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
Dynare forums
Forums for asking questions, posting comments and uploading examples related to Dynare
simulating fourth-order solution using pruning scheme
Forum rules
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
2 posts
• Page 1 of 1
simulating fourth-order solution using pruning scheme
by kollmann » Thu Nov 13, 2014 1:59 pm
- kollmann
- Posts: 5
- Joined: Fri Feb 01, 2013 5:17 pm
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.
- jpfeifer
- Posts: 6940
- Joined: Sun Feb 21, 2010 4:02 pm
- Location: Cologne, Germany
2 posts
• Page 1 of 1
Who is online
Users browsing this forum: No registered users and 7 guests