Download Latest Version
v1.3.0 source code.tar.gz (2.0 GB)
Get an email when there's a new version of DSGE.jl
| Name | Modified | Size | Downloads / Week |
|---|---|---|---|
| Parent folder | |||
| README.md | 2021-01-27 | 2.2 kB | |
| v1.2.0 source code.tar.gz | 2021-01-27 | 2.0 GB | |
| v1.2.0 source code.zip | 2021-01-27 | 2.0 GB | |
| Totals: 3 Items | 3.9 GB | 0 | |
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
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])