Numeric/Symbolic derivatives

Dynare++
1

Dear Dynare team,

I need to ask whether Dynare++ computes symbolic or numeric derivatives in order to find k-th order perturbation approximation and if it does use symbolic derivatives, it is possible to access them?

Best Regards
Jan Žemlička

2

It computes symbolic ones, but they cannot be easily accessed.

3

Thank you very much!

Best
Jan

4

@CZJAN Actually, if you install Dynare unstable snapshot, it’s now possible to get the k-th order derivatives in JSON format. For example, if you want order 5, specify stoch_simul(order=5, irf=0); in the mod-file, and then run dynare with the json=compute option.

The k-th order derivatives will be in the file called: <model_name>/model/json/dynamic.json (where <model_name> is the filename of your mod-file, without the extension).

Hope this helps

5

Dear Sebastien,

thank you very much! Does Dynare snapshot also includes k-level pruning for stochastic simulations/irfs?

Best
Jan

6

Not yet. See https://git.dynare.org/Dynare/dynare/issues/1643