How to get the linearized system?

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How to get the linearized system?

Postby Cristiano_italy » Mon Nov 16, 2009 11:29 am

I was wondering if it is possible to get the numerical approximation that dynare performs when you input the model in non-linear form.
I mean, if I have a .mod file in which I write the model in non-linear form and I use order=1 is it possible to get a m-file with the appromated equilibrium conditions that dynare uses for simulations?

Thanks

Cristiano
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Re: How to get the linearized system?

Postby SébastienVillemot » Fri Nov 20, 2009 9:21 am

Hi,

When you write your model in non-linear form, Dynare computes the derivatives of the equations of the model (at order 1 in your case), and stores them in the MODFILE_dynamic.m file (assuming that MODFILE.mod is your MOD-file).

See this thread for more details: viewtopic.php?f=1&t=2280&start=0

Best,
Sébastien Villemot
Economist at OFCE – Sciences Po
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