347 lines
13 KiB
Modula-2
347 lines
13 KiB
Modula-2
// --+ options: json=compute +--
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/* REMARK
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** ------
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**
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** You need to have the first line on top of the mod file. The options defined on this line are passed
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** to the dynare command (you can add other options, separated by spaces or commas). The option defined
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** here is mandatory for the decomposition. It forces Dynare to output another representation of the
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** model in JSON file (additionaly to the matlab files) which is used here to manipulate the equations.
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*/
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var
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U2_Q_YED
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U2_G_YER
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U2_STN
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U2_ESTN
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U2_EHIC
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DE_Q_YED
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DE_G_YER
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DE_EHIC
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FR_Q_YED
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FR_G_YER
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FR_EHIC
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IT_Q_YED
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IT_G_YER
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IT_EHIC
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ES_Q_YED
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ES_G_YER
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ES_EHIC
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NL_Q_YED
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NL_G_YER
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NL_EHIC
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;
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varexo
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res_U2_Q_YED
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res_U2_G_YER
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res_U2_STN
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res_U2_ESTN
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res_U2_EHIC
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res_DE_Q_YED
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res_DE_G_YER
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res_DE_EHIC
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res_FR_Q_YED
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res_FR_G_YER
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res_FR_EHIC
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res_IT_Q_YED
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res_IT_G_YER
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res_IT_EHIC
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res_ES_Q_YED
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res_ES_G_YER
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res_ES_EHIC
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res_NL_Q_YED
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res_NL_G_YER
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res_NL_EHIC
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;
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parameters
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u2_q_yed_ecm_u2_q_yed_L1
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u2_q_yed_ecm_u2_stn_L1
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u2_q_yed_u2_g_yer_L1
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u2_q_yed_u2_stn_L1
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u2_g_yer_ecm_u2_q_yed_L1
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u2_g_yer_ecm_u2_stn_L1
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u2_g_yer_u2_q_yed_L1
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u2_g_yer_u2_g_yer_L1
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u2_g_yer_u2_stn_L1
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u2_stn_ecm_u2_q_yed_L1
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u2_stn_ecm_u2_stn_L1
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u2_stn_u2_q_yed_L1
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u2_stn_u2_g_yer_L1
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u2_estn_u2_estn_L1
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u2_ehic_u2_ehic_L1
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de_q_yed_ecm_de_q_yed_L1
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de_q_yed_ecm_u2_stn_L1
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de_q_yed_de_g_yer_L1
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de_q_yed_u2_stn_L1
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de_g_yer_ecm_de_q_yed_L1
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de_g_yer_ecm_u2_stn_L1
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de_g_yer_de_q_yed_L1
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de_g_yer_de_g_yer_L1
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de_g_yer_u2_stn_L1
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de_ehic_de_ehic_L1
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fr_q_yed_ecm_fr_q_yed_L1
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fr_q_yed_ecm_u2_stn_L1
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fr_q_yed_fr_g_yer_L1
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fr_q_yed_u2_stn_L1
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fr_g_yer_ecm_fr_q_yed_L1
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fr_g_yer_ecm_u2_stn_L1
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fr_g_yer_fr_q_yed_L1
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fr_g_yer_fr_g_yer_L1
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fr_g_yer_u2_stn_L1
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fr_ehic_fr_ehic_L1
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it_q_yed_ecm_it_q_yed_L1
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it_q_yed_ecm_u2_stn_L1
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it_q_yed_it_g_yer_L1
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it_q_yed_u2_stn_L1
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it_g_yer_ecm_it_q_yed_L1
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it_g_yer_ecm_u2_stn_L1
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it_g_yer_it_q_yed_L1
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it_g_yer_it_g_yer_L1
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it_g_yer_u2_stn_L1
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it_ehic_it_ehic_L1
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es_q_yed_ecm_es_q_yed_L1
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es_q_yed_ecm_u2_stn_L1
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es_q_yed_es_g_yer_L1
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es_q_yed_u2_stn_L1
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es_g_yer_ecm_es_q_yed_L1
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es_g_yer_ecm_u2_stn_L1
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es_g_yer_es_q_yed_L1
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es_g_yer_es_g_yer_L1
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es_g_yer_u2_stn_L1
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es_ehic_es_ehic_L1
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nl_q_yed_ecm_nl_q_yed_L1
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nl_q_yed_ecm_u2_stn_L1
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nl_q_yed_nl_g_yer_L1
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nl_q_yed_u2_stn_L1
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nl_g_yer_ecm_nl_q_yed_L1
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nl_g_yer_ecm_u2_stn_L1
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nl_g_yer_nl_q_yed_L1
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nl_g_yer_nl_g_yer_L1
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nl_g_yer_u2_stn_L1
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nl_ehic_nl_ehic_L1
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;
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u2_q_yed_ecm_u2_q_yed_L1 = -0.82237516589315 ;
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u2_q_yed_ecm_u2_stn_L1 = -0.323715338568976 ;
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u2_q_yed_u2_g_yer_L1 = 0.0401361895021084 ;
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u2_q_yed_u2_stn_L1 = 0.058397703958446 ;
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u2_g_yer_ecm_u2_q_yed_L1 = 0.0189896046977421 ;
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u2_g_yer_ecm_u2_stn_L1 = -0.109597659887432 ;
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u2_g_yer_u2_q_yed_L1 = 0.0037667967632025 ;
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u2_g_yer_u2_g_yer_L1 = 0.480506381923644 ;
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u2_g_yer_u2_stn_L1 = -0.0722359286123494 ;
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u2_stn_ecm_u2_q_yed_L1 = -0.0438500662608356 ;
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u2_stn_ecm_u2_stn_L1 = -0.153283917138772 ;
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u2_stn_u2_q_yed_L1 = 0.0328744983772825 ;
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u2_stn_u2_g_yer_L1 = 0.292121949736756 ;
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u2_estn_u2_estn_L1 = 1 ;
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u2_ehic_u2_ehic_L1 = 1 ;
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de_q_yed_ecm_de_q_yed_L1 = -0.822375165893149 ;
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de_q_yed_ecm_u2_stn_L1 = -0.323715338568977 ;
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de_q_yed_de_g_yer_L1 = 0.0401361895021082 ;
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de_q_yed_u2_stn_L1 = 0.0583977039584461 ;
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de_g_yer_ecm_de_q_yed_L1 = 0.0189896046977422 ;
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de_g_yer_ecm_u2_stn_L1 = -0.109597659887433 ;
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de_g_yer_de_q_yed_L1 = 0.00376679676320256;
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de_g_yer_de_g_yer_L1 = 0.480506381923643 ;
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de_g_yer_u2_stn_L1 = -0.0722359286123494 ;
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de_ehic_de_ehic_L1 = 1 ;
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fr_q_yed_ecm_fr_q_yed_L1 = -0.822375165893149 ;
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fr_q_yed_ecm_u2_stn_L1 = -0.323715338568977 ;
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fr_q_yed_fr_g_yer_L1 = 0.0401361895021082 ;
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fr_q_yed_u2_stn_L1 = 0.0583977039584461 ;
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fr_g_yer_ecm_fr_q_yed_L1 = 0.0189896046977422 ;
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fr_g_yer_ecm_u2_stn_L1 = -0.109597659887433 ;
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fr_g_yer_fr_q_yed_L1 = 0.00376679676320256;
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fr_g_yer_fr_g_yer_L1 = 0.480506381923643 ;
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fr_g_yer_u2_stn_L1 = -0.0722359286123494 ;
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fr_ehic_fr_ehic_L1 = 1 ;
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it_q_yed_ecm_it_q_yed_L1 = -0.822375165893149 ;
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it_q_yed_ecm_u2_stn_L1 = -0.323715338568977 ;
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it_q_yed_it_g_yer_L1 = 0.0401361895021082 ;
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it_q_yed_u2_stn_L1 = 0.0583977039584461 ;
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it_g_yer_ecm_it_q_yed_L1 = 0.0189896046977422 ;
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it_g_yer_ecm_u2_stn_L1 = -0.109597659887433 ;
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it_g_yer_it_q_yed_L1 = 0.00376679676320256;
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it_g_yer_it_g_yer_L1 = 0.480506381923643 ;
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it_g_yer_u2_stn_L1 = -0.0722359286123494 ;
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it_ehic_it_ehic_L1 = 1 ;
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es_q_yed_ecm_es_q_yed_L1 = -0.822375165893149 ;
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es_q_yed_ecm_u2_stn_L1 = -0.323715338568977 ;
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es_q_yed_es_g_yer_L1 = 0.0401361895021082 ;
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es_q_yed_u2_stn_L1 = 0.0583977039584461 ;
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es_g_yer_ecm_es_q_yed_L1 = 0.0189896046977422 ;
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es_g_yer_ecm_u2_stn_L1 = -0.109597659887433 ;
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es_g_yer_es_q_yed_L1 = 0.00376679676320256;
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es_g_yer_es_g_yer_L1 = 0.480506381923643 ;
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es_g_yer_u2_stn_L1 = -0.0722359286123494 ;
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es_ehic_es_ehic_L1 = 1 ;
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nl_q_yed_ecm_nl_q_yed_L1 = -0.822375165893149 ;
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nl_q_yed_ecm_u2_stn_L1 = -0.323715338568977 ;
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nl_q_yed_nl_g_yer_L1 = 0.0401361895021082 ;
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nl_q_yed_u2_stn_L1 = 0.0583977039584461 ;
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nl_g_yer_ecm_nl_q_yed_L1 = 0.0189896046977422 ;
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nl_g_yer_ecm_u2_stn_L1 = -0.109597659887433 ;
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nl_g_yer_nl_q_yed_L1 = 0.00376679676320256;
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nl_g_yer_nl_g_yer_L1 = 0.480506381923643 ;
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nl_g_yer_u2_stn_L1 = -0.0722359286123494 ;
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nl_ehic_nl_ehic_L1 = 1 ;
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model;
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diff(U2_Q_YED) = u2_q_yed_ecm_u2_q_yed_L1 * (U2_Q_YED(-1) - U2_EHIC(-1))
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+ u2_q_yed_ecm_u2_stn_L1 * (U2_STN(-1) - U2_ESTN(-1))
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+ u2_q_yed_u2_g_yer_L1 * diff(U2_G_YER(-1))
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+ u2_q_yed_u2_stn_L1 * diff(U2_STN(-1))
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+ res_U2_Q_YED ;
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diff(U2_G_YER) = u2_g_yer_ecm_u2_q_yed_L1 * (U2_Q_YED(-1) - U2_EHIC(-1))
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+ u2_g_yer_ecm_u2_stn_L1 * (U2_STN(-1) - U2_ESTN(-1))
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+ u2_g_yer_u2_q_yed_L1 * diff(U2_Q_YED(-1))
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+ u2_g_yer_u2_g_yer_L1 * diff(U2_G_YER(-1))
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+ u2_g_yer_u2_stn_L1 * diff(U2_STN(-1))
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+ res_U2_G_YER ;
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diff(U2_STN) = u2_stn_ecm_u2_q_yed_L1 * (U2_Q_YED(-1) - U2_EHIC(-1))
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+ u2_stn_ecm_u2_stn_L1 * (U2_STN(-1) - U2_ESTN(-1))
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+ u2_stn_u2_q_yed_L1 * diff(U2_Q_YED(-1))
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+ u2_stn_u2_g_yer_L1 * diff(U2_G_YER(-1))
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+ res_U2_STN ;
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U2_ESTN = u2_estn_u2_estn_L1 * U2_ESTN
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+ res_U2_ESTN ;
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U2_EHIC = u2_ehic_u2_ehic_L1 * U2_EHIC
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+ res_U2_EHIC ;
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diff(DE_Q_YED) = de_q_yed_ecm_de_q_yed_L1 * (DE_Q_YED(-1) - DE_EHIC(-1))
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+ de_q_yed_ecm_u2_stn_L1 * (U2_STN(-1) - U2_ESTN(-1))
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+ de_q_yed_de_g_yer_L1 * diff(DE_G_YER(-1))
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+ de_q_yed_u2_stn_L1 * diff(U2_STN(-1))
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+ res_DE_Q_YED ;
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diff(DE_G_YER) = de_g_yer_ecm_de_q_yed_L1 * (DE_Q_YED(-1) - DE_EHIC(-1))
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+ de_g_yer_ecm_u2_stn_L1 * (U2_STN(-1) - U2_ESTN(-1))
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+ de_g_yer_de_q_yed_L1 * diff(DE_Q_YED(-1))
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+ de_g_yer_de_g_yer_L1 * diff(DE_G_YER(-1))
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+ de_g_yer_u2_stn_L1 * diff(U2_STN(-1))
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+ res_DE_G_YER ;
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DE_EHIC = de_ehic_de_ehic_L1 * DE_EHIC
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+ res_DE_EHIC ;
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diff(FR_Q_YED) = fr_q_yed_ecm_fr_q_yed_L1 * (FR_Q_YED(-1) - FR_EHIC(-1))
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+ fr_q_yed_ecm_u2_stn_L1 * (U2_STN(-1) - U2_ESTN(-1))
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+ fr_q_yed_fr_g_yer_L1 * diff(FR_G_YER(-1))
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+ fr_q_yed_u2_stn_L1 * diff(U2_STN(-1))
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+ res_FR_Q_YED ;
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diff(FR_G_YER) = fr_g_yer_ecm_fr_q_yed_L1 * (FR_Q_YED(-1) - FR_EHIC(-1))
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+ fr_g_yer_ecm_u2_stn_L1 * (U2_STN(-1) - U2_ESTN(-1))
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+ fr_g_yer_fr_q_yed_L1 * diff(FR_Q_YED(-1))
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+ fr_g_yer_fr_g_yer_L1 * diff(FR_G_YER(-1))
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+ fr_g_yer_u2_stn_L1 * diff(U2_STN(-1))
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+ res_FR_G_YER ;
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FR_EHIC = fr_ehic_fr_ehic_L1 * FR_EHIC
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+ res_FR_EHIC ;
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diff(IT_Q_YED) = it_q_yed_ecm_it_q_yed_L1 * (IT_Q_YED(-1) - IT_EHIC(-1))
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+ it_q_yed_ecm_u2_stn_L1 * (U2_STN(-1) - U2_ESTN(-1))
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+ it_q_yed_it_g_yer_L1 * diff(IT_G_YER(-1))
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+ it_q_yed_u2_stn_L1 * diff(U2_STN(-1))
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+ res_IT_Q_YED ;
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diff(IT_G_YER) = it_g_yer_ecm_it_q_yed_L1 * (IT_Q_YED(-1) - IT_EHIC(-1))
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+ it_g_yer_ecm_u2_stn_L1 * (U2_STN(-1) - U2_ESTN(-1))
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+ it_g_yer_it_q_yed_L1 * diff(IT_Q_YED(-1))
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+ it_g_yer_it_g_yer_L1 * diff(IT_G_YER(-1))
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+ it_g_yer_u2_stn_L1 * diff(U2_STN(-1))
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+ res_IT_G_YER ;
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IT_EHIC = it_ehic_it_ehic_L1 * IT_EHIC
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+ res_IT_EHIC ;
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diff(ES_Q_YED) = es_q_yed_ecm_es_q_yed_L1 * (ES_Q_YED(-1) - ES_EHIC(-1))
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+ es_q_yed_ecm_u2_stn_L1 * (U2_STN(-1) - U2_ESTN(-1))
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+ es_q_yed_es_g_yer_L1 * diff(ES_G_YER(-1))
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+ es_q_yed_u2_stn_L1 * diff(U2_STN(-1))
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+ res_ES_Q_YED ;
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diff(ES_G_YER) = es_g_yer_ecm_es_q_yed_L1 * (ES_Q_YED(-1) - ES_EHIC(-1))
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+ es_g_yer_ecm_u2_stn_L1 * (U2_STN(-1) - U2_ESTN(-1))
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+ es_g_yer_es_q_yed_L1 * diff(ES_Q_YED(-1))
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+ es_g_yer_es_g_yer_L1 * diff(ES_G_YER(-1))
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+ es_g_yer_u2_stn_L1 * diff(U2_STN(-1))
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+ res_ES_G_YER ;
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ES_EHIC = es_ehic_es_ehic_L1 * ES_EHIC
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+ res_ES_EHIC ;
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diff(NL_Q_YED) = nl_q_yed_ecm_nl_q_yed_L1 * (NL_Q_YED(-1) - NL_EHIC(-1))
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+ nl_q_yed_ecm_u2_stn_L1 * (U2_STN(-1) - U2_ESTN(-1))
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+ nl_q_yed_nl_g_yer_L1 * diff(NL_G_YER(-1))
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+ nl_q_yed_u2_stn_L1 * diff(U2_STN(-1))
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+ res_NL_Q_YED ;
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diff(NL_G_YER) = nl_g_yer_ecm_nl_q_yed_L1 * (NL_Q_YED(-1) - NL_EHIC(-1))
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+ nl_g_yer_ecm_u2_stn_L1 * (U2_STN(-1) - U2_ESTN(-1))
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+ nl_g_yer_nl_q_yed_L1 * diff(NL_Q_YED(-1))
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+ nl_g_yer_nl_g_yer_L1 * diff(NL_G_YER(-1))
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+ nl_g_yer_u2_stn_L1 * diff(U2_STN(-1))
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+ res_NL_G_YER ;
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NL_EHIC = nl_ehic_nl_ehic_L1 * NL_EHIC
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+ res_NL_EHIC ;
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end;
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mydseries = dseries(randn(40,20), 1, {'U2_Q_YED', ...
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'U2_G_YER', ...
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'U2_STN', ...
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'U2_ESTN', ...
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'U2_EHIC', ...
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'DE_Q_YED', ...
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'DE_G_YER', ...
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'DE_EHIC', ...
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'FR_Q_YED', ...
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'FR_G_YER', ...
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'FR_EHIC', ...
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'IT_Q_YED', ...
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'IT_G_YER', ...
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'IT_EHIC', ...
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'ES_Q_YED', ...
|
|
'ES_G_YER', ...
|
|
'ES_EHIC', ...
|
|
'NL_Q_YED', ...
|
|
'NL_G_YER', ...
|
|
'NL_EHIC'});
|
|
|
|
pooled_ols(mydseries, ...
|
|
{'de','u2','fr', 'it', 'es', 'nl'}, ...
|
|
{'*_q_yed_ecm_*_q_yed_L1', ...
|
|
'*_q_yed_ecm_u2_stn_L1', ...
|
|
'*_q_yed_*_g_yer_L1', ...
|
|
'*_q_yed_u2_stn_L1', ...
|
|
'*_g_yer_ecm_*_q_yed_L1', ...
|
|
'*_g_yer_ecm_u2_stn_L1', ...
|
|
'*_g_yer_*_q_yed_L1', ...
|
|
'*_g_yer_*_g_yer_L1', ...
|
|
'*_g_yer_u2_stn_L1', ...
|
|
'*_ehic_*_ehic_L1'});
|