Hi Michel, thank you very much. I was also wandering if it would be possible to make a function that simply gives the linearized LRE model, i.e. the gamma0 gamma1, gamma2 etc. in Nikolai's notation. I know e and d matrices are built in dr1, but something more easily accessible may be useful? All the best Marco
Dear Nikolay,
we have started to work on producing the derivatives with respect to parameters. We are planing to create a new function, that will return a 3-dimensional array, by equation, variable and parameter. You could then select one parameter and squeeze the array in the parameter dimension to obtain a matrix of Jacobian derivatives with respect to a given parameter. Do you see any problem with this implementation? We should be able to provide in about two weeks.
All the best,
Michel
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-- Marco Ratto, Euro-area Economy Modelling Centre (http://eemc.jrc.ec.europa.eu), Joint Research Centre The European Commission, TP 361, 21027 ISPRA(VA), ITALY Tel: +39 0332 78 5639 Fax: +39 0332 78 5733 marco.ratto@jrc.it