216 lines
4.9 KiB
Matlab
216 lines
4.9 KiB
Matlab
%This file is a direct Matlab implementation of the loaddata.g and data.prn files
|
|
%of Schorfheide, Frank (2000): Loss function-based evaluation of DSGE models
|
|
%(replication data). Version: 1. Journal of Applied Econometrics. Dataset.
|
|
%http://dx.doi.org/10.15456/jae.2022314.0708799949
|
|
% Copyright: 2000-2022 Frank Schorfheide
|
|
% Copyright: 2023 Dynare Team
|
|
|
|
% License: CC BY 4.0
|
|
% (https://creativecommons.org/licenses/by/4.0/legalcode)
|
|
|
|
% Time series, extracted 05/04/00
|
|
% columms are quarterly data from 1949:IV to 1997:IV
|
|
% 1: GDPD = GROSS DOMESTIC PRODUCT:IMPLICIT PRICE DEFLATOR (INDEX,92=100)(T7.1)
|
|
% 2: GDPQ = GROSS DOMESTIC PRODUCT
|
|
% 3: GPOP = POPULATION, NIPA basis (THOUS.,NSA)
|
|
|
|
data_q=[18.02 1474.5 150.2
|
|
17.94 1538.2 150.9
|
|
18.01 1584.5 151.4
|
|
18.42 1644.1 152
|
|
18.73 1678.6 152.7
|
|
19.46 1693.1 153.3
|
|
19.55 1724 153.9
|
|
19.56 1758.2 154.7
|
|
19.79 1760.6 155.4
|
|
19.77 1779.2 156
|
|
19.82 1778.8 156.6
|
|
20.03 1790.9 157.3
|
|
20.12 1846 158
|
|
20.1 1882.6 158.6
|
|
20.14 1897.3 159.2
|
|
20.22 1887.4 160
|
|
20.27 1858.2 160.7
|
|
20.34 1849.9 161.4
|
|
20.39 1848.5 162
|
|
20.42 1868.9 162.8
|
|
20.47 1905.6 163.6
|
|
20.56 1959.6 164.3
|
|
20.62 1994.4 164.9
|
|
20.78 2020.1 165.7
|
|
21 2030.5 166.5
|
|
21.2 2023.6 167.2
|
|
21.33 2037.7 167.9
|
|
21.62 2033.4 168.7
|
|
21.71 2066.2 169.5
|
|
22.01 2077.5 170.2
|
|
22.15 2071.9 170.9
|
|
22.27 2094 171.7
|
|
22.29 2070.8 172.5
|
|
22.56 2012.6 173.1
|
|
22.64 2024.7 173.8
|
|
22.77 2072.3 174.5
|
|
22.88 2120.6 175.3
|
|
22.92 2165 176.045
|
|
22.91 2223.3 176.727
|
|
22.94 2221.4 177.481
|
|
23.03 2230.95 178.268
|
|
23.13 2279.22 179.694
|
|
23.22 2265.48 180.335
|
|
23.32 2268.29 181.094
|
|
23.4 2238.57 181.915
|
|
23.45 2251.68 182.634
|
|
23.51 2292.02 183.337
|
|
23.56 2332.61 184.103
|
|
23.63 2381.01 184.894
|
|
23.75 2422.59 185.553
|
|
23.81 2448.01 186.203
|
|
23.87 2471.86 186.926
|
|
23.94 2476.67 187.68
|
|
24 2508.7 188.299
|
|
24.07 2538.05 188.906
|
|
24.12 2586.26 189.631
|
|
24.29 2604.62 190.362
|
|
24.35 2666.69 190.954
|
|
24.41 2697.54 191.56
|
|
24.52 2729.63 192.256
|
|
24.64 2739.75 192.938
|
|
24.77 2808.88 193.467
|
|
24.88 2846.34 193.994
|
|
25.01 2898.79 194.647
|
|
25.17 2970.48 195.279
|
|
25.32 3042.35 195.763
|
|
25.53 3055.53 196.277
|
|
25.79 3076.51 196.877
|
|
26.02 3102.36 197.481
|
|
26.14 3127.15 197.967
|
|
26.31 3129.53 198.455
|
|
26.6 3154.19 199.012
|
|
26.9 3177.98 199.572
|
|
27.21 3236.18 199.995
|
|
27.49 3292.07 200.452
|
|
27.75 3316.11 200.997
|
|
28.12 3331.22 201.538
|
|
28.39 3381.86 201.955
|
|
28.73 3390.23 202.419
|
|
29.14 3409.65 202.986
|
|
29.51 3392.6 203.584
|
|
29.94 3386.49 204.086
|
|
30.36 3391.61 204.721
|
|
30.61 3422.95 205.419
|
|
31.02 3389.36 206.13
|
|
31.5 3481.4 206.763
|
|
31.93 3500.95 207.362
|
|
32.27 3523.8 208
|
|
32.54 3533.79 208.642
|
|
33.02 3604.73 209.142
|
|
33.2 3687.9 209.637
|
|
33.49 3726.18 210.181
|
|
33.95 3790.44 210.737
|
|
34.36 3892.22 211.192
|
|
34.94 3919.01 211.663
|
|
35.61 3907.08 212.191
|
|
36.29 3947.11 212.708
|
|
37.01 3908.15 213.144
|
|
37.79 3922.57 213.602
|
|
38.96 3879.98 214.147
|
|
40.13 3854.13 214.7
|
|
41.05 3800.93 215.135
|
|
41.66 3835.21 215.652
|
|
42.41 3907.02 216.289
|
|
43.19 3952.48 216.848
|
|
43.69 4044.59 217.314
|
|
44.15 4072.19 217.776
|
|
44.77 4088.49 218.338
|
|
45.57 4126.39 218.917
|
|
46.32 4176.28 219.427
|
|
47.07 4260.08 219.956
|
|
47.66 4329.46 220.573
|
|
48.63 4328.33 221.201
|
|
49.42 4345.51 221.719
|
|
50.41 4510.73 222.281
|
|
51.27 4552.14 222.933
|
|
52.35 4603.65 223.583
|
|
53.51 4605.65 224.152
|
|
54.65 4615.64 224.737
|
|
55.82 4644.93 225.418
|
|
56.92 4656.23 226.117
|
|
58.18 4678.96 226.754
|
|
59.55 4566.62 227.389
|
|
61.01 4562.25 228.07
|
|
62.59 4651.86 228.689
|
|
64.15 4739.16 229.155
|
|
65.37 4696.82 229.674
|
|
66.65 4753.02 230.301
|
|
67.87 4693.76 230.903
|
|
68.86 4615.89 231.395
|
|
69.72 4634.88 231.906
|
|
70.66 4612.08 232.498
|
|
71.44 4618.26 233.074
|
|
72.08 4662.97 233.546
|
|
72.83 4763.57 234.028
|
|
73.48 4849 234.603
|
|
74.19 4939.23 235.153
|
|
75.02 5053.56 235.605
|
|
75.58 5132.87 236.082
|
|
76.25 5170.34 236.657
|
|
76.81 5203.68 237.232
|
|
77.63 5257.26 237.673
|
|
78.25 5283.73 238.176
|
|
78.76 5359.6 238.789
|
|
79.45 5393.57 239.387
|
|
79.81 5460.83 239.861
|
|
80.22 5466.95 240.368
|
|
80.84 5496.29 240.962
|
|
81.45 5526.77 241.539
|
|
82.09 5561.8 242.009
|
|
82.68 5618 242.52
|
|
83.33 5667.39 243.12
|
|
84.09 5750.57 243.721
|
|
84.67 5785.29 244.208
|
|
85.56 5844.05 244.716
|
|
86.66 5878.7 245.354
|
|
87.44 5952.83 245.966
|
|
88.45 6010.96 246.46
|
|
89.39 6055.61 247.017
|
|
90.13 6087.96 247.698
|
|
90.88 6093.51 248.374
|
|
92 6152.59 248.928
|
|
93.18 6171.57 249.564
|
|
94.14 6142.1 250.299
|
|
95.11 6078.96 251.031
|
|
96.27 6047.49 251.65
|
|
97 6074.66 252.295
|
|
97.7 6090.14 253.033
|
|
98.31 6105.25 253.743
|
|
99.13 6175.69 254.338
|
|
99.79 6214.22 255.032
|
|
100.17 6260.74 255.815
|
|
100.88 6327.12 256.543
|
|
101.84 6327.93 257.151
|
|
102.35 6359.9 257.785
|
|
102.83 6393.5 258.516
|
|
103.51 6476.86 259.191
|
|
104.13 6524.5 259.738
|
|
104.71 6600.31 260.351
|
|
105.39 6629.47 261.04
|
|
106.09 6688.61 261.692
|
|
106.75 6717.46 262.236
|
|
107.24 6724.2 262.847
|
|
107.75 6779.53 263.527
|
|
108.29 6825.8 264.169
|
|
108.91 6882 264.681
|
|
109.24 6983.91 265.258
|
|
109.74 7020 265.887
|
|
110.23 7093.12 266.491
|
|
111 7166.68 266.987
|
|
111.43 7236.5 267.545
|
|
111.76 7311.24 268.171
|
|
112.08 7364.63 268.815];
|
|
|
|
%Compute growth rates: from 1950:I to 1997:IV
|
|
gy_obs=1000*data_q(:,2)./data_q(:,3); %real GDP per capita
|
|
gy_obs=diff(log(gy_obs));
|
|
|
|
gp_obs = diff(log(data_q(:,1))); %GDP deflator inflation
|