Dynare implements Andreasen’s pruning. There is no difference (I coded that part up). What is different is the way to compute IRFs. He uses analytical GIRFs, while Dynare’s GIRFs are currently simulation based.
Dynare implements Andreasen’s pruning. There is no difference (I coded that part up). What is different is the way to compute IRFs. He uses analytical GIRFs, while Dynare’s GIRFs are currently simulation based.