28 lines
381 B
Modula-2
28 lines
381 B
Modula-2
var a b;
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varexo epsil ;
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parameters betta;
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betta = 0.97;
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model;
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a = betta*a(+1)+epsil;
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b = a;
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end;
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initval;
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a=0;
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end;
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steady;
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shocks;
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var epsil; stderr .2;
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end;
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steady;
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check;
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stoch_simul(periods=0, irf=30, order=1);
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stoch_simul(periods=2000, irf=30, order=1);
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stoch_simul(periods=0, irf=30, order=1,hp_filter=1600);
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stoch_simul(periods=2000, irf=30, order=1,hp_filter=1600);
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