Hi,
Can anyone tell me how the matrices g_0, g_1, g_2, and g_3 are organized? I mean the order of variables and derivatives for each matrix.
I know there are some issues with the third order approximation so I want to compare dynare's solution with dynare ++.
Pablo A. Guerron
Dynare forums
Forums for asking questions, posting comments and uploading examples related to Dynare
Structure of g_2 and g_3
Forum rules
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
2 posts
• Page 1 of 1
Structure of g_2 and g_3
by pguerron » Thu Oct 21, 2010 3:15 pm
- pguerron
- Posts: 6
- Joined: Fri Oct 01, 2010 2:06 pm
Re: Structure of g_2 and g_3
by SébastienVillemot » Tue Nov 02, 2010 1:32 pm
See the reference manual in the section about "stoch_simul", everything is explained in detail.
Also note that for computing 3rd order approximation, Dynare internally uses Dynare++, so you should get the same results. Be sure to use Dynare 4.1.3, since previous versions had bugs w.r. to 3rd order.
Best,
Also note that for computing 3rd order approximation, Dynare internally uses Dynare++, so you should get the same results. Be sure to use Dynare 4.1.3, since previous versions had bugs w.r. to 3rd order.
Best,
Sébastien Villemot
Economist at OFCE – Sciences Po
Economist at OFCE – Sciences Po
- SébastienVillemot
- Posts: 706
- Joined: Fri Dec 07, 2007 2:29 pm
- Location: Paris, France
2 posts
• Page 1 of 1
Who is online
Users browsing this forum: No registered users and 6 guests