3rd order approximation
Posted: Tue Nov 11, 2014 7:35 pm
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?
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?