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Published July 20, 2017 | Version v2.30.1537
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tholden/dynareOBC: DynareOBC v2.30.1537

Creators

  • 1. University of Surrey

Description

This release removes the CubatureSmoothing option and replaces it with a new CubatureAcceleration one. This accelerates the convergence of the cubature rules using an iterated version of Aitken's Delta Squared process. Performance may be context dependent, so you should test the new option on your model.

Additionally, this release introduces a new test for P matrices, which may help detect uniqueness of solutions for a wider variety of models. This release also introduces a warning message about FastIRFs to discourage their use in the final version of a paper.

Furthermore, this release fixes a major bug which was preventing plots from displaying with Dynare v4.5.0, due to a change in some internal Dynare APIs. It also fixes a minor bug which might have resulted in some matrices being incorrectly classified as P matrices.

Files

tholden/dynareOBC-v2.30.1537.zip

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