Grocer Function
NAME
commutation - commutation of a matrix
CALLING SEQUENCE
[K]=commutation(m[,n])
PARAMETERS
Input
- m = # of rows of matrix A.
- n = # of columns of matrix A (optional, set to m if not given.
Output
DESCRIPTION
Given any (m X n) matrix A, returns the (mn x mn) K matrix such that: vec(A')=K*vec(A).
EXAMPLE
com=commutation(N)
Used for the impulse functions calculated from vars (see irf_asy).
AUTHOR
Eric Dubois 2002