[DynareDev] k_order_pert.dll

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

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Johannes Pfeifer

Friesenwall 104

50672 Köln

Tel.: +49-221-29873852

Mobil.: +49-170-6936820

Germany