`system` (Model)

System matrices for the unsolved model

Syntax

[A, B, C, D, F, G, H, J, list, numF] = system(model)

Input Arguments

model [ Model ]

Model object whose system matrices will be returned.

Output Arguments

A, B, C, D, F, G, H, J [ numeric ]

Matrices of the unsolved system, see Description.

list [ cell ]

Lists of measurement variables, transition variables includint their auxiliary lags and leads, shocks, measurement equations, and transition equations as they appear in the rows and columns of the system matrices.

numF [ numeric ]

Number of non-predetermined (forward-looking) transition variables (multiplied by the first numF columns of matrices A and B).

Options

ForceDiff=false [ true | false ]

If false, automatically detect which equations need to be re-differentiated based on parameter changes from the last time the system matrices were calculated; if true, recalculate all derivatives.

MatrixFormat="NamedMatrix" [ "plain" | "NamedMatrix" ]

Format of the output matrix.

Normalize=true [ true | false ]

Normalize (divide) the derivatives within each equation by the largest of them.

Sparse=false [ true | false ]

Return matrices A, B, D, F, G, and J as sparse matrices; can be set to true only in models with one parameterization.

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
e is a vector of transition and measurement shocks.

system (Model)