This page documents known bugs in Dynare. A bug is associated with the latest version in which it appears (i.e. it has been or will be fixed in the next version).

Version 4.1.2

• check command fails in deterministic setup (corrected in unstable 07/23/2010)

• the covariance elements of optim_weights (used with osr) are not working properly

• in a stochastic setup, model local variables are systematically replaced by their expression in the static/dynamic M/C files, resulting in huge output if there is a lot of such variables (bugfix changeset)

• EXPECTATION operator with a lag makes stoch_simul crash

• the histval block is buggy in the presence of auxiliary variables (i.e. when there are lags of two or more)

• the preprocessor crashes when the mean or stderr of an estimated parameter with beta PDF is specified as an expression instead of a plain value

Version 4.1.1

• Models with leads on exogenous can be mishandled (creation of AuxiliaryVariables is buggy in that case)

• Option mode_compute=6 of estimation command fails under Octave

• normcdf() primitive cannot be used with bytecode option

• In the macro-processor, integer ranges a:b where a>b are not empty

Version 4.1.0

• Optimal simple rule (OSR) is broken in models with no unit root
• Root mean squared error is wrong for BVAR forecast
• Dynare++ binary shipped in Windows package crashes on some MOD files (it is a problem with the C++ compiler used to create it). Until a new Dynare is released, Windows users should use the Dynare++ binary distributed in the snapshot
• Bug in mode_check when the last screen of plots isn't complete
• dynasave command is broken
• Under Octave 3.0, option stack_solve_algo=3 is broken
• Under Octave/Windows with USE_DLL, Dynare requires option 'cygwin' or 'msvc', although it makes no use of it
• Conditional forecasts are wrong in models with non zero steady state or trends

Version 4.0.4

• 2nd order approximation of decision rules for stochastic models with leads greater than 2 are wrong

• in deterministic models, putting a shocks block before an endval block leads to wrong results; the right order is to put endval before shocks

• this version doesn't support MATLAB R2009a and R2009b on 64-bit platforms

• in estimation, option mode_file shouldn't be used if the posterior mode has been computed for a model with a different specification, even if the list of estimated parameters is the same. This can result in wrong results without error message

• with Octave, in stochastic simulations, Dynare will return wrong eigenvalues if the MEX file "mjdgges" is not present
• the resid() function messes up things when doing deterministic simulations, and should be avoided in that case

Version 4.0.2

• Option dr_algo has been suppressed without warning in this version

Version 4.0.1

• shocks_file option is missing

• there is a bug in DsgeSmoother.m for models with measurement errors (thanks for hlousek for reporting it)

• Octave crashes in mode_check.m, MakeAllFigures.m and PosteriorIRF.m, because of missing saveas() function (thanks to Gianni Lombardo for reporting)

• estimation crashes when mode_file is specified, at least under Octave (thanks to Gianni Lombardo for reporting)

Version 4.0.0

• typo at the top of DiffuseKalmanSmootherH1.m (thanks to Tsu-ting Tim Lin for reporting)

• call to cumulative normal distribution is broken (thanks to Karl Walentin for reporting)
• script for building MEX files under Matlab R2008a is broken (thanks to Slim Bridji for reporting)
• homotopy mode 3 is broken
• BVAR à la Sims: Dynare doesn't accept integer values for tau and lambda parameters (thanks to Aqua for reporting)