"Solving Dynamic General Equilibrium Models Using a Second-Order Approximation to the Policy Function," by Stephanie Schmitt-Grohe and Martin Uribe (JEDC, vol. 28, January 2004, pp. 755-775)

Matlab code

First-order approximation
gx_hx.m

Second-order approximation
gxx_hxx.m
gss_hss.m

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

Model Simulation:
simu_2nd.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 Unconditional Means: unconditional_mean.m

Computing Impulse Responses: ir.m

Implementing Iskrev's Identifiability Test

Example 1: The neoclassical growth model
(requires Matlab's Symbolic Math Toolbox)
neoclassical_model.m
neoclassical_model_ss.m
neoclassical_model_run.m

Example 2: A Two-Country Model With Complete Asset Markets (J. Kim and S. Kim, JIE, 2003)
(requires Matlab's Symbolic Math Toolbox)
kim_model.m
kim_ss.m
kim_run.m

Example 3: An Asset Pricing Model (Burnside, JEDC 1998; and Collard and Juillard, JEDC 2001)
(requires Matlab's Symbolic Math Toolbox)
asset_model.m
asset_ss.m
asset_run.m