.2.0:
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* The `STEADY_STATE' operator has been fixed
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* Problems with MATLAB 7.3 (R2006b) and older have been fixed
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* The `partial_information' option of `stoch_simul' has been fixed
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* Option `conditional_variance_decomposition' of `stoch_simul' and
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`estimation' has been fixed
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* Automatic detrending now works in conjunction with the `EXPECTATION'
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operator
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* Percentage signs inside strings in MATLAB statements (like disp('%
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This is not a comment %')) now work
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* Beta prior with a very small standard deviation now work even if you
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do not have the MATLAB Statistical toolbox
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* External functions can now been used in assignment of model local
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variables
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* `identification' command has been fixed
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* Option `cova_compute' of `estimation' command has been fixed
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* Random crashes with 3rd order approximation without `use_dll' option
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have been eliminated
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[1] http://www.dynare.org
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Announcement for Dynare 4.2.0 (on 2011-02-15)
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=============================================
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We are pleased to announce the release of Dynare 4.2.0.
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This major release adds new features and fixes various bugs.
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The Windows package is already available for download. The Mac and Linux
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packages should follow soon.
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All users are strongly encouraged to upgrade.
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This release is compatible with MATLAB versions ranging from 6.5 (R13) to 7.11
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(R2010b) and with GNU Octave versions 3.0.x and 3.2.x (support for GNU Octave
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3.4.x is not complete and will be added in the next minor release).
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Here is the list of major user-visible changes:
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* New solution algorithms:
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- Pruning for second order simulations has been added, as described in Kim,
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Kim, Schaumburg and Sims (2008) [1,2]
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- Models under partial information can be solved, as in Pearlman, Currie and
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Levine (1986) [3,4]
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- New nonlinear solvers for faster deterministic simulations and steady state
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computation [5]
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* Dynare can now use the power of multi-core computers or of a cluster of
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computer using parallelization [6]
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* New features in the user interface:
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- A steady state file can now be automatically generated, provided that the
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model can be solved analytically, and that the steady state as a function
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of the parameters is declared with the new "steady_state_model" command [7]
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- For non-stationary models, Dynare is now able of automatically removing
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trends in all the equations: the user writes the equations in
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non-stationary form and declares the deflator of each variable. Then Dynare
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perform a check to determine if the proposed deflators are compatible with
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balanced growth path, and, if yes, then it computes the detrended equations
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[8]
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- It is now possible to use arbitrary functions in the model block [9]
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* Other minor changes to the user interface:
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- New primitives allowed in model block: normpdf(), erf()
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- New syntax for DSGE-VAR [10]
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- Syntax of deterministic shocks has changed: after the values keyword,
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arbitrary expressions must be enclosed within parentheses (but numeric
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constants are still accepted as is)
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* Various improvements:
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- Third order simulations now work without the "USE_DLL" option:
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installing a C++ compiler is no longer necessary for 3rd order
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- The HP filter works for empirical moments (previously it was only available
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for theoretical moments)
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- "ramsey_policy" now displays the planner objective value function under
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Ramsey policy and stores it in "oo_.planner_objective_value"
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- Estimation: if the "selected_variables_only" option is present, then the
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smoother will only be run on variables listed just after the estimation
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command
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- Estimation: in the "shocks" block, it is now possible to calibrate
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measurement errors on endogenous variables (using the same keywords than
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for calibrating variance/covariance matrix of exogenous shocks)
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- It is possibile to choose the parameter set for shock decomposition [11]
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- The diffuse filter now works under Octave
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- New option "console" on the Dynare command-line: use it when running Dynare
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from the console, it will replace graphical waitbars by text waitbars for
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long computations
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- Steady option "solve_algo=0" (uses fsolve()) now works under Octave
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* For Emacs users:
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- New Dynare mode for Emacs editor (contributed by Yannick Kalantzis)
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- Reference manual now available in Info format (distributed with
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Debian/Ubuntu packages)
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* Miscellaneous:
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- Deterministic models: leads and lags of two or more on endogenous
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variables are now substituted by auxiliary variables; exogenous variables
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are left as is [12]
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[1] Kim, J., S. Kim, E. Schaumburg and C.A. Sims (2008), "Calculating and using
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second-order accurate solutions of discrete time dynamic equilibrium
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models", Journal of Economic Dynamics and Control, 32(11), 3397-3414
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[2] It is triggered by option "pruning" of "stoch_simul" (only 2nd order, not
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available at 3rd order)
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[3] Pearlman J., D. Currie and P. Levine (1986), "Rational expectations models
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with partial information", Economic Modelling, 3(2), 90-105
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[4] http://www.dynare.org/DynareWiki/PartialInformation
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[5] http://www.dynare.org/DynareWiki/FastDeterministicSimulationAndSteadyStateComputation
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[6] http://www.dynare.org/DynareWiki/ParallelDynare
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[7] See the entry for "steady_state_model" in the reference manual for more
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details and an example
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[8] http://www.dynare.org/DynareWiki/RemovingTrends
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[9] http://www.dynare.org/DynareWiki/ExternalFunctions
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[10] http://www.dynare.org/DynareWiki/DsgeVar
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[11] http://www.dynare.org/DynareWiki/ShockDecomposition
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[12] http://www.dynare.org/DynareWiki/AuxiliaryVariables
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@ -52,7 +52,7 @@ Section "Dynare core (preprocessor and M-files)"
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SectionIn RO
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!insertmacro DETERMINE_CONTEXT
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SetOutPath $INSTDIR
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File README.txt mexopts-win32.bat mexopts-win64.bat ..\license.txt ..\dynare.el
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File README.txt ..\NEWS mexopts-win32.bat mexopts-win64.bat ..\license.txt ..\dynare.el
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SetOutPath $INSTDIR\matlab
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File /r ..\matlab\*.m
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Reference in New Issue