Dear All,
I have a problem of explosive stochastic simulations for large shocks using a second order approximation of a medium sized model coded in Dynare 4. It would be nice to try whether the pruning algorithm of Kim, Kim, Schaumburg, Sims (2008) would help me that has been implemented in Dynare 3. ( viewtopic.php?f=2&t=1669&p=2880&hilit=large+shock#p2880 ) Is it implemented in Dynare 4?
Thank you: Peter
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Pruning algorithm in Dynare 4
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As Dynare 4 is the current Dynare version, there forum is now close. Post new question in the Dynare Help Forum.
As Dynare 4 is the current Dynare version, there forum is now close. Post new question in the Dynare Help Forum.
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Pruning algorithm in Dynare 4
by pkaradi » Thu Feb 26, 2009 10:24 am
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