Hi, I'm trying to do an exercise similar to Devereux Sutherland 2007, 2009 and in order to calculate how portfolio allocations vary over time I need third order approximations. Unfortunately their program is not online and I was wondering whether I could do that with Dynare ++. I read The tutorial and followed the instructions but when I try to give the command: dynare++ example1.mod I get an error saying Error using ==> dynare
Too many output arguments.
I would like to know if with dynare++ I can replicate those papers on changes over time of portfolio allocations and I would like to know how to run dynare++ properly.
Many Thanks,
isabella
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Third Order Approximations
by isabella » Mon Jun 15, 2009 7:06 pm
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Re: Third Order Approximations
by jpfeifer » Fri Mar 22, 2013 7:37 am
Dynare itself now supports third order. There, you could do it, but not out of the box, see also
. You could only use Dynare's capabilities to implement e.g. the Devereux/Sutherland algorithm.http://www.dynare.org/phpBB3/viewtopic.php?f=1&t=2493
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