diff --git a/matlab/simultxdet.m b/matlab/simultxdet.m
new file mode 100644
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+++ b/matlab/simultxdet.m
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+% Copyright (C) 2005 Michel Juillard
+%
+
+function [y_,int_width]=simultexdet(y0,ex,ex_det, iorder,var_list,M_,oo_,options_)
+% global endo_nbr ykmin_ xkmin_ it_ options_ iy_ M_ exe_det_ Sigma_e_ lgy_
+
+ dr = oo_.dr;
+ ykmin = M_.maximum_lag;
+ endo_nbr = M_.endo_nbr;
+ exo_det_steady_state = oo_.exo_det_steady_state;
+ nstatic = dr.nstatic;
+ npred =dr.npred;
+ nc = size(dr.ghx,2);
+ iter = size(ex,1);
+ nx = size(dr.ghu,2);
+ y_ = zeros(size(y0,1),iter+ykmin);
+ y_(:,1:ykmin) = y0;
+ k1 = [ykmin:-1:1];
+ k2 = dr.kstate(find(dr.kstate(:,2) <= ykmin+1),[1 2]);
+ k2 = k2(:,1)+(ykmin+1-k2(:,2))*endo_nbr;
+ k3 = M_.lead_lag_incidence(1:ykmin,:)';
+ k3 = find(k3(:));
+ k4 = dr.kstate(find(dr.kstate(:,2) < ykmin+1),[1 2]);
+ k4 = k4(:,1)+(ykmin+1-k4(:,2))*endo_nbr;
+
+ if options_.simul_algo == 1
+ o1 = dr.nstatic+1;
+ o2 = dr.nstatic+dr.npred;
+ o3 = o2-dr.nboth+1;
+ [junk, k5] = sort(dr.order_var(o1:o2));
+ [junk, k6] = sort(dr.order_var(o3:end));
+ end
+
+ nvar = size(var_list,1);
+ if nvar == 0
+ nvar = endo_nbr;
+ ivar = [1:nvar];
+ else
+ ivar=zeros(nvar,1);
+ for i=1:nvar
+ i_tmp = strmatch(var_list(i,:),M_.endo_names,'exact');
+ if isempty(i_tmp)
+ disp(var_list(i,:));
+ error (['One of the variable specified does not exist']) ;
+ else
+ ivar(i) = i_tmp;
+ end
+ end
+ end
+
+ if iorder == 1
+ for i = ykmin+1: iter+ykmin
+ tempx1 = y_(dr.order_var,k1);
+ tempx2 = tempx1-repmat(dr.ys(dr.order_var),1,ykmin);
+ tempx = tempx2(k2);
+ if options_.simul_algo == 0
+ y_(dr.order_var,i) = dr.ys(dr.order_var)+dr.ghx*tempx+dr.ghu* ...
+ ex(i,:)';
+ for j=1:min(ykmin+M_.exo_det_length+1-i,M_.exo_det_length)
+ y_(dr.order_var,i) = y_(dr.order_var,i) + dr.ghud{j}*(ex_det(i+j-1,:)'-exo_det_steady_state');
+ end
+ elseif options_.simul_algo == 1
+ it_ = i;
+ m = dr.ys(dr.order_var);
+ [y_(:,i), check] = dynare_solve('ff_simul1',y_(:,i-1),tempx1(k3), ...
+ m(o3:end),tempx(k4),o1,o2,o3,k6);
+ end
+
+ k1 = k1+1;
+ end
+ elseif iorder == 2
+ for i = ykmin+1: iter+ykmin
+ tempx1 = y_(dr.order_var,k1);
+ tempx2 = tempx1-repmat(dr.ys(dr.order_var),1,ykmin);
+ tempx = tempx2(k2);
+ tempu = ex(i-ykmin,:)';
+ tempuu = kron(tempu,tempu);
+ if options_.simul_algo == 0
+ tempxx = kron(tempx,tempx);
+ tempxu = kron(tempx,tempu);
+ y_(dr.order_var,i) = dr.ys(dr.order_var)+dr.ghs2/2+dr.ghx*tempx+ ...
+ dr.ghu*tempu+0.5*(dr.ghxx*tempxx+dr.ghuu*tempuu)+dr.ghxu* ...
+ tempxu;
+ for j=1:min(ykmin+M_.exo_det_length+1-i,M_.exo_det_length)
+ tempud = ex_det(i+j-1,:)'-exo_det_steady_state;
+ tempudud = kron(tempud,tempud);
+ tempxud = kron(tempx,tempud);
+ tempuud = kron(tempu,tempud);
+ y_(dr.order_var,i) = y_(dr.order_var,i) + dr.ghud{j}*tempud + ...
+ dr.ghxud{j}*tempxud + dr.ghuud{j}*tempuud + ...
+ 0.5*dr.ghudud{j,j}*tempudud;
+ for k=1:j-1
+ tempudk = ex_det(i+k-1,:)'-exo_det_steady_state;
+ tempududk = kron(tempudk,tempud);
+ y_(dr.order_var,i) = y_(dr.order_var,i) + ...
+ dr.ghudud{k,j}*tempududk;
+ end
+ end
+ elseif options_.simul_algo == 1
+ it_ = i;
+ m = dr.ys(dr.order_var)+dr.ghs2/2;
+ tempx1 = y_(:,k1);
+ [y_(:,i), check] = dynare_solve('ff_simul2',y_(:,i-1),tempx1(k3), ...
+ m(o3:end),tempx(k4),o1,o2,o3,k6);
+ end
+ k1 = k1+1;
+ end
+ end
+
+ [A,B] = kalman_transition_matrix(dr,nstatic+(1:npred),1:nc,dr.transition_auxiliary_variables,M_.exo_nbr);
+
+ sigma_u = B*M_.Sigma_e*B';
+ sigma_y = 0;
+
+ for i=1:iter
+ var_yf(i,dr.order_var) = diag(sigma_y(1:endo_nbr,1:endo_nbr))';
+ if i == iter
+ break
+ end
+ sigma_u = A*sigma_u*A';
+ sigma_y = sigma_y+sigma_u;
+ end
+
+ fact = qnorm((1-options_.conf_sig)/2,0,1);
+
+ int_width = zeros(iter,endo_nbr);
+ for i=1:endo_nbr
+ int_width(:,i) = fact*sqrt(var_yf(:,i));
+ end
+
+ for i=1:nvar
+ my_subplot(i,nvar,2,3,'Forecasts');
+
+ plot([-ykmin+1:0],y0(ivar(i),1:ykmin),'b-',...
+ [1:iter],y_(ivar(i),ykmin+1:end),'g-',...
+ [1:iter],y_(ivar(i),ykmin+1:end)'+int_width(:,ivar(i)),'g:',...
+ [1:iter],y_(ivar(i),ykmin+1:end)'-int_width(:,ivar(i)),'g:',...
+ [1 iter],repmat(dr.ys(ivar(i)),1,2),'r-');
+ title(M_.endo_names(ivar(i),:));
+ end
+