Dear All,
Does anybody know there exists code for simulating the fourth-order accurate solution of Dynare++, using the pruning scheme?
Dynare allows to simulate the second- and third-order accurate solutions using pruning (but not the fourth-order solutions).
Thank you very much in advance!
Robert Kollmann
robert_kollmann@yahoo.com
http://www.robertkollmann.com
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simulating fourth-order solution using pruning scheme
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simulating fourth-order solution using pruning scheme
by kollmann » Thu Nov 13, 2014 1:59 pm
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Re: simulating fourth-order solution using pruning scheme
by jpfeifer » Fri Nov 14, 2014 6:15 am
Dear Robert,
such a code does not (yet) exists. Dynare++ does only simulate using the unpruned state space. You would have to extract the g_0 to g_4 matrices yourself in Matlab and then implement the pruned simulation yourself. This is cumbersome, but should be straightforward.
such a code does not (yet) exists. Dynare++ does only simulate using the unpruned state space. You would have to extract the g_0 to g_4 matrices yourself in Matlab and then implement the pruned simulation yourself. This is cumbersome, but should be straightforward.
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