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NEWS.md
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NEWS.md
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Announcement for Dynare 4.6.2 (on 2020-09-07)
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=============================================
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We are pleased to announce the release of Dynare 4.6.2.
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This maintenance release fixes various bugs.
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The Windows, macOS and source packages are already available for download at
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[the Dynare website](https://www.dynare.org/download/).
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All users are strongly encouraged to upgrade.
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This release is compatible with MATLAB versions ranging from 7.9 (R2009b) to
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9.8 (R2020a), and with GNU Octave versions 5.2.0 (under Windows) and 4.4.1
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(under macOS).
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*Note for Windows users:* upon launching the Dynare installer, you may get a
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warning emitted by Windows Defender SmartScreen, saying that this is an
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unrecognized app and that it was prevented from starting. You can safely ignore
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this warning, as long as you can verify on the next screen that CEPREMAP is the
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editor of the software. This security warning is due to the fact that we had to
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renew our code signing certificate (which had expired), and it takes some time
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to rebuild our reputation as a software editor using the new certificate.
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Here is a list of the problems identified in version 4.6.1 and that have been
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fixed in version 4.6.2:
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* Perfect foresight simulations of purely backward models could deliver an
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incorrect result if some exogenous variable appeared with a lag of 2 or more
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(and neither `block` nor `bytecode` option was used)
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* Perfect foresight simulations of linear models could deliver an incorrect
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result if the following four conditions were met:
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+ the model was actually declared as linear through the `linear` option
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+ there was an exogenous variable with a lead or a lag
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+ `stack_solve_algo` was equal to 0 (the default) or 7
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+ neither `block` nor `bytecode` option was used
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* In stochastic simulations, for variables that actually do not leave the
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steady state, reported simulated moments could be spurious (due to division
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by zero)
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* Displayed variance decompositions would only take into account measurement
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errors if measurement errors were present for all observed variables
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* The posterior variance decompositions with measurement errors computed with
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`moments_varendo` were incorrect
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* `moments_varendo` would not update `oo_.PosteriorTheoreticalMoments` if it
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was already present, from *e.g.* an earlier run of `estimation`
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* Identification would in some cases compute wrong Jacobian of moments
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* Identification would display incorrect results if parameter dependence was
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implemented via a steady state file
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* `generate_trace_plots` would crash when measurement errors were present
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* `estimation` would crash for correlated measurement errors
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* Parallel execution/testing could crash instead of aborting with a proper
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error message
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* Under macOS, Dynare would incorrectly claim that it is compiled for Octave
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5.2.0 (it is actually compiled for Octave 4.4.1)
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* Using external functions in a model local variable would crash the
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preprocessor
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* Tolerance criteria for steady state computations were inconsistently set
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* `stoch_simul` with its default `order=2` would crash with a message about
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`hessian_eq_zero` not existing if an explicit `order=1` was present somewhere
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else in the `.mod` file
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* Model local variables were not written to the `modfile.json` JSON file
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* Model local variables names would have two spurious underscores at their
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point of definition in the `dynamic.json` and `static.json` files (but only
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in the definition, not when they were used, which is inconsistent)
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* The `solve_algo=9` option was not accessible. The `solve_algo=10` and
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`solve_algo=11` options were not accessible with `block` (without `bytecode`)
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* Under certain circumstances, `extended_path` would crash when used in
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conjunction with the `block` option
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* `extended_path` was not working with the `bytecode` option
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* `shock_decomposition` was not accepting the options of `estimation` related
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to smoothing
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* `conditional_forecast` would display a warning even if the simulation was
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successful
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* The `prior_trunc` option of `identification` was not working
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* The `rand_multivariate_student` value of the `proposal_distribution` option
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was not working when used with the
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`tailored_random_block_metropolis_hastings` posterior sampling method
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* Perfect foresight simulations of backward models would crash if convergence
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failed with complex-valued residuals
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* The diffuse Kalman smoother would crash if `Finf` became singular
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Announcement for Dynare 4.6.1 (on 2020-03-13)
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=============================================
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