@#include "fs2000ns_model.inc" stoch_simul(periods=200, order=1,irf=0); temp=oo_.endo_simul; %add measurement error oo_.endo_simul(strmatch('Y_obs',M_.endo_names,'exact'),:)=oo_.endo_simul(strmatch('Y_obs',M_.endo_names,'exact'),:)+0.05*randn(1,size(oo_.endo_simul,2)); oo_.endo_simul(strmatch('P_obs',M_.endo_names,'exact'),:)=oo_.endo_simul(strmatch('P_obs',M_.endo_names,'exact'),:)+0.05*randn(1,size(oo_.endo_simul,2)); datatomfile('fs_ns_dat_simul_uncorr_ME', char('Y_obs', 'P_obs')); oo_.endo_simul(strmatch('Y_obs',M_.endo_names,'exact'),[7,199])=NaN; oo_.endo_simul(strmatch('P_obs',M_.endo_names,'exact'),[151,199])=NaN; datatomfile('fs_ns_dat_simul_uncorr_ME_missing', char('Y_obs', 'P_obs')); shock_mat=chol([1 0.5; 0.5 1])*0.05*randn(2,size(oo_.endo_simul,2)); oo_.endo_simul(strmatch('Y_obs',M_.endo_names,'exact'),:)=oo_.endo_simul(strmatch('Y_obs',M_.endo_names,'exact'),:)+shock_mat(1,:); oo_.endo_simul(strmatch('P_obs',M_.endo_names,'exact'),:)=oo_.endo_simul(strmatch('P_obs',M_.endo_names,'exact'),:)+shock_mat(2,:); datatomfile('fs_ns_dat_simul_corr_ME', char('Y_obs', 'P_obs')); oo_.endo_simul(strmatch('Y_obs',M_.endo_names,'exact'),[7,199])=NaN; oo_.endo_simul(strmatch('P_obs',M_.endo_names,'exact'),[151,199])=NaN; datatomfile('fs_ns_dat_simul_corr_ME_missing', char('Y_obs', 'P_obs')); estimated_params; alp, 0.33; gam, 0.0; del, 0.02; stderr e_a, 0.014; stderr e_m, 0.005; corr e_m, e_a, 0; stderr P_obs, 0.05; stderr Y_obs, 0.05; //corr gp_obs, gy_obs,0; end; @#define mode_file_name="fs2000ns_uncorr_ME_mode" @#define data_file_name="fs_ns_dat_simul_uncorr_ME" @#include "fs2000ns_estimation_check.inc"