Creating sensitivity analysis in OLG model

Identification/Sensitivity
1

Hi.

I am using a simple OLG model to analyze the impact from the demographic change in Denmark, and I would like to create a sensitivity analysis.

I have three model parameters fixed; alpha, beta and delta.

I would like to create a sensitivity analysis on the real rate (r*) by changing the three parameters. I’ve tried my luck with dynare_sensitivity(), but I haven’t succeeded in this.

Can someone point me in a direction? I have attached the the dynare code.I have attached the code and data here.

Many thanks in regards,
Chris

dem_q.mod (3.9 KB) dem_q_steadystate.m (4.3 KB) solve_rbeqpen.m (1.4 KB) Demography_EA.xlsx (713.1 KB)

2

Did you have a look at the example files at https://git.dynare.org/Dynare/dynare/-/blob/master/tests/gsa/ls2003.mod