Known bugs

Version 4.0.4

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

shocks_file option is missing
Debian/Ubuntu package for Matlab 7.4 R2007a (dynare-matlab7.4) doesn't work with Matlab R2006a; a workaround is explained in this forum message
there is a bug in DsgeSmoother.m for models with measurement errors (thanks for hlousek for reporting it) [fixed in snapshot on 9/25]
Octave crashes in mode_check.m, MakeAllFigures.m and PosteriorIRF.m, because of missing saveas() function (thanks to Gianni Lombardo for reporting) [fixed in snapshot]
estimation crashes when mode_file is specified, at least under Octave (thanks to Gianni Lombardo for reporting) [fixed in snapshot]

some files are missing in Debian and Ubuntu packages (only affects Matlab users who don't have the Statistics Toolbox) [fixed in 4.0.1]
typo at the top of DiffuseKalmanSmootherH1.m (thanks to Tsu-ting Tim Lin for reporting) [fixed in 4.0.1]
call to cumulative normal distribution is broken (thanks to Karl Walentin for reporting) [fixed in 4.0.1]
shocks_file option is missing
script for building MEX files under Matlab R2008a is broken (thanks to Slim Bridji for reporting) [fixed in 4.0.1]
homotopy mode 3 is broken [fixed in 4.0.1]
BVAR à la Sims: Dynare doesn't accept integer values for tau and lambda parameters (thanks to Aqua for reporting) [fixed in 4.0.1]