Hi all!

I am currently performing stochastic simulations for a large-scale model with 37 sectors and I need 3rd order approximations to capture the uncertainty shocks.

The model features:

```
MODEL SUMMARY
Number of variables: 2520
Number of stochastic shocks: 814
Number of state variables: 814
Number of jumpers: 1
Number of static variables: 1705
```

However, when running the 3rd order approximations of the following:

```
stoch_simul(order=3,pruning,periods=0,irf=0,nofunctions);
```

An error message shows up and informs me to reduce the order of approximations:

```
Starting Dynare (version 5.1).
Calling Dynare with arguments: none
Starting preprocessing of the model file ...
Substitution of exo lags: added 740 auxiliary variables and equations.
Found 2520 equation(s).
Evaluating expressions...done
Computing static model derivatives (order 1).
ERROR: The dynamic derivatives matrix is too large. Please decrease the approximation order.
```

It instructs me to decrease the approximation order, which would not work for me as 3rd order is required to generate GIRFs. I still choose to experiment with order=2, and it could be executed (albeit for a long period of time). I wonder is there a way for me to work around this for order=3? Is this generally doable (e.g. using “use_dll”) ?

Thanks in advance!