Dear friends,

Sorry to post a trivial question. I am not familiar with higer-order approximation with pruning.

When I set “optPruning.computeIRF = 1” using MAndreason et.al(2013)'s package, IRFs for all volatility shocks shown up together. Actually, I hope there will be only desired IRFs for particular endogenous variables and shocks. May be it needs coding.

BP(2014)'s code is clear. But I am still confused how to replicate it even in calibration.

Besides, I also encountered the same problem as some users before:

dynare:k_order_perturbation: Caught Kord exception: NaN or Inf asserted in first order derivatives in FirstOrder::solve

??? Error using ==> print_info at 68

k_order_pert was unable to compute the solution

Error in ==> stoch_simul at 98

print_info(info, options_.noprint, options_);

I have tried but failed. Any tips or advice would be deeply appreciated! Thanks in advance.