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function [A,B] = kalman_transition_matrix(dr,iv,ic,exo_nbr)
%function [A,B] = kalman_transition_matrix(dr,iv,ic,exo_nbr)
% Builds the transition equation of the state space representation out of ghx and ghu for Kalman filter
%
% INPUTS
% dr: structure of decisions rules for stochastic simulations
% iv: selected variables
% ic: state variables position in the transition matrix columns
% exo_nbr: number of exogenous variables
%
% OUTPUTS
% A: matrix of predetermined variables effects in linear solution (ghx)
% B: matrix of shocks effects in linear solution (ghu)
%
% SPECIAL REQUIREMENTS
% none
% Copyright (C) 2003-2011 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is 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.
%
% Dynare 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.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <http://www.gnu.org/licenses/>.
n_iv = length(iv);
A = zeros(n_iv,n_iv);
i_n_iv = 1:n_iv;
A(i_n_iv,ic) = dr.ghx(iv,:);
if nargout>1
B = zeros(n_iv,exo_nbr);
B(i_n_iv,:) = dr.ghu(iv,:);
end
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