Structure of g_2 and g_3

Dynare help (legacy posts)
1

Hi,

Can anyone tell me how the matrices g_0, g_1, g_2, and g_3 are organized? I mean the order of variables and derivatives for each matrix.
I know there are some issues with the third order approximation so I want to compare dynare’s solution with dynare ++.

Pablo A. Guerron

2

See the reference manual in the section about “stoch_simul”, everything is explained in detail.

Also note that for computing 3rd order approximation, Dynare internally uses Dynare++, so you should get the same results. Be sure to use Dynare 4.1.3, since previous versions had bugs w.r. to 3rd order.

Best,