Hi,
Can anyone tell me how the matrices g_0, g_1, g_2, and g_3 are organized? I mean the order of variables and derivatives for each matrix.
I know there are some issues with the third order approximation so I want to compare dynare's solution with dynare ++.
Pablo A. Guerron
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Structure of g_2 and g_3
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Structure of g_2 and g_3
by pguerron » Thu Oct 21, 2010 3:15 pm
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Re: Structure of g_2 and g_3
by SébastienVillemot » Tue Nov 02, 2010 1:32 pm
See the reference manual in the section about "stoch_simul", everything is explained in detail.
Also note that for computing 3rd order approximation, Dynare internally uses Dynare++, so you should get the same results. Be sure to use Dynare 4.1.3, since previous versions had bugs w.r. to 3rd order.
Best,
Also note that for computing 3rd order approximation, Dynare internally uses Dynare++, so you should get the same results. Be sure to use Dynare 4.1.3, since previous versions had bugs w.r. to 3rd order.
Best,
Sébastien Villemot
Economist at OFCE – Sciences Po
Economist at OFCE – Sciences Po
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