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DynareOBC v3.00.1811
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@tholden tholden released this 08 Oct 14:20
· 163 commits to master since this release
v3.00.1811
29a7df6

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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