3rd order for big model

Dear all,

I have a concern about working with risk/uncertainty shock with a big model (multisector model). As a common practice, the 3rd order is required. In the past, I noticed it takes a lot of resources to do it and NLMA toolbox can provide a shortcut for the IRFs. I wonder if there is any innovation from DYNARE to improve the computational constraints. I am quite sure 3rd order is hard to have for more than 100 equations model.

Thank you so much.

No, there is nothing. You can only profile your code and see where the bottlenecks are. Sometimes, different solvers for the Lyapunov equation help.