Dear all,
Is there a way to incorporate integrals in dynare code? For example, I have an integral of a distribution that is too complicated to do by hand. It also involves a lot of other variables. Therefore, I solved the integral with the symbolic toolbox, but as it is too complicated it was not solved. It is still depended on the variables in the integral. Therefore, is there a way for Dynare to solve it once the integral is included in a DSGE model, where some variables of it can be defined outside of the interval.
Many thanks.
Kind regards,
Demetris
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Integrals in Dynare
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Integrals in Dynare
by dkoursa » Fri May 19, 2017 1:27 pm
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Re: Integrals in Dynare
by jpfeifer » Mon May 22, 2017 5:49 pm
In principle Dynare could handle integrals via external functions, but not in the way you envision it. Dynare will not solve integrals for you (apart from the expecations in the rational expectations context)
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