transition_matrix

 makes transition matrices out of ghx and ghu

0001 % makes transition matrices out of ghx and ghu
0002 
0003 function [A,B] = transition_matrix(dr)
0004   global M_
0005   exo_nbr = M_.exo_nbr;
0006   ykmin_ = M_.maximum_endo_lag;
0007   
0008   nx = size(dr.ghx,2);
0009   kstate = dr.kstate;
0010   ikx = [dr.nstatic+1:dr.nstatic+dr.npred];
0011   
0012   A = zeros(nx,nx);
0013   k0 = kstate(find(kstate(:,2) <= ykmin_+1),:);
0014   i0 = find(k0(:,2) == ykmin_+1);
0015   A(i0,:) = dr.ghx(ikx,:);
0016   B = zeros(nx,exo_nbr);
0017   B(i0,:) = dr.ghu(ikx,:);
0018   for i=ykmin_:-1:2
0019     i1 = find(k0(:,2) == i);
0020     n1 = size(i1,1);
0021     j = zeros(n1,1);
0022     for j1 = 1:n1
0023       j(j1) = find(k0(i0,1)==k0(i1(j1),1));
0024     end
0025     A(i1,i0(j))=eye(n1);
0026     i0 = i1;
0027   end