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3rd order approximation

PostPosted: Tue Nov 11, 2014 7:35 pm
by Nemo4t
Hello,

I am working on the attached model (here expressed as 2nd order approximated) but I am facing some problem with the 3rd order approximation technique.
In particular, as displayed at page 47 of Dynare 4.4.2 manual, launching the program using stoch_simul(order=3), Matlab will work on a model expanded using Taylor procedure as illustrated by the formula:

yt = ys + G0 + G1zt + G2(zt * zt) + G3(zt * zt * zt)

Once calculated, I would like to display every single matrix of the above formula but I just don’t know how, can anyone indicate a way to do that?

Re: 3rd order approximation

PostPosted: Wed Nov 12, 2014 8:38 pm
by jpfeifer
They are stored in oo_.dr as documented in the manual. Take a look into the simult_.m function (at the end of it) to see how the matrices are used.