1function [A,B] = kalman_transition_matrix(dr,iv,ic,exo_nbr) 2%function [A,B] = kalman_transition_matrix(dr,iv,ic,exo_nbr) 3% Builds the transition equation of the state space representation out of ghx and ghu for Kalman filter 4% 5% INPUTS 6% dr: structure of decisions rules for stochastic simulations 7% iv: selected variables 8% ic: state variables position in the transition matrix columns 9% exo_nbr: number of exogenous variables 10% 11% OUTPUTS 12% A: matrix of predetermined variables effects in linear solution (ghx) 13% B: matrix of shocks effects in linear solution (ghu) 14% 15% SPECIAL REQUIREMENTS 16% none 17 18% Copyright (C) 2003-2017 Dynare Team 19% 20% This file is part of Dynare. 21% 22% Dynare is free software: you can redistribute it and/or modify 23% it under the terms of the GNU General Public License as published by 24% the Free Software Foundation, either version 3 of the License, or 25% (at your option) any later version. 26% 27% Dynare is distributed in the hope that it will be useful, 28% but WITHOUT ANY WARRANTY; without even the implied warranty of 29% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 30% GNU General Public License for more details. 31% 32% You should have received a copy of the GNU General Public License 33% along with Dynare. If not, see <http://www.gnu.org/licenses/>. 34 35n_iv = length(iv); 36 37A = zeros(n_iv,n_iv); 38 39A(:,ic) = dr.ghx(iv,:); 40 41if nargout>1 42 B = dr.ghu(iv,:); 43end 44