v0.1.30

MacroModelling v0.1.30

Diff since v0.1.29

• faster higher order solution (optimised Sylvester, Lyapunov algorithms and avoid Kronecker realisations)
• no longer computes redundant higher order derivatives
• improved calibration tutorial
• output to dynare mod file translates unicode properly

Merged pull requests:

• Matrixequations (#54) (@thorek1)
• update documenter (#55) (@thorek1)

v0.1.29

MacroModelling v0.1.29

Diff since v0.1.28

• more use of sparsity and efficient algorithms for higher order solutions
• corrected pruned solutions and support across all relevant functions
• efficient implementation of model moments for pruned higher order solutions
• tutorial for calibration and method of moments
• improved docs

v0.1.28

MacroModelling v0.1.28

Diff since v0.1.27

Closed issues:

• Installation fails (#33)
• Memory resets in the tests? (#34)
• Summary is too technical (#36)
• State of the field is missing (#37)
• Performance claims (#38)
• CI tests still failing (#40)
• Clarify code example in paper (#49)

v0.1.27

MacroModelling v0.1.27

Diff since v0.1.26

Merged pull requests:

• CompatHelper: bump compat for ImplicitDifferentiation to 0.5 (#27) (@github-actions[bot])
• for loop model create (#41) (@thorek1)
• Accept strings (#43) (@thorek1)
• Autodiff sylvester (#45) (@thorek1)
• Improve estimation (#47) (@thorek1)

v0.1.26

MacroModelling v0.1.26

Diff since v0.1.25

• more tests on different platforms
• switched from IterativeSolvers to Krylov
• added Baxter and King 1993 model
• faster higher order solution (precalculating matrices)

Closed issues:

• PyCall break down when parameters format differently (#31)

Merged pull requests:

• CompatHelper: bump compat for ComponentArrays to 0.14, (keep existing compat) (#32) (@github-actions[bot])
• use SymPyPythonCall (#42) (@thorek1)

v0.1.25

MacroModelling v0.1.25

Diff since v0.1.24

Closed issues:

• CI tests failing (#35)

Merged pull requests:

• SymPy with PythonCall (#39) (@thorek1)

v0.1.24

MacroModelling v0.1.24

Diff since v0.1.23

v0.1.23

MacroModelling v0.1.23

Diff since v0.1.21

• added pruned second and third order perturbation solution
• get_solution now also returns higher order solutions
• fix kalman filter bounds check
• simulate returns levels by default

Closed issues:

• Simulating an AR1 process (#28)

Merged pull requests:

• Pruning (#29) (@thorek1)

v0.1.21

MacroModelling v0.1.21

Diff since v0.1.20

v0.1.20

MacroModelling v0.1.20

Diff since v0.1.19