Dynare forums

In order to estimate a medium sized DSGE model under learning, I need to obtain the matrices of coefficients of the linearised forward looking model, i.e:
alpha0*Z(t-1)+alpha1*Z(t)+alpha2*E(t)Z(t+1)+beta0*epi(t)=0.

This question has turned up before but was concerning Version 3. I believe that those matrices exist in dr1.m and are submatrices of jacobia_. However, I am unable to extract the necessary information from the m-file and jacobia does not appear anywhere in the workspace. Thus I am unsure how to obtain jacobia_, once I have run the mod file in Matlab.

I would be extremely grateful for some advice,
Anke

If you add the command line

Code: Select all

dr.jacobian = jacobia_;

at the end of the dr1.m file, the jacobian should appear in the workspace after you have run dynare.
Ewoud