Pruning implementation for Dynare 4.0.4?

Does anyone have (or know of) an implementation of Chris Sims’ pruning algorithm that runs in Dynare 4.0.4? I’m interested in a modification of simult_.m along these lines:

The above implementation was for 3.065 but doesn’t seem to run in 4.0.4. Any pointers appreciated.


Hi Dave,
pleas try the attached file. Hopefully it works. Please let me know if it works.
simult_pruning4.m (4.84 KB)

This worked beautifully. I counter-checked my results with and without pruning as you described in your earlier post, and they are similar for small shocks. For larger shocks, pruning lets me produce stable IRFs. Very very helpful. Thanks so much!