Implement pruning at order>3

The algorithm should follow Andreasen et al. (2018) as already implemented in simult_.m for orders 2 and 3. Should be done in the C++ routines of dynare_simul_ as discussed in 1e92e308 (comment 8364)

added enhancement label

changed the description

Actually, the manual says that order 2 is implemented using Kim, Kim, Schaumburg and Sims (2008) and order 3 uses Andreasen, Fernández-Villaverde and Rubio-Ramírez (2013).

KKSS were first. Andreasen et al (2018) (the 2013 working paper has been published in ReStud) nests KKSS at order 2 and outlines how to generalize to higher order.

Ok thanks. I’m going to update the reference to the published paper.

changed the description

mentioned in commit f7100632

assigned to @sebastien

See also Lombardo and Uhlig (2018).

mentioned in merge request preprocessor!4 (closed)

The relevant code seems to be fillTensors in decision_rule.hh of dynare++\kord\decision_rule.hh

Related: we need to investigate the speed differences, see #1773 (closed) It may be desirable to use straight Fortran code instead of Dynare++ routines.

changed milestone to %6.x

assigned to @normann and unassigned @sebastien

mentioned in issue #1773 (closed)

mentioned in merge request !1866 (closed)

mentioned in merge request !2147 (merged)

mentioned in commit 710589eb

mentioned in commit 801b774b