dynare/tests/bvar_a_la_sims/bvar_sample.m

bvar_data = [
0.00000000000, 0.00000000000;
-0.00485199480, -0.00034195121;
-0.00369702440, -0.01212953600;
0.01577573000, -0.00131845390;
-0.01132415000, -0.00364839770;
0.01158109800, -0.00262917340;
-0.00385969150, -0.00374515890;
-0.00605244640, 0.00760215990;
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0.00328156560, -0.00358791610;
-0.01152432500, -0.00064990774;
-0.00417541420, -0.02726543200;
0.01165937200, -0.01565713900;
0.00327415420, -0.01403374100;
-0.00262015080, -0.01667459700;
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0.00521521470, -0.02177149300;
0.00767451980, -0.01671285200;
0.01259883800, 0.00306304710;
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0.00451096210, 0.00713706070;
0.02171339100, -0.00405944740;
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0.00303833090, -0.00658279110;
0.00496516950, -0.00329239970;
0.01425115100, -0.01417161800;
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0.01384593500, 0.00307931740;
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0.00104231040, -0.00503950650;
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0.02192734300, -0.00900963420;
0.00895830410, 0.00889444930;
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0.01569838000, -0.00494547550;
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0.01668021700, -0.02845341900;
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0.00662056690, -0.00759856640;
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0.00588163920, 0.00553735730;
0.00496782960, -0.00439611810;
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0.01824072100, -0.01633834000;
0.01007005900, -0.02248933700;
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0.00133784330, -0.00149211110;
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0.00404759460, -0.01017014800;
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0.00421366420, -0.02999430500;
0.00228340080, 0.00351766350;
0.00067972662, 0.00394969830;
0.00010249414, -0.00227112120;
0.01352092200, 0.00054581385;
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0.03037738600, 0.01926781500;
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0.00742909040, 0.03054532700;
0.00348382550, 0.01877144600;
0.00246629280, 0.00970566090;
0.01095858000, 0.01093582600;
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0.00903471840, 0.03498919400;
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0.00262835580, -0.00765528570;
0.01114218200, 0.00619863290;
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0.01006375400, 0.01441648800;
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0.00855497720, -0.00323036000;
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0.00285416310, 0.01212758900;
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0.00324895860, 0.01867151600;
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0.02361004800, 0.01609781500;
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0.02139297300, 0.01445064800;
0.01460282300, -0.00449260470;
0.00647488450, 0.02045964500;
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0.00222816500, -0.01526768300;
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0.00924045130, -0.00910181770;
0.00343446870, 0.01052361000;
0.01349456500, -0.01018272900;
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0.00813427010, 0.00314027880;
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0.01004834800, 0.00714729720;
0.00071365274, 0.00981284720;
0.00354068790, -0.01254811000;
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0.00755320970, -0.00274643140;
0.00718197010, -0.01057977500;
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0.00529372600, -0.02309533000;
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0.00221095220, -0.00075376512;
0.00396970840, -0.00307360450;
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0.01094292700, -0.00463808010;
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0.00295906390, -0.00244925080;
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0.00999011710, -0.01266408700;
0.00615571440, -0.01048649200;
0.00129589980, -0.02057649900;
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0.00573725950, -0.00893045730;
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0.02847956800, -0.00493285520;
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0.01322265000, -0.01081593400;
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0.01640160600, -0.01247788100;
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0.00615137690, 0.01806502100;
0.01356203500, 0.01259282000;
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0.00642653950, -0.00537146090;
0.00310662030, 0.00506285650;
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0.00355458360, -0.00183994500;
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0.00454694680, 0.01137622400;
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0.01672376100, 0.00070763533;
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0.00822146830, -0.01299495800;
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0.00550981790, 0.00756567730;
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0.01440696000, -0.01560053400;
0.00957262890, -0.01337257400;
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0.01391187800, -0.01801557100;
0.00082409925, -0.01950009600;
-0.01465276400, -0.00260673980;
-0.00650069260, -0.01902260000;
0.00029876759, -0.01215615700;
0.01261499800, -0.01651988700;
0.00063004297, -0.02457780800;
0.00169295250, 0.00033544910;
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0.01025748200, -0.00422405210;
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0.00347003790, -0.00603041040;
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-0.00440517780, -0.02171622400;
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0.00194159560, -0.02100981100;
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0.01891564200, 0.01082611100;
0.00182342580, -0.00240049780;
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0.00178391370, -0.00108616550;
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0.01347751700, 0.00931501890;
0.00352526210, 0.00083007064;
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0.00009614403, -0.00995798470;
0.00444349320, -0.01249145900;
0.00425595950, -0.00116484430;
-0.01175602700, 0.00285725700;
0.00657894370, 0.00180430300;
-0.00704443210, -0.00289686610;
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0.00046732062, -0.01183596800;
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-0.01435354300, -0.00991358750;
0.00428677970, 0.01192595200;
0.00863044650, 0.00914107900;
-0.00273840730, -0.00467048220;
0.01769520800, -0.01364493500;
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0.00834198560, -0.00768299240;
-0.01394435200, -0.01339647000;
-0.00251396410, -0.02358333200;
0.00252897310, 0.00127176740;
0.00229634080, 0.01985044500;
-0.01441004500, 0.00210260990;
0.00994943720, 0.01327428000;
-0.02038994400, 0.01331653800;
0.01941131500, 0.00250981050;
-0.02126588500, 0.00117877630;
0.01703305400, -0.00767290020;
-0.01349053100, -0.00602226180;
-0.01591448200, -0.00589764240;
0.00843590470, 0.01499918200;
-0.00014857487, 0.00860687000;
-0.02363695800, -0.00112907670;
-0.00706394760, -0.00303277220;
-0.01303618000, 0.01329845500;
-0.00483198940, -0.02019482500;
0.00339302700, 0.00572997660;
-0.00551248650, 0.00769795860;
0.00419796130, 0.00406189010;
-0.00370703540, 0.00782197680;
0.00867027450, 0.00822771140;
0.00596786670, 0.02899416200;
0.00681206890, 0.02001652400;
0.00165106500, 0.00849942220;
0.01299251700, 0.00086235046;
-0.00748960250, 0.00782463780;
0.00209973650, 0.00815596800;
-0.00850592120, 0.02334669100;
0.01134628100, 0.01134613400;
-0.01352224100, -0.00836556270;
0.00671531310, -0.01956063600;
-0.00242272570, -0.00033519061;
0.01284221800, -0.00689856370;
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0.00424026140, -0.00680320230;
0.00499683310, -0.00186745700;
-0.00379175090, -0.00973519550;
-0.00284374760, -0.00534973380;
0.00751068230, -0.00172811330;
-0.00973646530, -0.01550932400;
0.01166327400, -0.01425923100;
0.00160914390, -0.00604851180;
-0.00663530550, -0.00054579530;
0.00060567236, 0.02071117500;
-0.00036915903, 0.01075306500;
-0.02211141600, 0.01878292800;
0.00686511410, 0.00102341950;
-0.00340655980, 0.00238579960;
-0.00067203259, 0.00114114460;
-0.00102357060, 0.00753831560;
-0.00768802670, -0.00839238920;
0.01638687000, 0.00724520850;
-0.00347730340, 0.00605236490;
0.00269696720, 0.02358320200;
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0.02135322200, 0.00817785940;
0.00869419570, -0.00233532870;
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0.00878221650, -0.00288025810;
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0.01034842700, -0.00944620050;
0.00019401874, -0.02223294900;
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0.00173273960, -0.00608950980;
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0.02741524200, -0.01422095500;
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0.01370161600, -0.01526308600;
0.00054116472, -0.00448123640;
0.00621596090, 0.00724029820;
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0.01192448400, 0.02028709800;
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0.01009124900, 0.00256825410;
0.00127767120, 0.00434814080;
0.00499351370, -0.00928891760;
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0.00740867780, 0.00620164840;
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0.02118048300, 0.00751171350;
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0.00566623340, 0.00824425200;
0.01008643600, -0.01564701600;
0.01109274800, -0.01687864900;
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0.02434629100, -0.02618405000;
0.00145410160, -0.01696036900;
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0.01081117400, 0.01607764500;
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0.01467717300, 0.01001183700;
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0.00506089730, 0.01103509500;
0.00520334890, 0.00764525420;
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0.00031481039, -0.01739030000;
0.01023393500, -0.00412322340;
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0.01332517600, 0.01175247000;
0.00853561840, 0.01257092400;
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0.00601343650, 0.01676401700;
0.02034657200, 0.00380624610;
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0.00059140790, 0.00977498470;
0.00131100280, 0.01144934500;
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0.00515067260, -0.00447725650;
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0.00907149900, 0.00550255670;
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0.02009786100, 0.00745576110;
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0.00125060520, -0.01440449400;
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0.00176437740, 0.00308533290;
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0.00502629330, -0.00524800480;
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0.00760957450, -0.00063382743;
0.01352106500, -0.02070491800;
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0.00646895960, -0.01067731900;
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0.01283819000, 0.00788961100;
0.00897728170, 0.01235817300;
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0.00247233850, 0.00197748290;
0.01385073000, -0.00628759110;
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0.00247377740, 0.00010081507;
0.00223374800, 0.00167638370;
0.00622179480, 0.00636981950;
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0.01701029100, 0.01655859500;
0.00540505380, 0.00805163880;
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0.01498743600, 0.00845128410;
0.02407752900, 0.00198533570;
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0.00826982030, 0.00814966480;
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0.01720646400, 0.01156837700;
0.01664923600, -0.00173370660;
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0.00789807890, 0.00927350640;
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0.00893684220, -0.00310349950;
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0.00398354320, 0.00524400960;
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0.00527370920, -0.00790188520;
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0.00709618300, 0.00210983490;
0.00385266830, 0.00600135910;
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0.02052245600, -0.01704146200;
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0.01354173000, -0.02406313000;
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0.02058008400, -0.00638229480;
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0.00866409980, -0.00330021160;
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0.00445321310, -0.00847144790;
0.00801991790, -0.00241975850;
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0.00353257720, -0.00908920320;
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0.00082647851, 0.01143638600;
0.00479109240, -0.00074145901;
0.00524306200, -0.00265805690;
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0.00893716350, -0.00482091210;
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0.03126658600, 0.00409586630;
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0.00757518640, 0.01502052000;
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0.00547019230, 0.02912370300;
0.00907626300, 0.01593786700;
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0.00508186300, 0.02238021200;
0.01289502600, -0.00593488700;
0.00236970730, 0.00388511510;
0.00883958660, -0.00257234340;
0.01720261100, 0.01188001800;
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0.00814828810, -0.00356291510;
0.00379630600, -0.00175582960;
0.01519689300, 0.01032388100;
0.00604297190, -0.01207842000;
0.00784725260, 0.00484980530;
0.00757792060, 0.00642184950;
0.00097163435, -0.01346602900;
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0.01225048700, 0.01299069100;
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-0.00944973050, 0.00843166930;
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0.00915375200, -0.00072184277;
-0.02097610500, 0.00164769990;
0.00794447800, 0.00132242720;
0.00417510660, -0.00030181197;
-0.00634899330, -0.01677800600;
0.00999671400, -0.00762022470;
-0.01004270400, 0.00644466200;
0.00245296560, -0.00189053390;
-0.00558639080, -0.00629843410;
0.00063566426, 0.00748679840;
-0.00197196620, -0.01231472900;
-0.00858143530, -0.00982022010;
0.01118201300, -0.00005704770;
-0.01452712100, 0.00525489720;
0.00556580190, -0.00614996780;
0.00722027820, 0.00126887710;
-0.00106240920, 0.00248088000;
0.00266047030, 0.00506315460;
-0.01615042800, -0.00024735048;
0.00690899540, -0.02230154100;
0.00016806370, -0.00703005220;
0.01157961100, -0.00046847502;
-0.00569027140, -0.00074088147;
0.00279183700, -0.01112727400;
0.01159847500, -0.01397495400;
-0.01618859800, -0.03057030300;
0.00051325767, -0.00865006790;
0.00549707250, 0.00357878980;
-0.00970590920, -0.00253900500;
0.01545455300, 0.00679668570;
-0.01066617100, -0.00621207310;
0.00575491460, -0.00657640880;
-0.00605682630, 0.01005724800;
-0.00028086638, 0.01720437100;
0.00314218690, -0.00112510120;
-0.01232869600, 0.00529184200;
0.00156071380, 0.00332171610;
0.01586504900, -0.00687919610;
-0.00700561370, 0.00627937710;
0.00416313760, 0.01338622200;
-0.00469103860, -0.00207565840;
-0.00515967500, -0.02677465800;
-0.00329796470, -0.02347414900;
0.00458593860, -0.01994345300;
0.00449779160, -0.01500910700;
-0.01450006100, -0.02433756900;
-0.00982530810, 0.00515777190;
0.02169452900, 0.00395559630;
-0.02732960700, -0.01296309000;
-0.00943391470, 0.00970794530;
0.00883871190, -0.00847782470;
-0.00641242250, -0.00159739350;
-0.00622211610, -0.00023249961;
0.01103231400, 0.01345929400;
-0.01604871600, 0.01444581500;
0.00408581520, 0.00391976300;
-0.00585816760, -0.00136833520;
0.01285105500, -0.01355861400;
-0.01282979900, -0.02075753400;
0.00240514790, -0.00583408830;
-0.00821620830, -0.00917124260;
0.01161346900, 0.00589059210;
-0.00416354780, 0.01478035400;
0.00910147760, 0.00162353340;
0.00645020290, -0.00029596225;
0.00664065850, 0.00334591190;
-0.01628421500, -0.01667108200;
0.01017428900, -0.01182986900;
-0.01740919900, 0.00421845090;
0.01419528300, -0.00170271310;
-0.01832044100, -0.00271804760;
0.00478798390, 0.01451607600;
-0.01552720100, 0.00680642330;
0.00557794300, 0.01041172100;
0.00418925410, -0.00240398610;
-0.00542981940, -0.01092214200;
0.01256706900, -0.01379128400;
-0.01899332900, -0.00274706900;
0.00907149380, -0.00663018700;
0.01506829200, -0.00293179520;
-0.01827722500, -0.00283953570;
-0.00150598710, 0.00448947120;
0.00689968130, 0.01392841800;
0.00838313220, 0.00056270157;
-0.01889400800, 0.00445784700;
0.01083541500, -0.00433810380;
0.00975696280, -0.01959502400;
-0.00687770220, -0.01815605200;
-0.01112640300, -0.01494359600;
-0.00472052850, -0.01500657700;
-0.01367499100, -0.00267410440;
0.01489290400, -0.00432076310;
-0.00262017640, -0.00290406560;
-0.00261222360, 0.00098096246;
0.00452692100, -0.01865841900;
0.00118941740, 0.00323370830;
0.00029588303, 0.00675359970;
-0.01081920700, 0.02384338300;
];

dy = bvar_data(:, 1);
dx = bvar_data(:, 2);

clear bvar_data;