Using Dynare to calculate derivative

Perfect foresight simulations
1

Hello,

I am estimating a perfect foresight, OLG-type model, and is in need of calculating some partial derivatives. In particular, i want to obtain a partial derivative of an endogenous steady-state variable with respect to some parameter (i.e. derivative of steady-state production with respect to population growth/depreciation/…).

The model does not have an analytical solution for steady-state variables, or else i would (of course) have used that. Can dynare (or some matlab tool implementable in dynare) calculate this derivative?

Thanks, N.W

2

If you are able to solve the model with Dynare, you can do the comparative statics via finite differences, i.e. approximate the derivative/tangent by a secant. That you need to do manually, but it is straightforward.

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