MATRIX OF COVARIANCE OF EXOGENOUS SHOCKS

Variables    e         
e            1.000000
POLICY AND TRANSITION FUNCTIONS
                                       k               a               c
Constant                   -1.552215               0       -0.969516
(correction)                0.241022               0       -0.096072
k(-1)                       0.419109               0        0.252523
e                           1.397031        1.000000        0.841743
k(-1)k(-1)                 -0.003501               0       -0.002559
e e                        -0.038899               0       -0.028434
k(-1) e                    -0.023340               0       -0.017061