28 lines
418 B
Modula-2
28 lines
418 B
Modula-2
var R Pie Y;
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model;
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Y = 0;
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Pie = 0;
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R = 0;
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end;
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varobs Y Pie R;
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svar_identification;
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lower_cholesky;
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end;
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markov_switching(chain=1,number_of_states=2,duration=2.5);
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svar(variances, chain=1);
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set_dynare_seed(5);
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ms_estimation(datafile=data,freq=4,initial_year=1959,final_year=2005,nlags=4);
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ms_simulation(mh_replic=1000);
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ms_compute_mdd;
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ms_compute_probabilities;
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ms_irf;
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ms_forecast;
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ms_variance_decomposition;
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