44 lines
1.3 KiB
Matlab
44 lines
1.3 KiB
Matlab
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function dy = back_subst_lbj(c,ny,iyf,periods)
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% Computes backward substitution in LBJ
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%
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% INPUTS
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% c: matrix containing the D and d for Sébastien’s presentation
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% ny: number of endogenous variables
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% iyf: indices of forward variables inside the list of all endogenous variables
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% periods: number of simulation periods
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%
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% OUTPUTS
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% dy: vector of backsubstitution results
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% Copyright © 2023 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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ir = (periods-2)*ny+(1:ny);
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irf = iyf+(periods-1)*ny;
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icf = 1:size(iyf,2);
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nrc = length(iyf)+1;
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for i = 2:periods
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c(ir,nrc) = c(ir,nrc)-c(ir,icf)*c(irf,nrc);
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ir = ir-ny;
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irf = irf-ny;
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end
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dy = reshape(c(:,nrc), ny, periods);
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end
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