IRIS Toolbox Reference Manual

system

System matrices for unsolved model

Syntax

[A,B,C,D,F,G,H,J,List,Nf] = system(M)

Input arguments

Output arguments

Options

Description

The system before the model is solved has the following form:

A E[xf;xb] + B [xf(-1);xb(-1)] + C + D e = 0

F y + G xb + H + J e = 0

where E is a conditional expectations operator, xf is a vector of non-predetermined (forward-looking) transition variables, xb is a vector of predetermined (backward-looking) transition variables, y is a vector of measurement variables, and e is a vector of transition and measurement shocks.

Example