**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