This release fixes a bug preventing the use of cubature in models with only a single shock, as well as updating various dependencies. It also changes how impulse responses are calculated in the presence of correlated shocks. Rather than following Dynare and using the Cholesky decomposition, DynareOBC now takes the matrix square root. In most cases, this is far more sensible. For example, in a symmetric multi-country model, with correlated productivity shocks across countries, taking the matrix square root ensures that the impulse responses are identical in all countries, something that is not true under the Cholesky decomposition
This is a minor bug fix release. Chiefly, this fixes a typo in the code for "fast" IRFs which was ca...
This paper replicates the study "A Model of Secular Stagnation: Theory and Quantitative Evaluation" ...
How is it possible to recover the state-space representation after solving a DSGE model in Dynare? ...
This is a pure bug fix release. The previous release failed when ran with the sparse option. This re...
This is chiefly a bug fix release. Previously, DynareOBC could give incorrect results on models with...
This is a bug-fixing replacement for the previous release. Two bugs are fixed. Firstly, there was a ...
This release adds the ability for DynareOBC to find parametric solutions to models with multiple bou...
This release introduces some significant improvements to cubature and IRF calculation. It also chang...
This release features assorted small improvements over the previous release, including: The paper...
This is a minor release. Changes follow: Bug fix for models including non-standard functions (e.g. ...
This releases introduces a major change to the core algorithm used to solve the LCP. In essence, rat...
This is a minor release with some slight improvements to the previous one, along with fixes for a fe...
This is a major new release incorporating improvements along many dimensions. The major changes are ...
This minor update fixes the URLs to download the required VC++ redistributables, as the previous one...
This is a bug-fix release. It fixes additional bugs in simulating models with multiple bounds, and i...
This is a minor bug fix release. Chiefly, this fixes a typo in the code for "fast" IRFs which was ca...
This paper replicates the study "A Model of Secular Stagnation: Theory and Quantitative Evaluation" ...
How is it possible to recover the state-space representation after solving a DSGE model in Dynare? ...
This is a pure bug fix release. The previous release failed when ran with the sparse option. This re...
This is chiefly a bug fix release. Previously, DynareOBC could give incorrect results on models with...
This is a bug-fixing replacement for the previous release. Two bugs are fixed. Firstly, there was a ...
This release adds the ability for DynareOBC to find parametric solutions to models with multiple bou...
This release introduces some significant improvements to cubature and IRF calculation. It also chang...
This release features assorted small improvements over the previous release, including: The paper...
This is a minor release. Changes follow: Bug fix for models including non-standard functions (e.g. ...
This releases introduces a major change to the core algorithm used to solve the LCP. In essence, rat...
This is a minor release with some slight improvements to the previous one, along with fixes for a fe...
This is a major new release incorporating improvements along many dimensions. The major changes are ...
This minor update fixes the URLs to download the required VC++ redistributables, as the previous one...
This is a bug-fix release. It fixes additional bugs in simulating models with multiple bounds, and i...
This is a minor bug fix release. Chiefly, this fixes a typo in the code for "fast" IRFs which was ca...
This paper replicates the study "A Model of Secular Stagnation: Theory and Quantitative Evaluation" ...
How is it possible to recover the state-space representation after solving a DSGE model in Dynare? ...