/******************************************************************************/ /********************* Markov State Variable Information **********************/ /******************************************************************************/ //== Flat Independent Markov States and Simple Restrictions ==// //This number is NOT used but read in. //== Number Observations ==// 200 //== Number Independent State Variables ==// 2 //=====================================================// //== state_variable[i] (1 <= i <= n_state_variables) ==// //=====================================================// //== Number of states for state_variable[1] ==// 2 //== 03/15/06: DW TVBVAR code reads the data below and overwrite the prior data read somewhere else if any. //== Each column contains the parameters for a Dirichlet prior on the corresponding //== column of the transition matrix. Each element must be positive. For each column, //== the relative size of the prior elements determine the relative size of the elements //== of the transition matrix and overall larger sizes implies a tighter prior. //== Transition matrix prior for state_variable[1]. (n_states x n_states) ==// 5.6666666666666661e+000 1.0000000000000000e+000 1.0000000000000000e+000 5.6666666666666661e+000 //== Free Dirichet dimensions for state_variable[1] ==// 2 2 //== The jth restriction matrix is n_states-by-free[j]. Each row of the restriction //== matrix has exactly one non-zero entry and the sum of each column must be one. //== Column restrictions for state_variable[1] ==// 1 0 0 1 1 0 0 1 //== Number of states for state_variable[2] ==// 2 //== Each column contains the parameters for a Dirichlet prior on the corresponding //== column of the transition matrix. Each element must be positive. For each column, //== the relative size of the prior elements determine the relative size of the elements //== of the transition matrix and overall larger sizes implies a tighter prior. //== Transition matrix prior for state_variable[2]. (n_states x n_states) ==// 5.6666666666666661e+000 1.0000000000000000e+000 1.0000000000000000e+000 5.6666666666666661e+000 //== Free Dirichet dimensions for state_variable[2] ==// 2 2 //== The jth restriction matrix is n_states x free[j]. Each row of the restriction //== matrix has exactly one non-zero entry and the sum of each column must be one. //== Column restrictions for state_variable[2] ==// 1 0 0 1 1 0 0 1 /******************************************************************************/ /******************************* VAR Parameters *******************************/ /******************************************************************************/ //NOT read //== Number Variables ==// 3 //NOT read //== Number Lags ==// 3 //NOT read //== Exogenous Variables ==// 1 //== nvar x n_state_variables matrix. In the jth row, a non-zero value implies that this state variable controls the jth column of A0 and Aplus //== Controlling states variables for coefficients ==// 0 1 0 1 0 1 0 1 0 1 //== nvar x n_state_variables matrix. In the jth row, a non-zero value implies that this state variable controls the jth diagonal element of Xi //== Controlling states variables for variance ==// 1 0 1 0 1 0 1 0 1 0