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
It computes symbolic ones, but they cannot be easily accessed.
Thank you very much!
Best
Jan
@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
Dear Sebastien,
thank you very much! Does Dynare snapshot also includes k-level pruning for stochastic simulations/irfs?
Best
Jan