Dynare ทุกเวอร์ชันและเวอร์ชันเก่า

We are pleased to announce the release of Dynare 7.2.
This maintenance release fixes various bugs.
The Windows, macOS, MATLAB Online and source packages are available for download at the Dynare website.
This release is compatible with MATLAB versions ranging from 9.8 (R2020a) to 26.1 (R2026a), and with GNU Octave versions ranging from 8.4.0 to 11.3.0 (NB: the Windows package requires version 11.3.0 specifically).
Here is a list of the problems identified in version 7.1 and that have been fixed in version 7.2:
- Under Windows, after solving a model at third order or higher (or used the k_order_solver option), MATLAB would not properly exit (would stay as a zombie process if launched via the graphical interface, or would deadlock if launched in batch mode)
- Estimation
- A normalization issue in the computation of the modified harmonic mean marginal data density was fixed that resulted in Inf in pathological cases
- posterior_sampling_method='slice' option: some prior draws were incorrectly accepted, causing excess variance in the posterior
- The SaveFiles option of mode_compute=5 optimizer would overwrite the temporary files of other workers when a parallel context was used
- OccBin: inconsistent error-handling could cause crashes in some cases
- dseries:
- from syntax: the result would be incorrect when a variable name was the prefix of another variable name
- from syntax: any keyword beginning with to or do was mistakenly taken for a to or a do, leading to a crash
- The disp method would fail with a single input argument
- The struct2dseries command would fail for all sub-annual frequencies
- year/subperiod methods would return wrong values for weekly dates
- The dates constructor would return an empty object for the weekly frequency
- The string2freq command did not know the weekly frequency code 'W'
- Bi-annual frequency code 'S' (from freq2string) was not recognized by string2freq/isfreq, which only knew 'H'
- Indexing an empty dates object would build wrong dates
- Yearly difference/growth rate were wrong for weekly data — lag was fixed at 52 periods, but ISO years can have 53 weeks
- Yearly difference/growth rate wrong for daily data — lag was fixed at 365 days, ignoring leap years
- Weekly dates for years before year 0 were silently accepted but built invalid/unprintable objects — they are now rejected, since the week-since-year-0 encoding doesn’t extend to negative years
- epilogue block:
- The result would be incorrect when a variable name was the prefix of another variable name
- The computation could return NaN at some early dates instead of the expected value in some cases where a variable was lagged and another variable was not lagged but contained NaN in the first periods
As a reminder, the list of new features introduced in versions 7.x can be found in the release notes for 7.0.

We are pleased to announce the release of Dynare 7.1.
This maintenance release fixes various bugs.
The Windows, macOS, MATLAB Online and source packages are available for download at the Dynare website.
This release is compatible with MATLAB versions ranging from 9.8 (R2020a) to 26.1 (R2026a), and with GNU Octave versions ranging from 8.4.0 to 11.1.0 (NB: the Windows package requires version 11.1.0 specifically).
Here is a list of the problems identified in version 7.0 and that have been fixed in version 7.1:
- Heterogeneity:
- Complementarity conditions present in the model(heterogeneity=…) block were interpreted with the wrong sign (i.e. the sign opposite to what the documentation says).
- Aggregate variables that only appeared in the heterogeneous model block were not detected as present in the model.
- The conditional_forecast command on an estimated model would not correctly update the parameter vector.
- OccBin:
- With two constraints, OccBin would crash if max_check_ahead_periods option is finite.
- The PKF smoother would crash if the decision rules need to be recomputed.
- The relaxation algorithm would crash if a parameter draws produced a single-period binding regime.
- Shock decomposition would crash if the smoother entered a periodic regime loop.
- The contemp_reduced_form option of the sbvar command was broken.
- In a shock_paths block, the syntax self.EXOGENOUS_NAME would not work when referring an exogenous variable declared in a previous shock_paths block.
As a reminder, the list of new features introduced in versions 7.x can be found in the release notes for 7.0.

We are pleased to announce the release of Dynare 6.5.
This maintenance release fixes various bugs.
The Windows, macOS, MATLAB Online and source packages are available for download at the Dynare website.
This release is compatible with MATLAB versions ranging from 9.5 (R2018b) to 25.2 (R2025b), and with GNU Octave versions ranging from 7.1.0 to 10.3.0 (NB: the Windows package requires version 10.3.0 specifically).
Here is a list of the problems identified in version 6.4 and that have been fixed in version 6.5:
- Several issues in the nonlinear solver, used in e.g. numerical steady state computations, were fixed:
- it only directly accepted initial values equal to the solution if the Jacobian contained NaN or Inf; otherwise, the numerical solver was uselessly started
- it erroneously accepted initial guesses with complex values when randomizing the starting point
- it erroneously accepted initial guesses that contained Inf
- Optimization would, in rare cases, erroneously apply an infinite penalty function value
- In rare cases, the multivariate diffuse Kalman filter/smoother (kalman_algo=3) did not correctly exit the diffuse stage
- The following problems with the estimation command were fixed:
- the point forecasts triggered by the forecast option did not take shock uncertainty into account
- the keep_kalman_algo_if_singularity_is_detected option did not work as advertised (option will be removed in Dynare 7)
- the EndTemperature suboption of the mode_compute=10 option (“simpsa”) was broken
- the mh_posterior_mode_estimation option was broken in conjunction with the method_of_moments command
- the nodecomposition option did not suppress all variance decompositions
- the posterior_sampling_method='slice' option did not save all files in the correct folder
- the mh_recover option did not work correctly in conjunction with the posterior_sampling_method='slice' and posterior_sampler_options=('save_tmp_file', 1) options
- the results of mode-finding were not correctly stored in oo_.posterior_mode for shock and measurement error correlations
- The following problems with non-linear filters were fixed:
- the manual incorrectly stated that 1,000 instead of 5,000 particles was the default
- the estimation command did not allow the pruning option to be set for higher-order estimation
- combining options filter_algorithm=cpf and proposal_approximation=montecarlo of the estimation command returned incorrect results
- the suboptions 'unscented_beta' and 'unscented_kappa' of the particle_filter_options option of the estimation command did not accept values of 0
- the filter_algorithm=gf and filter_algorithm=gmf options of the estimation command did not correctly handle correlated measurement error
- The confidence bands of classical forecasts had incorrect coverage
- Several issues with the forecast command used with exogenous deterministic variables (declared with the varexo_det command) were fixed:
- without measurement errors, it would store the upper bound of the confidence interval in the HPDinf field and the lower bound in the HPDsup field
- with multiple measurement errors it would crash if not all observables were requested as outputs
- it would assign the output to the wrong variable names if a variable list was specified after the command
- The discretionary_policy command did not accept the planner_discount_latex_name option, contrary to what the documentation says
- The outfile option of the smoother2histval command would produce an incorrect file on models with two lags or more, leading to incorrect results when loading that file with the histval_file command
- OccBin would occasionally crash upon encountering invalid parameter vectors
- The example1_reporting.mod example file was broken
As a reminder, the list of new features introduced in versions 6.x can be found in the release notes for 6.0.

We are pleased to announce the release of Dynare 6.4.
This maintenance release fixes various bugs.
The Windows, macOS, MATLAB Online and source packages are available for download at the Dynare website.
This release is compatible with MATLAB versions ranging from 9.5 (R2018b) to 25.1 (R2025a), and with GNU Octave versions ranging from 7.1.0 to 10.2.0 (NB: the Windows package requires version 10.2.0 specifically).
Here is a list of the problems identified in version 6.3 and that have been fixed in version 6.4:
- Several issues with the perfect_foresight_with_expectation_errors command:
- when used with no endval/endval(learnt_in=1) block but an endval(learnt_in=t) block with t>1, convergence could fail if homotopy was needed
- combined with homotopy_marginal_linearization_fallback, it would return incorrect results
- it would crash with homotopy_marginal_linearization_fallback option if there were several distinct shocks or endval blocks with the learnt_in option
- Using the model_diagnostics command with the bytecode option of the model block or the model_options command would crash if the static Jacobian was singular
- The discretionary_policy command with the noprint option would crash when encountering a problem instead of continuing
- Using the ramsey_model command with models declared as linear would crash during preprocessing when there is a lead/lag greater than 1 on endogenous variables or any lead/lag on exogenous variables
- Using the identification command with the slice sampler would crash if the slice_initialize_with_mode option was used
- The particle filter option resampling_method of the estimation command was broken
- The output=third preprocessor option would not work if no computational commands were present in the .mod file
As a reminder, the list of new features introduced in versions 6.x can be found in the release notes for 6.0.

We are pleased to announce the release of Dynare 6.3.
This maintenance release fixes various bugs.
The Windows, macOS, MATLAB online and source packages are available for download at the Dynare website.
This release is compatible with MATLAB versions ranging from 9.5 (R2018b) to 24.2 (R2024b), and with GNU Octave versions ranging from 7.1.0 to 9.4.0 (NB: the Windows package requires version 9.4.0 specifically).
Here is a list of the problems identified in version 6.2 and that have been fixed in version 6.3:
- OccBin with option smoother_inversion_filter would crash the MCMC estimation if the filtered_variables or filter_step_ahead options were used
- OccBin with option smoother_inversion_filter would use the PKF if mh_replic>0
- OccBin with option smoothed_state_uncertainty would crash Dynare if the MCMC smoother was run after the classical one
- OccBin’s smoother would crash when encountering an internal error due to the output of the linear smoother not having been computed
- Calling model_info with differentiate_forward_vars would crash
- The identification command would compute the asymptotic Hessian via simulation instead of via moments as intended
- The identification command would crash during prior sampling if the initial draw did not solve the model
- The gsa_sample_file was broken
- Optimization algorithm mode_compute=5 (newrat) would crash with analytic_derivation
- The discretionary_policy command would crash if the model was purely forward-looking
- The dsample command would crash
- The conditional_forecast_paths block did not accept vector inputs
- For MCMC chains with fewer than 6000 draws, the default number of sub_draws used to compute posterior moments was incorrect
- Bi-annual dates (e.g. 2024S1 or 2024H1) were not accepted within Dynare statements
- Plotting dseries did not correctly show dates on the x-axis
As a reminder, the list of new features introduced in versions 6.x can be found in the release notes for 6.0.