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