Matlab Code for First-Order Accurate Approximations to the Policy Function
Perturbation Methods for the Numerical Analysis of DSGE Models: Lecture Notes
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.
anal_deriv_print2f.m by Andrea Pescatori
Computing Unconditional Second Moments: mom.m
Computing Impulse Responses: ir.m