26 lines
716 B
Matlab
26 lines
716 B
Matlab
function [coef_y,coef_u] = get_coef(jacobian,M)
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ll = M.lead_lag_incidence;
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endo_nbr = M.endo_nbr;
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coef_y = zeros(endo_nbr,3*endo_nbr);
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coef_u = zeros(endo_nbr,M.exo_nbr);
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if M.maximum_lag > 0
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[~,c1,c2] = find(ll(1,:));
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coef_y(:,c1) = jacobian(:,c2);
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[~,c1,c2] = find(ll(2,:));
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coef_y(:,c1+endo_nbr) = jacobian(:,c2);
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if M.maximum_lead > 0
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[~,c1,c2] = find(ll(3,:));
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coef_y(:,c1+2*endo_nbr) = jacobian(:,c2);
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end
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else
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[~,c1,c2] = find(ll(1,:));
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coef_y(:,c1+endo_nbr) = jacobian(:,c2);
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if M.maximum_lead > 0
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[~,c1,c2] = find(ll(2,:));
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coef_y(:,c1+2*endo_nbr) = jacobian(:,c2);
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end
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end
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coef_u = jacobian(:,max(ll(end,:))+1:end); |