I was wondering if Dynare as an implemented feature for sensitivity analysis. In fact, I would like to know to what extend an impulse response function of a variable depends on each of its components. The model is entered in linearized form.
See the manual on
IRF/Moment calibration
as well as on
Sensitivity and identification analysis
Examples are at https://github.com/DynareTeam/dynare/tree/master/tests/gsa