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function [data_mat]=mkdata(n_periods,dr_A,dr_B,endo_names,exo_names,wish_list,shock_pos,shock_size_vec,var_init)
% function [data_mat]=mkdata(n_periods,dr_A,dr_B,endo_names,exo_names,wish_list,shock_pos,shock_size_vec,var_init)
% Inputs:
% - n_periods [integer] number of simulation periods
% - dr_A [double] [n by n] transition matrix
% - dr_B [double] [n by nexo] shock response matrix
% - endo_names [cell] name of endogenous variables
% - exo_names [cell] name of exogenous variables
% - wish_list [cell] name of requested variables for output
% - shock_pos [integer] index of shocks
% - shock_size_vec [double] [shock periods by 1] vector of
% - var_init [double] [n by 1] vector of initial values (incl. states)
%
% Outputs:
% - data_mat [double] [n_periods by n] vector of regime number indices
% Original authors: Luca Guerrieri and Matteo Iacoviello
% Original file downloaded from:
% https://www.matteoiacoviello.com/research_files/occbin_20140630.zip
% Adapted for Dynare by Dynare Team.
%
% This code is in the public domain and may be used freely.
% However the authors would appreciate acknowledgement of the source by
% citation of any of the following papers:
%
% Luca Guerrieri and Matteo Iacoviello (2015): "OccBin: A toolkit for solving
% dynamic models with occasionally binding constraints easily"
% Journal of Monetary Economics 70, 22-38
% given decision rule
neqs = size(endo_names,1);
if nargin<9 || isempty(var_init)
var_init = zeros(neqs,1);
end
if nargin<8
shock_size_vec=1;
end
if nargin<7
error('Not enough inputs')
end
history = zeros(neqs,n_periods+1);
% generate data
% history will contain data, the state vector at each period in time will
% be stored columnwise.
history(:,1)= var_init;
lengthshock = size(shock_size_vec,1);
err_vec = zeros(size(exo_names,1),1);
for i = 2:n_periods+1
if i<=(lengthshock+1)
err_vec(shock_pos) = shock_size_vec(i-1,:);
history(:,i) = dr_A * history(:,i-1)+dr_B*err_vec;
else
% update endogenous variables
history(:,i) = dr_A * history(:,i-1);
end
end
% extract desired variables
if ~isempty(wish_list)
n_wish=size(wish_list,1);
wish_pos = zeros(n_wish,1);
for i=1:n_wish
wish_pos(i) = strmatch(wish_list(i,:),endo_names,'exact');
end
data_mat = history(wish_pos,2:end)';
else
data_mat = history(:,2:end)';
end
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