IRIS Toolbox Release 20140319 CRITICAL

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Downloads: 36
Released: Mar 19, 2014
Updated: Jun 3, 2014 by jaromirbenes
Dev status: Stable Help Icon

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Source Code IRIS_Tbx_20140319.zip
source code, 8611K, uploaded Mar 20, 2014 - 36 downloads

Release Notes

Critical Bug Fix
  • Critical bug fixed in optimal policy calculation in backend functions used by model/model. Lagrangian derivatives generated automatically for optimal policy models had some incorrect lags or leads when either model equations involved nonlinear terms with lags or leads of transition variables, or the loss function inolved lags or leads of transition variables.
New Features
  • Optimal policies are now available both under discretion and commitment. Use the new option 'optimal=' in model/model to control the type of optimal policy calculated; the option can be set to 'discretion' (default behavior as before) or 'commitment'.
Regular Updates
  • Issue 2 closed, new function VAR/assign added. The function allows to manually assign VAR system matrices.
  • Issue 3 closed, bug fixed. Tests for the number of solutions in model objects did not work properly for models with no backward looking variables.
  • Issue 5 closed, bug fixed. The function tseries/yearly displayed incorrectly tseries objects that started other than in the first period of a year.
  • Issue 7 closed. The issue solved by introducing a new function model/rollback, see the notes above.
  • Issue 9 closed, bug fixed. The function tseries/x12 did not accept cellstr in the option 'output='.
  • Issue 12 closed, bug fixed in tseries/convert. The option 'select=' did not do anything in the new implementation of tseries/convert.
  • New option in model/filter. The option 'initMeanUnit=' controls how the unit root processes are initialized in the Kalman filter.
Minor Backward Compatibility Issues
  • The option 'rollback=' in model/filter replaced with a separate function model/rollback. The new function takes an input database, and creates additional data sets (columns in the tseries for measurement variables) to run a rollback filter exercise.
  • The query 'A' should no longer be used in VAR/get and SVAR/get. There are now three other queries to request the transition matrix in various forms: 'A#', 'A*', and 'A$'. See documentation on VAR/get.

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