Pruning algorithm in Dynare 4

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Pruning algorithm in Dynare 4

Postby pkaradi » Thu Feb 26, 2009 10:24 am

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
pkaradi
 
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