permit Dynare to compute k order perturbation
The current restriction is order ≤ 3.
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- Sébastien Villemot assigned to @sebastien
assigned to @sebastien
- Sébastien Villemot mentioned in commit preprocessor@e89dd9cb
mentioned in commit preprocessor@e89dd9cb
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Other related commits:
- in the preprocessor: preprocessor@6fa115ae, preprocessor@e3a3992c, preprocessor@571b5d08
- in the k-order DLL: 86a607a4, 2dc988b6
And also many other simplification and modernization commits in Dynare++ and the k-order DLL
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mentioned in commit preprocessor@bbab112d
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Essentially it should now be possible to use an arbitrary approximation order in
stoch_simul
(up to computational limits).Feedback welcome.
@JohannesPfeifer It would be great to adapt
decision_rules/third_order/FV2011.mod
for a higher order. Do you know at which order the Mathematica-computed policy functions are available? Collapse replies - Developer
I would need to check. But nowadays I would probably rather cross-check the results with RISE.
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I have added in f1b16ced a test of policy functions at order 9 against the Burnside (1998, JEDC) model. It would be good to have a test against a more complex model, but for the time being I’m happy with it.
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This is essentially done, hence closing.
k-order still needs to be implemented in particle filter, but let's track it elsewhere.
- Sébastien Villemot closed
closed