• ReleaseNotes

Version 4.0.4

• Fixed forecasting after stoch_simul
• Fixed crash of the smoother when only one exogenous variable
• Fixed issue with compilation of MEX files under 64 bits platforms with Matlab R2009a
• Fixed name clash when MOD file is called "ramsey.mod" and computes optimal policy
• Fixed USE_DLL option at order 2
• Updates to the reference manual in sections on model resolution and estimation

Version 4.0.3

• Many bugfixes, including:
  • fixed estimation of constants in linear models
  • determistic exogenous now work when there is more than one such variable
  • fixed recursive estimation
  • fixed OSR
  • fix to interface to Global Sensity Analysis toolbox
  • "simul" and "periods" options are now accepted simultaneously by "stoch_simul"
  • preprocessor no longer crashes when there is an unexpected EOF
  • operator precedence is now correct in macro-processor
  • estimated_params_init and estimated_params_bounds now work in conjunction with correlation of endogenous variables
  • fixed bug in the macro-processor, when the body of a @#for loop is empty
  • fixed memory management bug in the preprocessor related to the filename being parsed
  • fixing bug for mode_compute=5,6
• build_matlab.m script works on Matlab for Windows 64 bits
• Structures M_ and options_ are saved in the "_results.mat" output file
• Structure bayestopt_ is saved in the "_mode.mat" output file
• Added option "notmpterms" to preprocessor, for disabling computation of temporary terms
• Macro processor reports the location of @#for or @#if statement when not matched by an @#endfor or an @#endif
• Many updates to the reference manual for 4.0 (which is not yet finished)
• All code source is now under a free license (GNU General Public License 3 for most of them)
• All documentation (including user guide) now licensed under the GNU Free Documentation License 1.3

Version 4.0.2

• Fixed bugs in Kalman filter and smoother
• Fixed bug with "corr" statement of "shocks" block
• Added error message if number of equations differs from number of endogenous variables (except when doing optimal policy computation, or standalone BVAR estimation)
• Fixed bugs with "dynatype" and "dynasave" commands
• Fixed name collisions with Matlab functions "sec2hms" and "bicgstab"
• Fixed some licensing issues
• Removed obsolete "dr_algo" option
• Fixed crashes under Octave due to graphics limitations
• Added error message when model local variables (pound sign expressions) are used outside model scope
• Included AIM subdirectory in packaging
• Estimation: modified computation of log(det(invhess)) to solve cases in large models where det(invhess) is smaller than machine precision

Version 4.0.1

Bugs fixed

• some files are missing in Debian and Ubuntu packages (only affects Matlab users who don't have the Statistics Toolbox)

• 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)

Improvements

• new solve_algo=4 for computing steady state: similar to solve_algo=2, except that it behaves differently when the Jacobian becomes nearly singular or badly scaled
• homotopy procedures are more verbose