Yes, but it requires a lot of work so just don't do it!
NOTE: Any functions that are not specified with the %#function pragma in, for instance, YADA.m will not be recognized by a compiled version of YADA. Since only one DSGE model can be included in a compiled version, it is advised that you don't compile YADA.
Page url: https://www.texlips.net/yada/html/index.html?can_i_compile_yada.htm