dynare/tests/ms-sbvar/test_exclusions.mod

14 lines
247 B
Modula-2

// same as test_lower_cholesky.mod, but using exclusion syntax
var R Pie Y;
varobs Y Pie R;
svar_identification;
exclusion lag 0;
equation 1, Pie, Y;
equation 2, Y;
end;
sbvar(datafile=msdata,freq=4,initial_year=1959,final_year=2005,nlags=4);