analytical derivatives in dynare++

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analytical derivatives in dynare++

Postby jasierraji » Tue May 20, 2014 6:17 pm

Hi all,

Here are 2 quick questions about Dynare++ (hopefully for Mr. Ondra Kamenik!):

1 - Does dynare++ use analytical derivatives to solve models up to the k-th order ?
2 - If so, is there a way to check the file/script where the expressions are created (much like in MATLAB-Dynare one can check the "mymodel_dynamic.m" functions ) ?

Thank you,
Jesus A. Sierra J.
jasierraji
 
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Re: analytical derivatives in dynare++

Postby MichelJuillard » Tue May 27, 2014 8:40 am

jasierraji wrote:1 - Does dynare++ use analytical derivatives to solve models up to the k-th order ?

Yes, it does
jasierraji wrote:2 - If so, is there a way to check the file/script where the expressions are created (much like in MATLAB-Dynare one can check the "mymodel_dynamic.m" functions ) ?

No, the expressions exist only in memory.

Best

Michel
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Re: analytical derivatives in dynare++

Postby jasierraji » Fri May 30, 2014 2:02 pm

Thank you very much Mr. Juillard.
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