Skip to content

v1.2.0
Compare
Choose a tag to compare
@chenwilliam77 chenwilliam77 released this 27 Jan 15:43
· 840 commits to main since this release
v1.2.0
7d17b35
This commit was created on GitHub.com and signed with GitHub’s verified signature. The key has expired.
GPG key ID: 4AEE18F83AFDEB23
Expired
Learn about vigilant mode.

DSGE v1.2.0

Version Restrictions

  • Minimum CSV version is v0.8
  • Minimum ModelConstructors version is v0.2.4

New features and enhancements

  • Functions for calculating k-period ahead expectations and sums for measurement equation
  • Time-varying information sets for regime-switching
  • Time-varying imperfect awareness/credibility
  • Ability to use temporary policies during history (previously only available as alternative policy during forecast)
  • Refactor alternative policy code to use regime-switching
  • Regime-switching allowed during forecast for shock decompositions, deterministic trends, and trends
  • Regime-switching estimation of DSGE models using MH and SMC

Bug fixes and cleanup

  • Fix error in calculating the diagonal of the Hessian with parallel workers
  • Update tests to handle seed changes in Julia 1.5
  • Convert missing values to NaNs when calculating means and bands
  • Fix accidental assumption that all fixed parameters occur at the end of the parameter vector in Metropolis-Hastings
  • Fix incorrect parameter blocking in Metropolis-Hastings
  • Refactor regime-switching code to make it easier to use and maintain
  • Update syntax for HDF5 deprecations

Diff since v1.1.6

Closed issues:

  • test DSGE fails (#72)
  • Installation on Julia >= v1.1 broken on Windows (#100)
  • Missing website (#101)
  • Getting "Killed" message after forecasting completes (#108)
  • init_parameters! not working (#115)
  • metropolis_hastings() running too slow (#117)
  • metropolis-hastings draws fixed at the mode for some free parameters (#118)
  • Eval can be replaced by getfield in smooth (#120)

Merged pull requests:

  • diagm needs an AbstractVector and hcat makes a Matrix (#31) (@fratrik)
  • CompatHelper: bump compat for "DataStructures" to "0.18" (#102) (@github-actions[bot])
  • CompatHelper: bump compat for "JLD2" to "0.2" (#103) (@github-actions[bot])
  • CompatHelper: bump compat for "GR" to "0.52" (#104) (@github-actions[bot])
  • CompatHelper: bump compat for "Optim" to "1.0" (#105) (@github-actions[bot])
  • CompatHelper: bump compat for "HDF5" to "0.14" (#111) (@github-actions[bot])
Assets 2
Loading