#172: improve derivation engine for derivatives of STEADY_STATE wrt parameters ---------------------------+------------------------------------------------ Reporter: sebastien | Owner: sebastien Type: enhancement | Status: new Priority: major | Milestone: 4.3 Component: Preprocessor | Version: Resolution: | Keywords: ---------------------------+------------------------------------------------
Comment(by michel):
Another approach would be to create a new matrix when the steady_state operator is used in a model: the Jacobian of the dynamic model with respect to the steady state of the endogenous variables. The total derivatives of the dynamic model with respect to the parameters would then be the product (to be computed in Matlab) of Jacobian of the dynamic model w.r. the steady state x Jacobian of steady state w.r. parameters (Jacobian of static model)