We are pleased to announce the release of Dynare 4.6.4.
This maintenance release fixes various bugs.
The Windows, macOS and source packages are already available for download at the Dynare website.
All users are strongly encouraged to upgrade.
This release is compatible with MATLAB versions ranging from 7.9 (R2009b) to 9.10 (R2021a), and with GNU Octave version 6.2.0 (under Windows).
Here is a list of the problems identified in version 4.6.3 and that have been fixed in version 4.6.4:
 Passing multiple shock values through a MATLAB/Octave vector in a
mshocks
block would not work  The
mode_compute=12
option was broken  The
use_mh_covariance_matrix
option was ignored  The
load_mh_file
option together withmh_replic=0
would not allow computingmoments_varendo
for a different list of variables  The
forecast
option was ignored when usingmode_compute=0
without a modefile to execute the smoother  The
discretionary_policy
command would crash in the presence of news shocks  The
ramsey_constraints
block would crash if the constraints contained definedparameters
 Identification would display a wrong error message if a unit root was present and
diffuse_filter
had been set  Particle filter estimation would crash if the initial state covariance became singular for a draw
 Particle filter estimation would crash if
k_order_solver
option was specified withoptions_.particle.pruning
 The initial state covariance in particle filter estimation could be
NaN
when usingnonlinear_filter_initialization=2
despiteoptions_.particles.pruning=1
 Output of
smoother
results when using particle filters would be based onorder=1
 Output of
moments_varendo
results when using particle filters would be based onorder=1
 When decreasing the
order
in.mod
files,oo_.dr
could contain stale results from higher orders  Estimation results using the particle filter at
order=3
would be incorrect if the restricted state space differed from the unrestricted one  The
mode_compute=102
option (SOLVEOPT) could return withInf
instead of the last feasible value  Using
analytic_derivation
for Bayesian estimation would result in wrong results when the multivariate Kalman filter entered the steady state stage  Using
analytic_derivation
for maximum likelihood estimation would result in a crash  When using the Bayesian smoother with
filtered_vars
, the field forFiltered_Variables_X_step_ahead
used the length of vector instead of the actual steps infilter_step_ahead

mode_compute=1,3
crashed whenanalytic_derivation
was specified 
mode_compute=1,3,102
did only allow for postMATLAB 2016a option names  The
cova_compute=0
option was not working with userdefinedMCMC_jumping_covariance
 The
mode_compute=1
option was not working withanalytic_derivation
 Not all commands were honouring the
M_.dname
folder when saving  LaTeX output of the simulated variance decomposition for observables with measurement error could have a wrong variable label
As a reminder, the list of new features introduced in versions 4.6.x can be found in the release notes for 4.6.0.