var y pi i;

varexo e_y e_pi e_i;

parameters a1 a2 a3 b1 b2 b3 c1 c2 c3;

a1 = .2;
a2 = .8;
a3 = .05;

b1 = .3;
b2 = .7;
b3 = .1;

c1 = 0.9;
c2 = 1.5;
c3 = 0.5;

model;
  y  = a1*y(-1) + a2*y(1) - a3*(i-pi(1)) + e_y ;
  pi = b1*pi(-1) + b2*pi(1) + b3*y + e_pi ;
  i  = max(c1*i(-1) + c2*pi(1) + c3*y + e_i, -.05) ;
end;

steady;

check;

shocks;
var e_y  = 0.002;
var e_pi = 0.004;
var e_i  = 0.001;
end;

extended_path(periods=200);

verbatim;
  data = [Simulated_time_series dseries(oo_.exo_simul, '2Y', {'e_y', 'e_pi', 'e_i'})];
  save(data,'truedata', 'mat');
end;