diff --git a/matlab/AIM/SPAimerr.m b/matlab/AIM/SPAimerr.m
index 2000e47266fff0af2104df1d466596f13b0a0996..7b086b10b738ccf57931dc0ef0e71fbb4001383a 100644
--- a/matlab/AIM/SPAimerr.m
+++ b/matlab/AIM/SPAimerr.m
@@ -2,9 +2,32 @@ function e = SPAimerr(c);
% e = aimerr(c);
%
% Interpret the return codes generated by the aim routines.
-
+%
% The return code c = 2 is used by aim_schur.m but not by aim_eig.m.
+% Original author: Gary Anderson
+% Original file downloaded from:
+% http://www.federalreserve.gov/Pubs/oss/oss4/code.html
+% 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:
+%
+% Anderson, G. and Moore, G.
+% "A Linear Algebraic Procedure for Solving Linear Perfect Foresight
+% Models."
+% Economics Letters, 17, 1985.
+%
+% Anderson, G.
+% "Solving Linear Rational Expectations Models: A Horse Race"
+% Computational Economics, 2008, vol. 31, issue 2, pages 95-113
+%
+% Anderson, G.
+% "A Reliable and Computationally Efficient Algorithm for Imposing the
+% Saddle Point Property in Dynamic Models"
+% Journal of Economic Dynamics and Control, Forthcoming
+
if(c==1) e='Aim: unique solution.';
elseif(c==2) e='Aim: roots not correctly computed by real_schur.';
elseif(c==3) e='Aim: too many big roots.';
diff --git a/matlab/AIM/SPAmalg.m b/matlab/AIM/SPAmalg.m
index e4899f6ce492857f4f376db0464bf363d02d94fb..4e6b4952389f172a6f4b7b44b642458f26c2f89d 100644
--- a/matlab/AIM/SPAmalg.m
+++ b/matlab/AIM/SPAmalg.m
@@ -28,8 +28,31 @@
% nnumeric Number of numeric shiftrights.
% lgroots Number of roots greater in modulus than uprbnd.
% aimcode Return code: see function aimerr.
-% Modified to deal with infinite or nan A Dec 12 2007
-% =========================================================
+
+% Original author: Gary Anderson
+% Original file downloaded from:
+% http://www.federalreserve.gov/Pubs/oss/oss4/code.html
+% Adapted for Dynare by Dynare Team, in order to deal
+% with infinite or nan values.
+%
+% 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:
+%
+% Anderson, G. and Moore, G.
+% "A Linear Algebraic Procedure for Solving Linear Perfect Foresight
+% Models."
+% Economics Letters, 17, 1985.
+%
+% Anderson, G.
+% "Solving Linear Rational Expectations Models: A Horse Race"
+% Computational Economics, 2008, vol. 31, issue 2, pages 95-113
+%
+% Anderson, G.
+% "A Reliable and Computationally Efficient Algorithm for Imposing the
+% Saddle Point Property in Dynamic Models"
+% Journal of Economic Dynamics and Control, Forthcoming
+
function [b,rts,ia,nexact,nnumeric,lgroots,aimcode] = ...
SPAmalg(h,neq,nlag,nlead,condn,uprbnd)
b=[];rts=[];ia=[];nexact=[];nnumeric=[];lgroots=[];aimcode=[];
diff --git a/matlab/AIM/SPBuild_a.m b/matlab/AIM/SPBuild_a.m
index 4e7e5c77a3bed116d732c768418c8ccf1bd66b64..06747507c4d8149b0bb0fe395c6d6344a996f0d3 100644
--- a/matlab/AIM/SPBuild_a.m
+++ b/matlab/AIM/SPBuild_a.m
@@ -3,6 +3,29 @@
% Build the companion matrix, deleting inessential lags.
% Solve for x_{t+nlead} in terms of x_{t+nlag},...,x_{t+nlead-1}.
+% Original author: Gary Anderson
+% Original file downloaded from:
+% http://www.federalreserve.gov/Pubs/oss/oss4/code.html
+% Adapted for Dynare by Dynare Team.
+%
+% This code 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:
+%
+% Anderson, G. and Moore, G.
+% "A Linear Algebraic Procedure for Solving Linear Perfect Foresight
+% Models."
+% Economics Letters, 17, 1985.
+%
+% Anderson, G.
+% "Solving Linear Rational Expectations Models: A Horse Race"
+% Computational Economics, 2008, vol. 31, issue 2, pages 95-113
+%
+% Anderson, G.
+% "A Reliable and Computationally Efficient Algorithm for Imposing the
+% Saddle Point Property in Dynamic Models"
+% Journal of Economic Dynamics and Control, Forthcoming
+
function [a,ia,js] = SPBuild_a(h,qcols,neq)
left = 1:qcols;
diff --git a/matlab/AIM/SPCopy_w.m b/matlab/AIM/SPCopy_w.m
index 9ec2b135b0a5a5d90bfba501f21d1dba105d8108..4c752adf85a80dcc45bc34feb69be81f51803234 100644
--- a/matlab/AIM/SPCopy_w.m
+++ b/matlab/AIM/SPCopy_w.m
@@ -3,6 +3,29 @@
% Copy the eigenvectors corresponding to the largest roots into the
% remaining empty rows and columns js of q
+% Author: Gary Anderson
+% Original file downloaded from:
+% http://www.federalreserve.gov/Pubs/oss/oss4/code.html
+% 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:
+%
+% Anderson, G. and Moore, G.
+% "A Linear Algebraic Procedure for Solving Linear Perfect Foresight
+% Models."
+% Economics Letters, 17, 1985.
+%
+% Anderson, G.
+% "Solving Linear Rational Expectations Models: A Horse Race"
+% Computational Economics, 2008, vol. 31, issue 2, pages 95-113
+%
+% Anderson, G.
+% "A Reliable and Computationally Efficient Algorithm for Imposing the
+% Saddle Point Property in Dynamic Models"
+% Journal of Economic Dynamics and Control, Forthcoming
+
function q = SPCopy_w(q,w,js,iq,qrows)
if(iq < qrows)
diff --git a/matlab/AIM/SPEigensystem.m b/matlab/AIM/SPEigensystem.m
index 872715d3eab99c482214d0fa94598ae176a5c5f0..58d330bc9196b6d7486e7aa918db843af22d0b6f 100644
--- a/matlab/AIM/SPEigensystem.m
+++ b/matlab/AIM/SPEigensystem.m
@@ -5,6 +5,29 @@
% eigenvectors conformably. Map the eigenvectors into the real
% domain. Count the roots bigger than uprbnd.
+% Original author: Gary Anderson
+% Original file downloaded from:
+% http://www.federalreserve.gov/Pubs/oss/oss4/code.html
+% 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:
+%
+% Anderson, G. and Moore, G.
+% "A Linear Algebraic Procedure for Solving Linear Perfect Foresight
+% Models."
+% Economics Letters, 17, 1985.
+%
+% Anderson, G.
+% "Solving Linear Rational Expectations Models: A Horse Race"
+% Computational Economics, 2008, vol. 31, issue 2, pages 95-113
+%
+% Anderson, G.
+% "A Reliable and Computationally Efficient Algorithm for Imposing the
+% Saddle Point Property in Dynamic Models"
+% Journal of Economic Dynamics and Control, Forthcoming
+
function [w,rts,lgroots,flag_trouble] = SPEigensystem(a,uprbnd,rowsLeft)
opts.disp=0;
try
diff --git a/matlab/AIM/SPExact_shift.m b/matlab/AIM/SPExact_shift.m
index 6dce5a5c61110160aaf6cb3792e91d88f72c10c9..8d8d5a1c4fb86651cf2dac365999779537b2ec42 100644
--- a/matlab/AIM/SPExact_shift.m
+++ b/matlab/AIM/SPExact_shift.m
@@ -2,6 +2,29 @@
%
% Compute the exact shiftrights and store them in q.
+% Original author: Gary Anderson
+% Original file downloaded from:
+% http://www.federalreserve.gov/Pubs/oss/oss4/code.html
+% 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:
+%
+% Anderson, G. and Moore, G.
+% "A Linear Algebraic Procedure for Solving Linear Perfect Foresight
+% Models."
+% Economics Letters, 17, 1985.
+%
+% Anderson, G.
+% "Solving Linear Rational Expectations Models: A Horse Race"
+% Computational Economics, 2008, vol. 31, issue 2, pages 95-113
+%
+% Anderson, G.
+% "A Reliable and Computationally Efficient Algorithm for Imposing the
+% Saddle Point Property in Dynamic Models"
+% Journal of Economic Dynamics and Control, Forthcoming
+
function [h,q,iq,nexact] = SPExact_shift(h,q,iq,qrows,qcols,neq)
%hs=SPSparse(h);
diff --git a/matlab/AIM/SPNumeric_shift.m b/matlab/AIM/SPNumeric_shift.m
index e40406ec63d15797e7faa9749661be9e6a266fef..c826491febe373397a39297c314fcc4e9c6cdd08 100644
--- a/matlab/AIM/SPNumeric_shift.m
+++ b/matlab/AIM/SPNumeric_shift.m
@@ -3,6 +3,29 @@
%
% Compute the numeric shiftrights and store them in q.
+% Original author: Gary Anderson
+% Original file downloaded from:
+% http://www.federalreserve.gov/Pubs/oss/oss4/code.html
+% 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:
+%
+% Anderson, G. and Moore, G.
+% "A Linear Algebraic Procedure for Solving Linear Perfect Foresight
+% Models."
+% Economics Letters, 17, 1985.
+%
+% Anderson, G.
+% "Solving Linear Rational Expectations Models: A Horse Race"
+% Computational Economics, 2008, vol. 31, issue 2, pages 95-113
+%
+% Anderson, G.
+% "A Reliable and Computationally Efficient Algorithm for Imposing the
+% Saddle Point Property in Dynamic Models"
+% Journal of Economic Dynamics and Control, Forthcoming
+
function [h,q,iq,nnumeric] = SPNumeric_shift(h,q,iq,qrows,qcols,neq,condn)
nnumeric = 0;
diff --git a/matlab/AIM/SPObstruct.m b/matlab/AIM/SPObstruct.m
index f808f8d7e2a72686a9449a27af95d55dafe52943..11ec0f2d658f814382916f8c819cc271edd24a87 100644
--- a/matlab/AIM/SPObstruct.m
+++ b/matlab/AIM/SPObstruct.m
@@ -14,6 +14,29 @@
%
% scof observable structure coefficients
+% Original author: Gary Anderson
+% Original file downloaded from:
+% http://www.federalreserve.gov/Pubs/oss/oss4/code.html
+% 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:
+%
+% Anderson, G. and Moore, G.
+% "A Linear Algebraic Procedure for Solving Linear Perfect Foresight
+% Models."
+% Economics Letters, 17, 1985.
+%
+% Anderson, G.
+% "Solving Linear Rational Expectations Models: A Horse Race"
+% Computational Economics, 2008, vol. 31, issue 2, pages 95-113
+%
+% Anderson, G.
+% "A Reliable and Computationally Efficient Algorithm for Imposing the
+% Saddle Point Property in Dynamic Models"
+% Journal of Economic Dynamics and Control, Forthcoming
+
function scof = SPObstruct(cof,cofb,neq,nlag,nlead)
diff --git a/matlab/AIM/SPReduced_form.m b/matlab/AIM/SPReduced_form.m
index a8a6dfba38f061f5367eae838f47527257d76437..81bbfff5baa059323ead84cc21f000a992ea4617 100644
--- a/matlab/AIM/SPReduced_form.m
+++ b/matlab/AIM/SPReduced_form.m
@@ -2,6 +2,29 @@
%
% Compute reduced-form coefficient matrix, b.
+% Original author: Gary Anderson
+% Original file downloaded from:
+% http://www.federalreserve.gov/Pubs/oss/oss4/code.html
+% 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:
+%
+% Anderson, G. and Moore, G.
+% "A Linear Algebraic Procedure for Solving Linear Perfect Foresight
+% Models."
+% Economics Letters, 17, 1985.
+%
+% Anderson, G.
+% "Solving Linear Rational Expectations Models: A Horse Race"
+% Computational Economics, 2008, vol. 31, issue 2, pages 95-113
+%
+% Anderson, G.
+% "A Reliable and Computationally Efficient Algorithm for Imposing the
+% Saddle Point Property in Dynamic Models"
+% Journal of Economic Dynamics and Control, Forthcoming
+
function [nonsing,b] = SPReduced_form(q,qrows,qcols,bcols,neq,condn);
b=[];
%qs=SPSparse(q);
diff --git a/matlab/AIM/SPShiftright.m b/matlab/AIM/SPShiftright.m
index 5841a183ee6960b6001cb50b69f534e288fb005d..f4ed92765c824223c07d19a3ddbae619becbe70c 100644
--- a/matlab/AIM/SPShiftright.m
+++ b/matlab/AIM/SPShiftright.m
@@ -5,6 +5,29 @@ function [y] = SPShiftright(x,n)
% Shift the rows of x to the right by n columns, leaving zeros in the
% first n columns.
+% Original author: Gary Anderson
+% Original file downloaded from:
+% http://www.federalreserve.gov/Pubs/oss/oss4/code.html
+% 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:
+%
+% Anderson, G. and Moore, G.
+% "A Linear Algebraic Procedure for Solving Linear Perfect Foresight
+% Models."
+% Economics Letters, 17, 1985.
+%
+% Anderson, G.
+% "Solving Linear Rational Expectations Models: A Horse Race"
+% Computational Economics, 2008, vol. 31, issue 2, pages 95-113
+%
+% Anderson, G.
+% "A Reliable and Computationally Efficient Algorithm for Imposing the
+% Saddle Point Property in Dynamic Models"
+% Journal of Economic Dynamics and Control, Forthcoming
+
[rows,cols] = size(x);
left = 1:cols-n;