DSGE.jl Versions Save

• Package officially compatible with 0.7, 1.0, 1.1
• Enable parameter blocking in Metropolis-Hastings algorithm
• Functionality to simulate data from a model
• Expanded test suite and example files

• Breaks out SMC and Model Constructor objects into SMC.jl and ModelConstructors.jl
• MH can just take vector of Parameters, likelihood function, and data (like SMC but still exists only in DSGE.jl package)
• DSGE.jl depends on SMC.jl and ModelConstructors.jl but for users who only need SMC or Model Constructor utilities, don't need to load DSGE.jl package anymore
• Bug Fixes and cleanup

Adds the ability to easily create packets of results from estimating and forecasting a DSGE model. An example script is provided in docs/examples/make_packet.jl.

Bug fixes and cleanup

Adds Sequential Monte Carlo (SMC) as an alternative to Metropolis Hastings for estimating models. Latest release with all bug fixes and speed improvements (it's also now integrated into master as opposed to being on the separate smc branch).

v0.6.0 (2019-06-25)

Diff since v0.5.1

v0.5.1 (2019-06-07)

Diff since v0.5.0

Closed issues:

• test DSGE fails (#23)
• ERROR: MethodError: no method matching Array{Optim.OptimizationState{DSGE.Csminwel,T},1} where T() (#18)

v0.5.0 (2019-06-04)

Breaking changes

• Upgraded all code for use with Julia v0.7.0.
• Changed file-saving dependency from JLD to JLD2.
• Updated data loading and other machinery to rely on the Missing type for missing data as opposed to NaN.

Diff since v0.4.2

Merged pull requests:

• Update .travis.yml (#20) (musm)

New features and enhancements

• Implement benchmarking suite to benchmark code performance.
• Make DSGE compatible with improvements to the Kalman filter( all commits starting from 3831125 in StateSpaceRoutines.jl)

Bug fixes and cleanup

• Clean up unit tests.
• Clean up travis file.
• Fix dependency issues with NLOpt and Optim.

Bug fixes and cleanup

• Addressed deprecations and warnings for:

  • Non-vectorized functions (e.g. log, !)
  • vcat on DataFrames with different column names
  • Optimization-related functions for new releases of Optim.jl
  • Array declaration

• Tidied:

  • Plotting code
  • Means and bands computation
  • Various models
  • Scenarios code
  • Tests