Matlab Toolbox for First-Order Accurate Approximations to the Policy Function by Stephanie Schmitt-Grohe and Martin Uribe

Perturbation Methods for the Numerical Analysis of DSGE Models: Lecture Notes

First-order approximation

Obtaining the derivatives of f
(requires Matlab's Symbolic Math Toolbox)

Writing the Output of anal_deriv.m to an M-file: This program saves significant amount of computational time in applications in which the output of anal_deriv.m has to be evaluated repeatedly.
first_order_print2f.m The following script achieves the same outcome by a different approach: anal_deriv_print2f.m by Andrea Pescatori

Computing Impulse Responses: ir.m

Computing Unconditional Second Moments: mom.m

Computing Variance Decompositions: variance_decomposition.m

Computing Forecast-error Variances: fev.m

Computing Forecast-error Variance Decompositions: fevd.m

Model Simulation: simu_1st.m

Link to Second-Order Approximation Code 2nd_order