Matlab Code for First-Order Accurate Approximations to the Policy Function


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

First-order approximation
gx_hx.m

Obtaining the derivatives of f
(requires Matlab's Symbolic Math Toolbox)
anal_deriv.m
num_eval.m

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