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function simul = fn_simul(G1, impact, nsim, shocks, x0);
% Inputs:
% G1: n-by-n;
% impact: n-by-r;
% nsim: length of time series for simulation.
% shocks: r-by-nsim, exogenous driving processes
% x0: n-by-1, initial values for the variables of interest
%---
% Outputs:
% simul: nsim-by-n.
%
%
% Copyright (C) 1997-2012 Tao Zha
%
% This free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% It is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% If you did not received a copy of the GNU General Public License
% with this software, see <http://www.gnu.org/licenses/>.
%
[n,r] = size(impact);
[n1,n2] = size(G1);
if (n1 ~= n2) || (n1 ~= n)
error('fn_simul.m: make sure that (1) G1 is square and (2) size(G1,1) = size(impact,1)');
end
simul_tmp = zeros(n, nsim);
simul_tmp(:, 1) = x0;
for ti = 2:nsim;
simul_tmp(:, ti) = G1*simul_tmp(:, ti-1) + impact*shocks(:, ti);
end;
simul = simul_tmp';
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