to_transmission_irfs

to_transmission_irfs

to_transmission_irfs(irfs::AbstractArray{T, 3})

Transform a standard three dimensional IRF array into a IRF matrix. The

Arguments

• irfs::AbstractArray{T, 3}: IRF Array of dimension nvariabels × nshocks × n_horizons with the first horizons corresponding to horizon 0.

Returns

• Matrix{T} of dimension (nvariables nhorizons) × (nvariables * n*horizons). This is the same as what would be obtained via \((I-B)^{-1}\mathbb{Q}\) using the notation of Wegner et al (2024).