Dear all,
I would like to follow up on the discussion at the Dynare conference on
computation time at higher order. As far as I understand it, we have a
performance problem with estimation at higher order. Usually the Dynare
preprocessor computes the symbolic derivatives once and then we access them
to compute the solution. But when using k_order_pert.dll, the Dynare++
engine will preprocess the model in each call for each parameter set. Is
this interpretation correct?
If yes, this looks like a bottleneck we should try to avoid.
Best,
Johannes
--
Johannes Pfeifer
Friesenwall 104
50672 Köln
Tel.: +49-221-29873852
Mobil.: +49-170-6936820
Germany