4.17 Sensitivity and identification analysis

Command: dynare_sensitivity ;

Command: dynare_sensitivity (OPTIONS…);

This function is an interface to the global sensitivity analysis (GSA) toolbox developed by the Joint Research Center (JRC) of the European Commission. The GSA toolbox needs to be downloaded separately from the JRC web site.

Please refer to the documentation of the GSA toolbox on the official website for more details on the usage of this command.

Command: identification ;

Command: identification (OPTIONS…);

Description

This command triggers identification analysis.

Options

ar = INTEGER

Number of lags of computed autocorrelations (theoretical moments). Default: 3

useautocorr = INTEGER

If equal to 1, compute derivatives of autocorrelation. If equal to 0, compute derivatives of autocovariances. Default: 1

load_ident_files = INTEGER

If equal to 1, allow Dynare to load previously computed analyzes. Default: 0

prior_mc = INTEGER

Size of Monte Carlo sample. Default: 2000

lik_init = INTEGER

See lik_init

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