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git-svn-id: https://www.dynare.org/svn/dynare/dynare_v4@1627 ac1d8469-bf42-47a9-8791-bf33cf982152time-shift
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% makes transition matrices out of ghx and ghu for Kalman filter
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% still needs to eliminate unobserved static variables
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% order of variables s p b f p_1
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function [A,B] = kalman_transition_matrix(dr,iv,ic,aux)
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function [A,B] = kalman_transition_matrix(dr,iv,ic,aux)
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% function [A,B] = kalman_transition_matrix(dr,iv,ic,aux)
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% makes transition matrices out of ghx and ghu for Kalman filter
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%
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% INPUTS
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% dr: structure of decisions rules for stochastic simulations
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% iv: integrated variables
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% ic: state variables position in the transition matrix columns
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% aux: auxiliary variables
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%
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% OUTPUTS
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% A: matrix of predetermined variables effects in linear solution (ghx)
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% B: matrix of shocks effects in linear solution (ghu)
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%
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% SPECIAL REQUIREMENTS
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% none
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%
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% part of DYNARE, copyright Dynare Team (2003-2008)
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% Gnu Public License.
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global M_
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global M_
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n_iv = length(iv);
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n_iv = length(iv);
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