Hello.
In the output of Dynare++1.3.5, I found the matrix dyn_g_1, dyn_g_2,…,dyn_g_k. I think it is the information about the kth order approximation calculation.
Could you let me know how to read this matrix and interpret it?
Thank you.
John
Dear Kuros,
I took this from some other thread in this forum. (Please, when I was searching the forum, it seems that I promised something to you, please, let me know if you still need something or you made it up yourself). Now what follows is a reply on your question:
The rows of the matrices are clear, right? The ordering of rows is given by dyn_vars vector.
Columns determine with what deviations the number in the column is to be multiplied. NOTE THAT the deviations are not from steady state, the deviations are from a fix-point, which is saved as dyn_ss. So this means that you cannot find dyn_g_0, since it is zero, since dyn_ss is chosen so that dyn_g_0 is zero (from the definition of the fix-point).
The matrices are already mulitplied with the multipliers 1/2, 1/6 etc.
The columns are ordered as folded indices of variables stored in the vector dyn_state. You can find more details first in kord.pdf and then in tl.pdf downloadable from the documentation page. Everything is described there.
However, I provide a small example. Let a model have the states [K,C,EPS]. If you assign indices to these variables in increasing order, say [K=0,C=1,EPS=2], then the folded indices will be all growing sequences consisting from 0,1,2 in alphabetical ordering.
This is, for the third order:
000
001
002
011
012
022
111
112
122
222
for the fourth order:
0000
0001
0002
0011
0012
0022
0111
0112
0122
0222
1111
1112
1122
1222
2222
Ondra K.