dynamic model derivatives

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dynamic model derivatives

Postby mkolas » Mon Jun 02, 2014 8:00 am

Is there any way to prevent the preprocessor from calculating the second-order dynamic model derivatives without running stoch_simul with option order=1? I just want Dynare to produce the modefile_dynamic.m with first-order derivatives. I have figured out that I can impose it by using simul(periods=1) in the mod-file, but maybe there is a more efficient way.
Any help / suggestion would be highly appreciated.

Marcin
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Re: dynamic model derivatives

Postby jpfeifer » Mon Jun 02, 2014 8:11 am

If you could tell me what you are trying to do, there might be an easier way to achieve your goal.
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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Re: dynamic model derivatives

Postby mkolas » Mon Jun 02, 2014 8:40 am

I am using the Occbin toolkit which uses dynamic model derivatives produced by the preprocessor and stored in the *_dynamic.m file. Some of model variants do not satisfy the B-K conditions and hence are cannot be run with stoch_simul, which seems to me the only place where imposing order=1 prevents the preprocessor from calculating 2nd order model derivatives. In my case, calculating them is harmful since the model is quite big.
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Re: dynamic model derivatives

Postby jpfeifer » Fri Jun 06, 2014 3:03 pm

Did you try to use the noprint option of stoch_simul? That should suppress any crashes and continue running the file, i.e.
Code: Select all
stoch_simul(order=1,noprint)
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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Re: dynamic model derivatives

Postby mkolas » Fri Jun 06, 2014 3:14 pm

Thanks a lot, Johannes! I did not know that noprint suppresses any crashes. And your solution works about twice faster than my brute-force fix.
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