#128: Fix derivatives of STEADY_STATE operator w.r.t. parameters in dynamic model ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: sebastien Type: bug | Status: new Priority: major | Milestone: 4.2 Component: Preprocessor | Version: Resolution: | Keywords: ---------------------------+------------------------------------------------
Comment(by sebastien):
Commit 9c6d65bc0a4742f0cc30eaa129567d11a5fc12a3 fixes this.
Two new input arguments are added to the params_deriv file: - ss_param_deriv: matrix for derivatives of steady state w.r.t. parameters (rows: endogenous, columns: parameters) - ss_param_2nd_deriv: 3D array for 2nd derivatives of steady state w.r.t. parameters (1D: endogenous, 2D and 3D: parameters)
Marco: can you confirm that this is enough for fixing the problem? I suspect that you also need the derivatives of the static model w.r.t. parameters.