jessegrabowski / gEconpy

A collection of tools for working with DSGE models in python, inspired by the R package gEcon
https://geconpy.readthedocs.io/en/latest/index.html
GNU General Public License v3.0
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Implement higher order linear approximations #9

Open jessegrabowski opened 1 year ago

jessegrabowski commented 1 year ago

Currently only linear approximation is available, whereas Dynare allows approximation up to the 3rd order. Figure out how to use Sympy to get a multivariate Taylor series expansion to an arbitrary order, and implement the requisite solution algorithms.