%GX_HX_INPUTS.M %Given the vector param_estim of structural parameter values of a DSGE model (in this case, the neoclassical model), this program accomplishes the following tasks: %(1) it computes numerically the steady-state of the model %(2) it evaluates numerically the function f and its first derivatives (see neoclassical.m for a definition of f) %(3) It evaluates numerically the cross derivatives of f with respect to states and controls and with respect to the parameters whose identifiability is being tested. %calls: %neoclassical_num_eval.m (produced automatically when running %neoclassical.m) %neoclassical_iskrev_anal_deriv.m (produced automatically when running iskrev_run.m) %(c) Stephanie Schmitt-Grohe and Martin Uribe, May 2012. function [nfx, nfy, nfxp, nfyp, nvarshock, nETASHOCK, nf, Dfyp_Dparam_estim, Dfy_Dparam_estim, Dfxp_Dparam_estim, Dfx_Dparam_estim, Deta_etaT_Dparam_estim] = gx_hx_inputs(param_estim,filename); ALFA = param_estim(1); RHO = param_estim(2); SIGMA_A = param_estim(3); BETTA = param_estim(4); DELTA = param_estim(5); SIGG = param_estim(6); a = 1; k = ((1/BETTA+DELTA-1)/ALFA)^(1/(ALFA-1)); c = a*k^ALFA-DELTA*k; output = a*k^ALFA; %DO NOT MODIFY ANY OF THE REMAINING COMMANDS eval([filename '_num_eval']) nvarshock = nETASHOCK*nETASHOCK'; eval([filename '_iskrev_anal_deriv'])