Dear Experts
In my model, the transitional path of one variable is determined by exogenous growth of technology. I wrote a external function to determine the dynamic of this variable, and allow the model block of Dynare to call this function. However, with this approach, it takes very long time for Dynare to solve the model.
To save time, I was wondering if it is possible to do the following. First, solve the dynamic of this variable in matlab and save the transitional path. Then, ask Dynare to load the resulted data. If this can't be done, is there any other way to speed it up?
Appreciate your help!
xuduan
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external function
by xuduan » Tue Apr 26, 2011 3:11 pm
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Re: external function
by SébastienVillemot » Mon May 23, 2011 3:22 pm
Do you provide the numerical derivatives of your function to Dynare?
If not, then it will probably speed up the computation and increase its accuracy if you do.
If not, then it will probably speed up the computation and increase its accuracy if you do.
Sébastien Villemot
Economist at OFCE – Sciences Po
Economist at OFCE – Sciences Po
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