Does Dynare save linearization results?

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Does Dynare save linearization results?

Postby grossman2000 » Tue Dec 13, 2011 11:09 pm

Dear all,

After running Dynare on a non-linearized model, does Dynare save the linearization coefficients (or the Jacobian matrix of the system)?
If yes, does anyone know where to find it?

Thanks very much!
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Re: Does Dynare save linearization results?

Postby SébastienVillemot » Wed Jan 04, 2012 1:56 pm

If you want the coefficients of the approximated decision function, have a look at "stoch_simul" in the reference manual.

If you want the first- or second-order derivatives of your model, have a look at the "*_dynamic.m" file created by the Dynare preprocessor: this file contains the analytical derivatives of your model, and it can create the Jacobian or Hessian matrix for every point in the parameter space.
Sébastien Villemot
Economist at OFCE – Sciences Po
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