// --+ options: json=compute +-- /* REMARK ** ------ ** ** You need to have the first line on top of the mod file. The options defined on this line are passed ** to the dynare command (you can add other options, separated by spaces or commas). The option defined ** here is mandatory for the decomposition. It forces Dynare to output another representation of the ** model in JSON file (additionaly to the matlab files) which is used here to manipulate the equations. */ var U2_Q_YED U2_G_YER U2_STN U2_ESTN U2_EHIC DE_Q_YED DE_G_YER DE_EHIC FR_Q_YED FR_G_YER FR_EHIC IT_Q_YED IT_G_YER IT_EHIC ES_Q_YED ES_G_YER ES_EHIC NL_Q_YED NL_G_YER NL_EHIC ; varexo res_U2_Q_YED res_U2_G_YER res_U2_STN res_U2_ESTN res_U2_EHIC res_DE_Q_YED res_DE_G_YER res_DE_EHIC res_FR_Q_YED res_FR_G_YER res_FR_EHIC res_IT_Q_YED res_IT_G_YER res_IT_EHIC res_ES_Q_YED res_ES_G_YER res_ES_EHIC res_NL_Q_YED res_NL_G_YER res_NL_EHIC ; parameters u2_q_yed_ecm_u2_q_yed_L1 u2_q_yed_ecm_u2_stn_L1 u2_q_yed_u2_g_yer_L1 u2_q_yed_u2_stn_L1 u2_g_yer_ecm_u2_q_yed_L1 u2_g_yer_ecm_u2_stn_L1 u2_g_yer_u2_q_yed_L1 u2_g_yer_u2_g_yer_L1 u2_g_yer_u2_stn_L1 u2_stn_ecm_u2_q_yed_L1 u2_stn_ecm_u2_stn_L1 u2_stn_u2_q_yed_L1 u2_stn_u2_g_yer_L1 u2_estn_u2_estn_L1 u2_ehic_u2_ehic_L1 de_q_yed_ecm_de_q_yed_L1 de_q_yed_ecm_u2_stn_L1 de_q_yed_de_g_yer_L1 de_q_yed_u2_stn_L1 de_g_yer_ecm_de_q_yed_L1 de_g_yer_ecm_u2_stn_L1 de_g_yer_de_q_yed_L1 de_g_yer_de_g_yer_L1 de_g_yer_u2_stn_L1 de_ehic_de_ehic_L1 fr_q_yed_ecm_fr_q_yed_L1 fr_q_yed_ecm_u2_stn_L1 fr_q_yed_fr_g_yer_L1 fr_q_yed_u2_stn_L1 fr_g_yer_ecm_fr_q_yed_L1 fr_g_yer_ecm_u2_stn_L1 fr_g_yer_fr_q_yed_L1 fr_g_yer_fr_g_yer_L1 fr_g_yer_u2_stn_L1 fr_ehic_fr_ehic_L1 it_q_yed_ecm_it_q_yed_L1 it_q_yed_ecm_u2_stn_L1 it_q_yed_it_g_yer_L1 it_q_yed_u2_stn_L1 it_g_yer_ecm_it_q_yed_L1 it_g_yer_ecm_u2_stn_L1 it_g_yer_it_q_yed_L1 it_g_yer_it_g_yer_L1 it_g_yer_u2_stn_L1 it_ehic_it_ehic_L1 es_q_yed_ecm_es_q_yed_L1 es_q_yed_ecm_u2_stn_L1 es_q_yed_es_g_yer_L1 es_q_yed_u2_stn_L1 es_g_yer_ecm_es_q_yed_L1 es_g_yer_ecm_u2_stn_L1 es_g_yer_es_q_yed_L1 es_g_yer_es_g_yer_L1 es_g_yer_u2_stn_L1 es_ehic_es_ehic_L1 nl_q_yed_ecm_nl_q_yed_L1 nl_q_yed_ecm_u2_stn_L1 nl_q_yed_nl_g_yer_L1 nl_q_yed_u2_stn_L1 nl_g_yer_ecm_nl_q_yed_L1 nl_g_yer_ecm_u2_stn_L1 nl_g_yer_nl_q_yed_L1 nl_g_yer_nl_g_yer_L1 nl_g_yer_u2_stn_L1 nl_ehic_nl_ehic_L1 ; u2_q_yed_ecm_u2_q_yed_L1 = -0.82237516589315 ; u2_q_yed_ecm_u2_stn_L1 = -0.323715338568976 ; u2_q_yed_u2_g_yer_L1 = 0.0401361895021084 ; u2_q_yed_u2_stn_L1 = 0.058397703958446 ; u2_g_yer_ecm_u2_q_yed_L1 = 0.0189896046977421 ; u2_g_yer_ecm_u2_stn_L1 = -0.109597659887432 ; u2_g_yer_u2_q_yed_L1 = 0.0037667967632025 ; u2_g_yer_u2_g_yer_L1 = 0.480506381923644 ; u2_g_yer_u2_stn_L1 = -0.0722359286123494 ; u2_stn_ecm_u2_q_yed_L1 = -0.0438500662608356 ; u2_stn_ecm_u2_stn_L1 = -0.153283917138772 ; u2_stn_u2_q_yed_L1 = 0.0328744983772825 ; u2_stn_u2_g_yer_L1 = 0.292121949736756 ; u2_estn_u2_estn_L1 = 1 ; u2_ehic_u2_ehic_L1 = 1 ; de_q_yed_ecm_de_q_yed_L1 = -0.822375165893149 ; de_q_yed_ecm_u2_stn_L1 = -0.323715338568977 ; de_q_yed_de_g_yer_L1 = 0.0401361895021082 ; de_q_yed_u2_stn_L1 = 0.0583977039584461 ; de_g_yer_ecm_de_q_yed_L1 = 0.0189896046977422 ; de_g_yer_ecm_u2_stn_L1 = -0.109597659887433 ; de_g_yer_de_q_yed_L1 = 0.00376679676320256; de_g_yer_de_g_yer_L1 = 0.480506381923643 ; de_g_yer_u2_stn_L1 = -0.0722359286123494 ; de_ehic_de_ehic_L1 = 1 ; fr_q_yed_ecm_fr_q_yed_L1 = -0.822375165893149 ; fr_q_yed_ecm_u2_stn_L1 = -0.323715338568977 ; fr_q_yed_fr_g_yer_L1 = 0.0401361895021082 ; fr_q_yed_u2_stn_L1 = 0.0583977039584461 ; fr_g_yer_ecm_fr_q_yed_L1 = 0.0189896046977422 ; fr_g_yer_ecm_u2_stn_L1 = -0.109597659887433 ; fr_g_yer_fr_q_yed_L1 = 0.00376679676320256; fr_g_yer_fr_g_yer_L1 = 0.480506381923643 ; fr_g_yer_u2_stn_L1 = -0.0722359286123494 ; fr_ehic_fr_ehic_L1 = 1 ; it_q_yed_ecm_it_q_yed_L1 = -0.822375165893149 ; it_q_yed_ecm_u2_stn_L1 = -0.323715338568977 ; it_q_yed_it_g_yer_L1 = 0.0401361895021082 ; it_q_yed_u2_stn_L1 = 0.0583977039584461 ; it_g_yer_ecm_it_q_yed_L1 = 0.0189896046977422 ; it_g_yer_ecm_u2_stn_L1 = -0.109597659887433 ; it_g_yer_it_q_yed_L1 = 0.00376679676320256; it_g_yer_it_g_yer_L1 = 0.480506381923643 ; it_g_yer_u2_stn_L1 = -0.0722359286123494 ; it_ehic_it_ehic_L1 = 1 ; es_q_yed_ecm_es_q_yed_L1 = -0.822375165893149 ; es_q_yed_ecm_u2_stn_L1 = -0.323715338568977 ; es_q_yed_es_g_yer_L1 = 0.0401361895021082 ; es_q_yed_u2_stn_L1 = 0.0583977039584461 ; es_g_yer_ecm_es_q_yed_L1 = 0.0189896046977422 ; es_g_yer_ecm_u2_stn_L1 = -0.109597659887433 ; es_g_yer_es_q_yed_L1 = 0.00376679676320256; es_g_yer_es_g_yer_L1 = 0.480506381923643 ; es_g_yer_u2_stn_L1 = -0.0722359286123494 ; es_ehic_es_ehic_L1 = 1 ; nl_q_yed_ecm_nl_q_yed_L1 = -0.822375165893149 ; nl_q_yed_ecm_u2_stn_L1 = -0.323715338568977 ; nl_q_yed_nl_g_yer_L1 = 0.0401361895021082 ; nl_q_yed_u2_stn_L1 = 0.0583977039584461 ; nl_g_yer_ecm_nl_q_yed_L1 = 0.0189896046977422 ; nl_g_yer_ecm_u2_stn_L1 = -0.109597659887433 ; nl_g_yer_nl_q_yed_L1 = 0.00376679676320256; nl_g_yer_nl_g_yer_L1 = 0.480506381923643 ; nl_g_yer_u2_stn_L1 = -0.0722359286123494 ; nl_ehic_nl_ehic_L1 = 1 ; model; diff(U2_Q_YED) = u2_q_yed_ecm_u2_q_yed_L1 * (U2_Q_YED(-1) - U2_EHIC(-1)) + u2_q_yed_ecm_u2_stn_L1 * (U2_STN(-1) - U2_ESTN(-1)) + u2_q_yed_u2_g_yer_L1 * diff(U2_G_YER(-1)) + u2_q_yed_u2_stn_L1 * diff(U2_STN(-1)) + res_U2_Q_YED ; diff(U2_G_YER) = u2_g_yer_ecm_u2_q_yed_L1 * (U2_Q_YED(-1) - U2_EHIC(-1)) + u2_g_yer_ecm_u2_stn_L1 * (U2_STN(-1) - U2_ESTN(-1)) + u2_g_yer_u2_q_yed_L1 * diff(U2_Q_YED(-1)) + u2_g_yer_u2_g_yer_L1 * diff(U2_G_YER(-1)) + u2_g_yer_u2_stn_L1 * diff(U2_STN(-1)) + res_U2_G_YER ; diff(U2_STN) = u2_stn_ecm_u2_q_yed_L1 * (U2_Q_YED(-1) - U2_EHIC(-1)) + u2_stn_ecm_u2_stn_L1 * (U2_STN(-1) - U2_ESTN(-1)) + u2_stn_u2_q_yed_L1 * diff(U2_Q_YED(-1)) + u2_stn_u2_g_yer_L1 * diff(U2_G_YER(-1)) + res_U2_STN ; U2_ESTN = u2_estn_u2_estn_L1 * U2_ESTN + res_U2_ESTN ; U2_EHIC = u2_ehic_u2_ehic_L1 * U2_EHIC + res_U2_EHIC ; diff(DE_Q_YED) = de_q_yed_ecm_de_q_yed_L1 * (DE_Q_YED(-1) - DE_EHIC(-1)) + de_q_yed_ecm_u2_stn_L1 * (U2_STN(-1) - U2_ESTN(-1)) + de_q_yed_de_g_yer_L1 * diff(DE_G_YER(-1)) + de_q_yed_u2_stn_L1 * diff(U2_STN(-1)) + res_DE_Q_YED ; diff(DE_G_YER) = de_g_yer_ecm_de_q_yed_L1 * (DE_Q_YED(-1) - DE_EHIC(-1)) + de_g_yer_ecm_u2_stn_L1 * (U2_STN(-1) - U2_ESTN(-1)) + de_g_yer_de_q_yed_L1 * diff(DE_Q_YED(-1)) + de_g_yer_de_g_yer_L1 * diff(DE_G_YER(-1)) + de_g_yer_u2_stn_L1 * diff(U2_STN(-1)) + res_DE_G_YER ; DE_EHIC = de_ehic_de_ehic_L1 * DE_EHIC + res_DE_EHIC ; diff(FR_Q_YED) = fr_q_yed_ecm_fr_q_yed_L1 * (FR_Q_YED(-1) - FR_EHIC(-1)) + fr_q_yed_ecm_u2_stn_L1 * (U2_STN(-1) - U2_ESTN(-1)) + fr_q_yed_fr_g_yer_L1 * diff(FR_G_YER(-1)) + fr_q_yed_u2_stn_L1 * diff(U2_STN(-1)) + res_FR_Q_YED ; diff(FR_G_YER) = fr_g_yer_ecm_fr_q_yed_L1 * (FR_Q_YED(-1) - FR_EHIC(-1)) + fr_g_yer_ecm_u2_stn_L1 * (U2_STN(-1) - U2_ESTN(-1)) + fr_g_yer_fr_q_yed_L1 * diff(FR_Q_YED(-1)) + fr_g_yer_fr_g_yer_L1 * diff(FR_G_YER(-1)) + fr_g_yer_u2_stn_L1 * diff(U2_STN(-1)) + res_FR_G_YER ; FR_EHIC = fr_ehic_fr_ehic_L1 * FR_EHIC + res_FR_EHIC ; diff(IT_Q_YED) = it_q_yed_ecm_it_q_yed_L1 * (IT_Q_YED(-1) - IT_EHIC(-1)) + it_q_yed_ecm_u2_stn_L1 * (U2_STN(-1) - U2_ESTN(-1)) + it_q_yed_it_g_yer_L1 * diff(IT_G_YER(-1)) + it_q_yed_u2_stn_L1 * diff(U2_STN(-1)) + res_IT_Q_YED ; diff(IT_G_YER) = it_g_yer_ecm_it_q_yed_L1 * (IT_Q_YED(-1) - IT_EHIC(-1)) + it_g_yer_ecm_u2_stn_L1 * (U2_STN(-1) - U2_ESTN(-1)) + it_g_yer_it_q_yed_L1 * diff(IT_Q_YED(-1)) + it_g_yer_it_g_yer_L1 * diff(IT_G_YER(-1)) + it_g_yer_u2_stn_L1 * diff(U2_STN(-1)) + res_IT_G_YER ; IT_EHIC = it_ehic_it_ehic_L1 * IT_EHIC + res_IT_EHIC ; diff(ES_Q_YED) = es_q_yed_ecm_es_q_yed_L1 * (ES_Q_YED(-1) - ES_EHIC(-1)) + es_q_yed_ecm_u2_stn_L1 * (U2_STN(-1) - U2_ESTN(-1)) + es_q_yed_es_g_yer_L1 * diff(ES_G_YER(-1)) + es_q_yed_u2_stn_L1 * diff(U2_STN(-1)) + res_ES_Q_YED ; diff(ES_G_YER) = es_g_yer_ecm_es_q_yed_L1 * (ES_Q_YED(-1) - ES_EHIC(-1)) + es_g_yer_ecm_u2_stn_L1 * (U2_STN(-1) - U2_ESTN(-1)) + es_g_yer_es_q_yed_L1 * diff(ES_Q_YED(-1)) + es_g_yer_es_g_yer_L1 * diff(ES_G_YER(-1)) + es_g_yer_u2_stn_L1 * diff(U2_STN(-1)) + res_ES_G_YER ; ES_EHIC = es_ehic_es_ehic_L1 * ES_EHIC + res_ES_EHIC ; diff(NL_Q_YED) = nl_q_yed_ecm_nl_q_yed_L1 * (NL_Q_YED(-1) - NL_EHIC(-1)) + nl_q_yed_ecm_u2_stn_L1 * (U2_STN(-1) - U2_ESTN(-1)) + nl_q_yed_nl_g_yer_L1 * diff(NL_G_YER(-1)) + nl_q_yed_u2_stn_L1 * diff(U2_STN(-1)) + res_NL_Q_YED ; diff(NL_G_YER) = nl_g_yer_ecm_nl_q_yed_L1 * (NL_Q_YED(-1) - NL_EHIC(-1)) + nl_g_yer_ecm_u2_stn_L1 * (U2_STN(-1) - U2_ESTN(-1)) + nl_g_yer_nl_q_yed_L1 * diff(NL_Q_YED(-1)) + nl_g_yer_nl_g_yer_L1 * diff(NL_G_YER(-1)) + nl_g_yer_u2_stn_L1 * diff(U2_STN(-1)) + res_NL_G_YER ; NL_EHIC = nl_ehic_nl_ehic_L1 * NL_EHIC + res_NL_EHIC ; end; mydseries = dseries(randn(40,20), 1, {'U2_Q_YED', ... 'U2_G_YER', ... 'U2_STN', ... 'U2_ESTN', ... 'U2_EHIC', ... 'DE_Q_YED', ... 'DE_G_YER', ... 'DE_EHIC', ... 'FR_Q_YED', ... 'FR_G_YER', ... 'FR_EHIC', ... 'IT_Q_YED', ... 'IT_G_YER', ... 'IT_EHIC', ... 'ES_Q_YED', ... 'ES_G_YER', ... 'ES_EHIC', ... 'NL_Q_YED', ... 'NL_G_YER', ... 'NL_EHIC'}); pooled_ols(mydseries, ... {'de','u2','fr', 'it', 'es', 'nl'}, ... {'*_q_yed_ecm_*_q_yed_L1', ... '*_q_yed_ecm_u2_stn_L1', ... '*_q_yed_*_g_yer_L1', ... '*_q_yed_u2_stn_L1', ... '*_g_yer_ecm_*_q_yed_L1', ... '*_g_yer_ecm_u2_stn_L1', ... '*_g_yer_*_q_yed_L1', ... '*_g_yer_*_g_yer_L1', ... '*_g_yer_u2_stn_L1', ... '*_ehic_*_ehic_L1'});