Dynare forums

Dear all,

In Schmitt-Grohe and Uribe's implementation of Iskrev (2010) test, they derive and provide codes to obtain the derivative of the matrices gx and hx (in their notation of the linear solution) with respect to the parameters of the model. See,

http://www.columbia.edu/~mu2166/iskrev/iskrev.pdf

For a project I am working on, I would need to recover those derivatives too. I know how to do it with their codes, but I was wondering if it is possible to recover it from Dynare. I have looked through the skeleton of Dynare identification procedures but unfortunately I did not find it. Could anyone point me in the right direction? Thanks!

When you call identification, the derivatives are computed, but recovering them is not straightforward. You would need to contact Marco Ratto about this.