25 lines
1.1 KiB
Matlab
25 lines
1.1 KiB
Matlab
function A0 = fn_tran_b2a(b,Ui,nvar,n0)
|
|
% A0 = fn_tran_b2a(b,Ui,nvar,n0)
|
|
% Transform free parameters b's to A0. Note: columns correspond to equations
|
|
%
|
|
% b: sum(n0)-by-1 vector of A0 free parameters
|
|
% Ui: nvar-by-1 cell. In each cell, nvar-by-qi orthonormal basis for the null of the ith
|
|
% equation contemporaneous restriction matrix where qi is the number of free parameters.
|
|
% With this transformation, we have ai = Ui*bi or Ui'*ai = bi where ai is a vector
|
|
% of total original parameters and bi is a vector of free parameters. When no
|
|
% restrictions are imposed, we have Ui = I. There must be at least one free
|
|
% parameter left for the ith equation.
|
|
% nvar: number of endogeous variables
|
|
% n0: nvar-by-1, ith element represents the number of free A0 parameters in ith equation
|
|
%----------------
|
|
% A0: nvar-by-nvar, contempareous matrix (columns correspond to equations)
|
|
%
|
|
% Tao Zha, February 2000. Revised, August 2000.
|
|
|
|
b=b(:); n0=n0(:);
|
|
A0 = zeros(nvar);
|
|
n0cum = [0; cumsum(n0)];
|
|
for kj = 1:nvar
|
|
A0(:,kj) = Ui{kj}*b(n0cum(kj)+1:n0cum(kj+1));
|
|
end
|