math/dynare: Update from 4.5.1 to 4.5.3
PR: 223430
MFH: 2017Q4
Submitted by: fernando.apesteguia@gmail.com (maintainer)
Approved by: xxx (mentor)
#Differential Revision: https://reviews.freebsd.org/Dxxxxx
This release is compatible with MATLAB versions 7.3 (R2006b) to 9.3 (R2017b)
and with GNU Octave versions 4.2.
Here is a list of the problems identified in version 4.5.1 and that have been
fixed in version 4.5.2:
- Fixed bug in perfect foresight solver:
+ If expected shocks were declared after the terminal period, as specified by the periods option, Dynare was crashing.
+ Models declared with the linear option were crashing if exogenous variables were present with a lead or lag. - After ML or Bayesian estimation when the smoother option or mh_replic=0 were not specified, not all smoothed measurement errors were displayed.
- Fixed error in reference manual about the conditional_forecasts command.
- Fixed smoother behaviour, provide informative error instead of crashing when model cannot be solved.
- The nopathchange preprocessor option was always triggered, regardless of whether it was passed or not.
- When ramsey_policy is used, allow state variables to be set in histval block.
- histval erroneously accepted leads, leading to cryptic crashes.
- The prior MC draws from previous runs were not deleted, potentially resulting in loading stale files.
- estim_params_ was being declared global more than once.
- Fixed crashes happening when simulating linear models with order>1.
- Make empirical moments independent of simul_replic, as stated in the reference manual, by outputting moments computed with the first simulated sample.
- The prior_function required a preceding estimation-command to properly set up the prior.
- If the mode for a parameter was at exactly 0, mode_check was crashing.
- Fixed get_posterior_parameters-routine which should not do more than getting parameters. As a consequence, the shock_decomposition-command did not correctly set the parameter_set for use in subsequent function calls if shocks are correlated or measurement error is present.
- Fixed bug in Ramsey problem with constraints both on a policy instrument and another variable. Note that the constraint on a variable that is not an instrument of the Ramsey problem must be written with an equation tag in the model block.
- Fixed bug in Ramsey problem with constraints on policy instrument.
- Fixed crash with optimizer 5 when not used with DSGE model at order 1.
- Fixed mex file used for third order approximation (was crashing on Matlab/Windows 7).
- isfile routine was failing with MATLAB older than R2016b. This bug
did not affect Octave.