makeOmega

makeOmega Construct the Omega matrix in the system representation \(x = Bx + \Omega\varepsilon\).

Arguments

  • Phi0 (matrix): Impact matrix for the shocks.
  • Psis (cell array of matrices): MA terms for the dynamic model.
  • order (vector): Ordering of variables.
  • maxHorizon (integer): Maximum IRF horizon.

Returns

  • Omega (matrix): Part of the systems form.

See also makeB, makeSystemsForm