Dev August 2019

dev@dynare.org

2 participants
2 discussions

Re: [DynareDev] How to evaluate dynamic g4
by Sébastien Villemot 06 Aug '19

06 Aug '19

Le mardi 06 août 2019 à 07:38 +0000, Willi Mutschler a écrit : > indeed I want to evaluate all g1, g2, g3, and g4 files one after the > other, so what would be the optimized way to do so in terms of > temporary terms computation? I think it is: T = NaN(sum(M_.dynamic_tmp_nbr(1:5)));T = feval([M_.fname, '.dynamic_g4_tt'], oo_.dr.ys(l), oo_.exo_steady_state', M_.params, oo_.dr.ys, 1);g1 = feval([M_.fname, '.dynamic_g1'], T, oo_.dr.ys(l), oo_.exo_steady_state', M_.params, oo_.dr.ys, 1, false);g2 = feval([M_.fname, '.dynamic_g2'], T, oo_.dr.ys(l), oo_.exo_steady_state', M_.params, oo_.dr.ys, 1, false); g3 = feval([M_.fname, '.dynamic_g3'], T, oo_.dr.ys(l), oo_.exo_steady_state', M_.params, oo_.dr.ys, 1, false);g4 = feval([M_.fname, '.dynamic_g4'], T, oo_.dr.ys(l), oo_.exo_steady_state', M_.params, oo_.dr.ys, 1, false); The first two lines compute the temporary terms up to 4th order. The last four lines computes the matrices that you're interested in. The last argument equal to "false" means that temporary terms should not be recomputed. -- Sébastien Villemot Economist at CEPREMAP Dynare developer http://sebastien.villemot.name

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How to evaluate dynamic g4
by Willi Mutschler 05 Aug '19

05 Aug '19

Hello all, I was wondering how I can evaluate the dynamic g4 files? That is, after running a mod file with stoch_simul(order=4) the preprocessor creates - dynamic.m - dynamic_g1.m; dynamic_g1_nz.m; dynamic_g1_tt.m; - dynamic_g2.m; dynamic_g2_nz.m; dynamic_g2_tt.m; - dynamic_g3.m; dynamic_g3_nz.m; dynamic_g3_tt.m; - dynamic_g4.m; dynamic_g4_tt.m; Now I can evaluate the dynamic files up to third order using: [~, g1, g2, g3] = feval([M_.fname,'.dynamic'], oo_.dr.ys(I), oo_.exo_steady_state', M_.params, oo_.dr.ys, 1); g3 = unfold_g3(g3, length(oo_.dr.ys(I))+length(oo_.exo_steady_state')); %add symmetric elements What is the correct command to get g4? [~, g1, g2, g3, g4] = feval([M_.fname,'.dynamic'], oo_.dr.ys(I), oo_.exo_steady_state', M_.params, oo_.dr.ys, 1); is not working. Also, is g4 without symmetric elements, i.e. will I need to write something like unfold_g4.m as well? Thanks, Willi --- Dr. Willi Mutschler willi(a)mutschler.eu https://mutschler.eu Westfälische Wilhelms-Universität Institut für Ökonometrie und Wirtschaftsstatistik (Raum 305) Am Stadtgraben 9 48143 Münster Tel. +49 251 83-22954 Fax +49 251 83-22012 Sent with [ProtonMail](https://protonmail.com) Secure Email.

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Dev August 2019