diff --git a/matlab/dynare_sensitivity.m b/matlab/dynare_sensitivity.m
new file mode 100644
index 000000000..5d7b9779c
--- /dev/null
+++ b/matlab/dynare_sensitivity.m
@@ -0,0 +1,120 @@
+function x0=dynare_sensitivity()
+% copyright Marco Ratto 2006
+
+global M_ options_ oo_ bayestopt_
+
+fname_ = M_.fname;
+lgy_ = M_.endo_names;
+x0=[];
+
+options_ = set_default_option(options_,'opt_gsa',1);
+options_gsa_ = options_.opt_gsa;
+
+% map stability
+options_gsa_ = set_default_option(options_gsa_,'stab',1);
+options_gsa_ = set_default_option(options_gsa_,'redform',0);
+options_gsa_ = set_default_option(options_gsa_,'pprior',1);
+options_gsa_ = set_default_option(options_gsa_,'ilptau',1);
+options_gsa_ = set_default_option(options_gsa_,'Nsam',2048);
+options_gsa_ = set_default_option(options_gsa_,'load_stab',0);
+options_gsa_ = set_default_option(options_gsa_,'alpha2_stab',0.3);
+options_gsa_ = set_default_option(options_gsa_,'load_mh',0);
+
+if options_gsa_.stab & ~options_gsa_.load_mh,
+  x0 = stab_map_(options_gsa_.Nsam, options_gsa_.load_stab, options_gsa_.alpha2_stab, ...
+    options_gsa_.redform, options_gsa_.pprior, options_gsa_.ilptau);
+end
+
+% reduced form
+% redform_map(namendo, namlagendo, namexo, icomp, pprior, ilog, threshold)
+options_gsa_ = set_default_option(options_gsa_,'load_redform',0);
+options_gsa_ = set_default_option(options_gsa_,'logtrans_redform',0);
+options_gsa_ = set_default_option(options_gsa_,'threshold_redform',[]);
+options_gsa_ = set_default_option(options_gsa_,'namendo',[]);
+options_gsa_ = set_default_option(options_gsa_,'namlagendo',[]);
+options_gsa_ = set_default_option(options_gsa_,'namexo',[]);
+
+if options_gsa_.redform & ~isempty(options_gsa_.namendo) & ~options_gsa_.load_mh,
+  redform_map(options_gsa_.namendo, options_gsa_.namlagendo, options_gsa_.namexo, ...
+    options_gsa_.load_redform, options_gsa_.pprior, options_gsa_.logtrans_redform, options_gsa_.threshold_redform);
+end
+% RMSE mapping
+% function [rmse_MC, ixx] = filt_mc_(vvarvecm, loadSA, pfilt, alpha, alpha2)
+options_gsa_ = set_default_option(options_gsa_,'rmse',0);
+options_gsa_ = set_default_option(options_gsa_,'var_rmse',options_.varobs);
+options_gsa_ = set_default_option(options_gsa_,'load_rmse',0);
+options_gsa_ = set_default_option(options_gsa_,'pfilt_rmse',0.1);
+options_gsa_ = set_default_option(options_gsa_,'alpha_rmse',0.002);
+options_gsa_ = set_default_option(options_gsa_,'alpha2_rmse',0.5);
+options_.opt_gsa = options_gsa_;
+if options_gsa_.rmse,
+  if options_gsa_.pprior
+    a=load([fname_,'_stab']);
+  else
+    a=load([fname_,'_mc']);
+  end
+  if ~isfield(a,'stock_filter'),
+    dynare_MC([]);
+    options_gsa_.load_rmse=0;
+  end
+  filt_mc_(options_gsa_.var_rmse, options_gsa_.load_rmse, options_gsa_.pfilt_rmse, ...
+    options_gsa_.alpha_rmse, options_gsa_.alpha2_rmse);
+end
+
+
+options_gsa_ = set_default_option(options_gsa_,'glue',0);
+if options_gsa_.glue,
+  dr_ = oo_.dr;
+  load([fname_,'_stab']);
+  load([fname_,'_SA']);
+  nruns=size(x,1);
+  gend = options_.nobs;
+  rawdata = read_variables(options_.datafile,options_.varobs,[],options_.xls_sheet,options_.xls_range);
+  rawdata = rawdata(options_.first_obs:options_.first_obs+gend-1,:);
+  if options_.loglinear == 1
+    rawdata = log(rawdata);
+  end
+  if options_.prefilter == 1
+    data = transpose(rawdata-ones(gend,1)*bayestopt_.mean_varobs);
+  else
+    data = transpose(rawdata);
+  end
+  
+    Obs.data = data;
+    Obs.time = [1:gend];
+    Obs.num  = gend;
+  for j=1:size(options_.varobs,1)
+    Obs.name{j} = deblank(options_.varobs(j,:));
+    vj=deblank(options_.varobs(j,:));
+    
+    jxj = strmatch(vj,lgy_(dr_.order_var,:),'exact');
+    js = strmatch(vj,lgy_,'exact');
+    y0=zeros(gend+1,nruns);
+    nb = size(stock_filter,3);
+    y0 = squeeze(stock_filter(:,jxj,:)) + ...
+      kron(stock_ys(js,:),ones(size(stock_filter,1),1));
+    Out(j).name = vj;
+    Out(j).ini  = 'yes';
+    Out(j).time = [1:size(y0,1)];
+    Out(j).data = y0';
+    Lik(j).name = ['rmse_',vj];
+    Lik(j).ini  = 'yes';
+    Lik(j).isam = 1;
+    Lik(j).data = rmse_MC(:,j)';
+  end
+  
+  Lik(size(options_.varobs,1)+1).name = 'logpo';
+  Lik(size(options_.varobs,1)+1).ini  = 'yes';
+  Lik(size(options_.varobs,1)+1).isam = 1;
+  Lik(size(options_.varobs,1)+1).data = -logpo2;
+  
+  Sam.name = bayestopt_.name;
+  Sam.dim  = [size(x) 0];
+  Sam.data = [x];
+  
+  Rem.id = 'Original';
+  Rem.ind= [1:size(x,1)];
+  
+  save([fname_,'_glue'], 'Out', 'Sam', 'Lik', 'Obs', 'Rem')
+  
+end
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