@#include "fs2000_model.inc" stoch_simul(periods=200, order=1,irf=0); temp=oo_.endo_simul; %add measurement error oo_.endo_simul(strmatch('gy_obs',M_.endo_names,'exact'),:)=oo_.endo_simul(strmatch('gy_obs',M_.endo_names,'exact'),:)+0.05*randn(1,size(oo_.endo_simul,2)); oo_.endo_simul(strmatch('gp_obs',M_.endo_names,'exact'),:)=oo_.endo_simul(strmatch('gp_obs',M_.endo_names,'exact'),:)+0.05*randn(1,size(oo_.endo_simul,2)); datatomfile('fsdat_simul_uncorr_ME', {'gy_obs'; 'gp_obs'}); oo_.endo_simul(strmatch('gy_obs',M_.endo_names,'exact'),[7,199])=NaN; oo_.endo_simul(strmatch('gp_obs',M_.endo_names,'exact'),[151,199])=NaN; datatomfile('fsdat_simul_uncorr_ME_missing', {'gy_obs'; 'gp_obs'}); shock_mat=chol([1 0.5; 0.5 1])*0.05*randn(2,size(oo_.endo_simul,2)); oo_.endo_simul(strmatch('gy_obs',M_.endo_names,'exact'),:)=oo_.endo_simul(strmatch('gy_obs',M_.endo_names,'exact'),:)+shock_mat(1,:); oo_.endo_simul(strmatch('gp_obs',M_.endo_names,'exact'),:)=oo_.endo_simul(strmatch('gp_obs',M_.endo_names,'exact'),:)+shock_mat(2,:); datatomfile('fsdat_simul_corr_ME', {'gy_obs'; 'gp_obs'}); oo_.endo_simul(strmatch('gy_obs',M_.endo_names,'exact'),[7,199])=NaN; oo_.endo_simul(strmatch('gp_obs',M_.endo_names,'exact'),[151,199])=NaN; datatomfile('fsdat_simul_corr_ME_missing', {'gy_obs'; 'gp_obs'}); estimated_params; alp, 0.356; gam, 0.0085; del, 0.01; stderr e_a, 0.035449; stderr e_m, 0.008862; corr e_m, e_a, 0; stderr gp_obs, 1; stderr gy_obs, 1; //corr gp_obs, gy_obs,0; end; @#define mode_file_name="'fs2000_uncorr_ME/Output/fs2000_uncorr_ME_mode'" @#define data_file_name="fsdat_simul_uncorr_ME" @#include "fs2000_estimation_check.inc"