notThrough

notThrough Construct a transmission condition excluding specific variables from the channel.

q = notThrough(idx, horizons, order) creates a transmission condition Q where paths cannot pass through specified variables at given time horizons. The variable indices refer to their positions in the original dynamic system (e.g., in the SVARMA model), before applying the transmission matrix.

Arguments

For a single variable:

idx (integer): Index of the variable that paths cannot go through, using its original index in the dynamic system (before transmission ordering).
horizons (vector of integers): Time horizons at which the paths cannot pass through the variable.
order (vector of integers): Variable ordering determined by the transmission matrix.

For multiple variables:

idx (vector of integers): Indices of the variables that paths cannot go through, using their original indices in the dynamic system.
horizons (cell array of vectors or vector of integer): If a single vector of integers is provided, then it will be applied to each idx. Alternatively, a cell array of integer vectors can be provided in which case each element in the cell array applies to the respective element in idx.
order (vector of integers): Variable ordering determined by the transmission matrix.

Returns

q (Q): A transmission condition.

Notes

The resulting transmission condition can be used in transmission to compute the transmission effect.

Example

% Non-contemporaneous monetary policy channel (Section 5.1 in Wegner etal 2024)
q = notThrough(1, [0], 1:4);

% Anticipation channel of government defense spending (Section 5.2 in Wegner etal 2024)
q = notThrough(2, 0:20, 1:4);