Compute impulse response for constant A,B matrices

Compute impulse response for constant A,B matrices

Usage

impulse_response_const(A, B, S, H)

Arguments

A

Transition matrix A (m x m)

B

Transition matrix B (m x m)

S

Shock matrix (m x m)

H

Number of horizons to compute

Value

Cube of impulse responses (m x m x H+1)