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NEWS.md

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0.9.18

  • fix MCP parsing

0.9.17

  • bump Plots required version to eliminate BinaryProvider
  • pefectforesight: fix initialization of exogenous variables

0.9.16

  • fixing missing IRF plot

0.9.15

  • use cmd shell to display graphs in Windows

0.9.14

  • remove dependency on MUMPS to fix installation problem on Windows

0.9.13

  • fix bug when varobs aren't in same order as var
  • observations must be kept constant: use new matrix instead of alias
  • weaker MUMPS compat

0.9.12

  • fix estimation code

0.9.11

  • fix observed variables order in Kalman smoother
  • check that all endogenous variables are present in steady_state_model when nocheck option is used

0.9.10

  • fix computation and plots of irfs
  • don't compute and plot irfs of auxiliary variables

0.9.9

  • don't compute IRFs for auxiliary variables
  • make sure steadystate, linear and quadratic trends are correctly initialized

0.9.8

  • fix bug parsing of year and undated periods introduced in previous release

0.9.7

  • fix parsing of year and undated periods

0.9.6

  • improve reporting

0.9.5

  • fix compat for MUMPS

0.9.4

  • downgrading compat for MUMPS to 1.4.0 to solve installation problem on Windows

0.9.3

  • add support for purely backward linear models

0.9.2

  • fix bug in rwmh_compute!()

0.9.1

  • restore printing of Dynare parsing errors

0.9.0

  • add normcdf and normpdf
  • add periods for calibsmoother and forecast
  • add smoothed shocks computation
  • fix steady state in filter and smoother
  • add forecasting and recursive forecasting
  • fix endval
  • add posterior mode computation
  • add homotopy for steady state
  • add exported functions
  • add docstrings
  • add documentation

0.8.2

  • update DynarePreprocessor_jll to v6.4.0

0.8.1

  • conditional simulations with MCP
  • add options to perfect_foresight!
  • fix to 2nd order computation
  • fix to nonstationary models
  • fix autocorrelation

0.8.0

  • adding scenario!() and conditional simulations
  • adding Julia functions equivalent to some Dynare instructions
    • localapproximation!() -> stoch_simul
    • steadystate!() -> steady
    • perfect_foresight!() -: perfect_foresight_setup and perfect_foresight_solver
  • adding second order approximation (limited features)
  • put PathSolver and PardisoSolver as Julia extensions
  • fix occasional problem with static variables and QR decomposition

0.7.5

  • fix bug in initialization of perfect foresight simulation

0.7.4

  • fix bug in estimation in 0.7.3

0.7.3

  • fix initialization with lags and leads on several periods

0.7.2

  • fix initialization of perfect foresight
  • fix handling of estimated parameters and priors

0.7.1

  • fix LTS compatibilty
  • fix lint errors

0.7.0

  • adding estimation module
  • replacing TimeDataFrames by AxisArrayTables
  • improving simulations storing

0.6.3

  • fix compatibility with DynarePreprocessor_jll

0.6.2

  • fix initval with parameters
  • fix occasionally binding constraints

0.6.1

  • fix histval for models with lead or lag exogenous variable
  • fix shocks for exogenous variables with steady state different from zero
  • add tests for initialization

0.6.0

  • add support for endval
  • fix timing bug in perfect foreisght
  • change location of Dynare model functions
  • switch to sparse matrices for model derivatives

0.5.7

  • add numerical solution for steady state

0.5.6

  • fix mcp simulations

0.5.5

  • update version of FastLapackInterface, PolynomialMatrixEquations and LinearRationalExpectations

0.5.4

  • add line breaks to model in Latex reports using lstlisting
  • provide an additional format where the parameter value is set after the parameter rather than below

0.5.3

  • fix histval for auxiliary variables
  • fix histval for prefect foresight models
  • fix autocorrelation for stationary models
  • don't compute autocorrelation for non stationary models
  • add tolf option for steady and perfect foresight
  • fix IRFs plotting in several panels (more than 6 variables)
  • fix perfect foresight wit no exogenous variable or no shock

0.5.2

  • change signature of steady_state_function
  • force Int64 numerical constant (necessary for Julia 32bit)
  • removing debug instructions

0.5.1

  • fix reporting with end of line CR LF

0.5.0

  • add plots for TimeDataFrames series
  • add accessor functions

0.4.1

  • fix histval
  • fix ramsey_constraints

0.4.0

  • add support for MCP problems in perfect_foresight
  • fix preprocessor problem with macOS
  • fix backward-looking model simulation
  • IRFs are now stored in a vector of TimeDataFrames

0.3.2

  • fix graphs in Windows
  • fix bugs in initval-file

0.3.1

  • update to ExtendedDates v0.1.2
  • fix bugs in perfect_foresight

0.3.0

  • adding moments and IRFs to stoch_simul
  • open automatically image viewer in graphs directory upon exit
  • save context in a JLD2 file in the output directory
  • fix bug in perfect_foresight

0.2.1

  • fixing bug linked to the use of StatsFuns in Dynare generated functions

0.2.0