Dear all,
After running Dynare on a non-linearized model, does Dynare save the linearization coefficients (or the Jacobian matrix of the system)?
If yes, does anyone know where to find it?
Thanks very much!
If you want the coefficients of the approximated decision function, have a look at “stoch_simul” in the reference manual.
If you want the first- or second-order derivatives of your model, have a look at the “*_dynamic.m” file created by the Dynare preprocessor: this file contains the analytical derivatives of your model, and it can create the Jacobian or Hessian matrix for every point in the parameter space.