Global Sensitivity Analysis Toolkit - User guide?

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Global Sensitivity Analysis Toolkit - User guide?

Postby danishussalam » Sun Apr 13, 2014 9:04 am

Can anyone please share with me a user guide or a solved example that involves the full use of GSA toolkit?[i] Like a step by step guide on doing [b][i]stability, RMSE and screening analysis[/b[/i][/i]]. I searched the internet but all I found were the dynare codes and options. Below is the list of material that I came across while searching the topic. Anything more clear and easier to understand will be highly appreciated.

1) Dynare Reference Manual, Section 4.17
2) Sensitivity Analysis Toolbox for DYNARE by Marco Rotto - This is more or less the same as one given in the reference manual.
3) Algorithms for identification analysis under the DYNARE environment: final version of software by Marco Rotto
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Re: Global Sensitivity Analysis Toolkit - User guide?

Postby jpfeifer » Mon Apr 14, 2014 8:19 am

I believe nothing like this exists yet. Your best shot is looking at the mod-file at
https://github.com/DynareTeam/dynare/tree/master/tests/gsa
and the original article
Marco Ratto (2008) "Analysing DSGE Models with Global Sensitivity Analysis", Computational Economics, 31:115–139
------------
Johannes Pfeifer
University of Cologne
https://sites.google.com/site/pfeiferecon/
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