Third Order Approximations

Hi, I’m trying to do an exercise similar to Devereux Sutherland 2007, 2009 and in order to calculate how portfolio allocations vary over time I need third order approximations. Unfortunately their program is not online and I was wondering whether I could do that with Dynare ++. I read The tutorial and followed the instructions but when I try to give the command: dynare++ example1.mod I get an error saying Error using ==> dynare
Too many output arguments.

I would like to know if with dynare++ I can replicate those papers on changes over time of portfolio allocations and I would like to know how to run dynare++ properly.

Many Thanks,

Dynare itself now supports third order. There, you could do it, but not out of the box, see also

[quote]Models with portfolio choice]

. You could only use Dynare’s capabilities to implement e.g. the Devereux/Sutherland algorithm.