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* The data are in file "fsdat_simul.m", and have been artificially generated.
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* They are therefore different from the original dataset used by Schorfheide.
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*
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* The prior distribution follows the one originally specified in Schorfheide's paper.
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* Note that the beta prior for rho implies an asymptote and corresponding prior mode
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* for rho at 0. It is generally recommended to avoid this extreme type of prior.
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*
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* The equations are taken from J. Nason and T. Cogley (1994): "Testing the
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* implications of long-run neutrality for monetary business cycle models",
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* Journal of Applied Econometrics, 9, S37-S70.
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