Projection methods - Smolyak


#1

I am trying to replicate Fernandez-Villaverde et al (JEDC 2015) or Miao & Ngo (2016) as a precursor to developing (yet another) model examining the effects of the zero lower bound on policy rates. I believe that Dynare does not support Smolyak-type methods. Are there any plans to include these tools in Dynare?


#2

No, that is not a plan. Tools like this are harder to use right of a box, making it challenging to come up with a good interface.