Dynare++1.3.5 vs. Dynare v3

[kuros]

I found that there are serious differences in 2nd order approximation simulation results between using Dynare++1.3.5 and Dynare v3. I used all same model with same standard deviations. If I used 2nd order apporximation for each cases, the simulation results should be same. Am I right?

Is it possibly a bug?

Thank you,

John

[OndraKamenik]

Dear John,

you are perfectly perfectly right (almost as my wife).

If you attach the example and tell where exactly are the differences, we could debug it.

Please, note that dynare++ calculates simulated ergodic distribution, but dynare calculates 2nd order accurate ergodic distribution for 2nd order accurate solution (called "theoretical mean and variance"). In future, I will add calculation of m-th order accurate ergodic distribution for k-th order accurate solution (where m and k might be different) to dynare++.

Ondra K.