makeB
makeB
makeB
Construct the matrix B in the system representation \(x = Bx + \Omega\varepsilon\).
Arguments
As
(cell array of matrices): Autoregressive coefficient matrices.Sigma
(matrix): Covariance matrix of the shocks.order
(vector): Ordering of variables given by the transmission matrix.maxHorizon
(integer): Maximum IRF horizon.
Returns
B
(matrix): Part of the sytems representation.
See also makeOmega
, makeSystemsForm