transition_matrix: Extract State Transition Matrix

In dsge: Dynamic Stochastic General Equilibrium Models

Extract State Transition Matrix

Description

Returns the transition matrix H from a fitted or solved DSGE model. The transition matrix describes state evolution: x_{t+1} = H x_t + M \varepsilon_{t+1}.

Usage

transition_matrix(x, se = TRUE, level = 0.95)

Arguments

x	A dsge_fit or dsge_solution object.
se	Logical. If TRUE (default) and x is a dsge_fit, compute delta-method standard errors.
level	Confidence level for intervals. Default is 0.95.

Value

Same structure as policy_matrix().

dsge documentation built on Sept. 25, 2026, 5:08 p.m.