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4b694a4117
Bug fix release. From ChangeLog: https://www.dynare.org/new-dynare-release/dynare-4.5.7-released * The mex-file conducting the QZ decomposition erroneously applied the qz_criterium to the square absolute value of eigenvalues instead of the absolute value itself (as done in mjdgges.m and the AIM solver). * In pathological cases, mode_compute=5 (newrat) might enter an infinite loop. * discretionary_policy might erroneously state that the derivatives of the objective function are non-zero if there are NaN present. * Dynare++, when conducting the QZ decomposition, erroneously applied the qz_criterium to the square absolute value of eigenvalues instead of the absolute value itself. * Dynare++: IRFs were incorrectly computed. * dynare_sensitivity did not display the figures of irf_calibration, it only stored them on the disk. * Scatter plots generated by dynare_sensitivity did not correctly display LaTeX names. * Parameter updating via steady state files did not correctly work in case of using [static]/[dynamic] equation tags. * Memory leaks in k_order_pert (used by higher order stochastic simulations) could lead to crashes. * Predetermined variables were not properly set when used in model local variables. * Posterior moment computation did not correctly update the covariance matrix of exogenous shocks during posterior sampling. * Dynare was crashing with a cryptic message if a non estimated parameter was initialized in the estimated_params_init block. * The forecast command crashed if the model was declared as linear and contained deterministic exogenous variables. * Block decomposition is broken when used in conjunction with varexo_det. * The model was not correctly specified when identification was run without another stochastic command in the .mod file (e.g. estimation, stoch_simul, etc.). * Realtime annualized shock decompositions added the wrong steady state value. * mh_recover option crashed when using slice sampler. * x-axis values in plots of moment restrictions were wrong for autocovariances. |
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