transition_matrix

 function [A,B] = transition_matrix(dr, varargin)
 Makes transition matrices out of ghx and ghu

 INPUTS
    dr:        structure of decision rules for stochastic simulations
 varargin:     {1}: M_

 OUTPUTS
    A:         matrix of effects of predetermined variables in linear solution (ghx)
    B:         matrix of effects of shocks in linear solution (ghu)

 SPECIAL REQUIREMENTS
    none

0001 function [A,B] = transition_matrix(dr, varargin)
0002 % function [A,B] = transition_matrix(dr, varargin)
0003 % Makes transition matrices out of ghx and ghu
0004 %
0005 % INPUTS
0006 %    dr:        structure of decision rules for stochastic simulations
0007 % varargin:     {1}: M_
0008 %
0009 % OUTPUTS
0010 %    A:         matrix of effects of predetermined variables in linear solution (ghx)
0011 %    B:         matrix of effects of shocks in linear solution (ghu)
0012 %
0013 % SPECIAL REQUIREMENTS
0014 %    none
0015 
0016 % Copyright (C) 2003-2009 Dynare Team
0017 %
0018 % This file is part of Dynare.
0019 %
0020 % Dynare is free software: you can redistribute it and/or modify
0021 % it under the terms of the GNU General Public License as published by
0022 % the Free Software Foundation, either version 3 of the License, or
0023 % (at your option) any later version.
0024 %
0025 % Dynare is distributed in the hope that it will be useful,
0026 % but WITHOUT ANY WARRANTY; without even the implied warranty of
0027 % MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
0028 % GNU General Public License for more details.
0029 %
0030 % You should have received a copy of the GNU General Public License
0031 % along with Dynare.  If not, see <http://www.gnu.org/licenses/>.
0032 
0033 if(length(varargin)<=0)
0034     global M_
0035 else
0036     M_=varargin{1};
0037 end;
0038 
0039 exo_nbr = M_.exo_nbr;
0040 ykmin_ = M_.maximum_endo_lag;
0041 
0042 nx = size(dr.ghx,2);
0043 kstate = dr.kstate;
0044 ikx = [dr.nstatic+1:dr.nstatic+dr.npred];
0045 
0046 A = zeros(nx,nx);
0047 k0 = kstate(find(kstate(:,2) <= ykmin_+1),:);
0048 i0 = find(k0(:,2) == ykmin_+1);
0049 A(i0,:) = dr.ghx(ikx,:);
0050 B = zeros(nx,exo_nbr);
0051 if(isfield(dr,'ghu'))
0052     B(i0,:) = dr.ghu(ikx,:);
0053 end;
0054 for i=ykmin_:-1:2
0055     i1 = find(k0(:,2) == i);
0056     n1 = size(i1,1);
0057     j = zeros(n1,1);
0058     for j1 = 1:n1
0059         j(j1) = find(k0(i0,1)==k0(i1(j1),1));
0060     end
0061     A(i1,i0(j))=eye(n1);
0062     i0 = i1;
0063 end