Order >3 pruning

Dear Dynare team,

I would like to ask when it will be possible to use pruning for higher-order perturbation simulations in Dynare.


That will not be for Dynare 4.6, i.e. some time next year. Hopefully early 2020.

Thank you very much!.

For which order do you want to do pruning? This paper describes the general procedure:

Doing stoch_simul(order=your order) will get you all relevant solution matrices g1, g2, g3, g4… (however without symmetric terms) into the oo_.dr structure (if you use Dynare 4.6). Simulating data and irfs basically amounts to writing a couple of for loops to set up first, second, third, fourth, etc order effects.