diff --git a/preprocessor/DynamicModel.cc b/preprocessor/DynamicModel.cc
index efbb361cd..0b4c51380 100644
--- a/preprocessor/DynamicModel.cc
+++ b/preprocessor/DynamicModel.cc
@@ -2707,6 +2707,7 @@ DynamicModel::writeParamsDerivativesFile(const string &basename) const
 {
   if (!residuals_params_derivatives.size()
       && !jacobian_params_derivatives.size()
+      && !jacobian_params_second_derivatives.size()
       && !hessian_params_derivatives.size())
     return;
 
@@ -2719,7 +2720,7 @@ DynamicModel::writeParamsDerivativesFile(const string &basename) const
       cerr << "ERROR: Can't open file " << filename << " for writing" << endl;
       exit(EXIT_FAILURE);
     }
-  paramsDerivsFile << "function [rp, gp] = " << basename << "_params_derivs(y, x, params, it_)" << endl
+  paramsDerivsFile << "function [rp, gp, gpp, hp] = " << basename << "_params_derivs(y, x, params, it_)" << endl
                    << "%" << endl
                    << "% Warning : this file is generated automatically by Dynare" << endl
                    << "%           from model file (.mod)" << endl << endl;