• MeeTing

Identification

Local identification

• keyword + option in preprocessor
• entry function: dynare_identification (move to special directory)
• polishing
  • change default of prior_mc
  • add declaration of parameter list
  • set parameter values at which to check identification

  • rename options_ident.prior_range -> use_prior_shape (+ preprocessor)

  • streamline output
    • rank condition
    • if not satisfied, why ?
• needs documentation + test
• further developments:
  • SVD decomposition of Jacobian matrix
  • derivative of Kalman filter for derivative of information matrix
    • (also useful for optimization)
• References: Helsinki Conference paper + papers cited there in

Global identification

• exploration stage
• consequences for unicity of steady state
• provide 2nd derivatives of the static model

Steady State

• check global/local use of M_.params when some parameters are changed in the computation of the steady state (partially done)
• explore possibility of providing 1st and 2nd derivatives of analytical steady state with respect to parameters
• steady_state_model:
  • provide for call to fsolve() with Dynare model sub-blocs (equation tag ?) (to be implemented)
  • exceptions (return with penalty) for some parameter and endogenous variable values
  • allow # expressions in steady_state_model (derivatives are transparent)
  • allow for modification of parameters in steady_state_model (! derivatives)
• STEADY_STATE operator: derivative with respect to parameter is NOT zero in dynamic model. Derivative of steady state with respect to parameter needs to be provided to dynamic model derivator (current bug)

Parallel toolbox