Dynare++ v. 1.3.5 available

Dear all,

new version of Dynare++ can be now downloaded (binaries for Windows, Linux and source codes).

The main improvements since version 1.3.3 include:

  • allowing multiple leads (i.e. leads +2, +3, …)

  • implemented calculation of ergodic distribution statistics in real-time; useful if samples cannot fit into the memory

  • added an option controlling tolerance of the non-linear solver; useful if conditioning of the system of equations makes it impossible to hit formerly hardwired tolerance

  • variance-covariance matrix can be positive SEMI-definite

The main bug fixes since version 1.3.3 include:

  • corrected a bug in numerical integration; thanks to Eric Swanson

  • corrected a bug of occassionaly wrong evaluation of higher order derivatives of integer powers; thanks to Pawel Zabczyk

  • corrected a bug of wrong representation of NaN in generated M-files on Windows; thanks to forum

  • corrected a buggy interaction of multiple leads and optimal policy; thanks to me

  • corrected a bug of too generous storing of derivatives in the parser consuming much of memory; thanks to Pawel Zabczyk

enjoy!

Ondra K.