diff --git a/examples/fs2000/fs2000.mod b/examples/fs2000/fs2000.mod
old mode 100755
new mode 100644
index cca1e830751a841f2eeb6abf0e16bdd6f14d6571..7d7fe0caca0c721d0aadae3eb8c5a1f6c1760624
--- a/examples/fs2000/fs2000.mod
+++ b/examples/fs2000/fs2000.mod
@@ -1,103 +1,103 @@
-// See fs2000.mod in the examples/ directory for details on the model
-
-var 
-m  $m$   (long_name='Money growth rate')
-P  $P$   (long_name='Prices') 
-c  $c$   (long_name='Consumption') 
-e  $e$   (long_name='e') 
-W  $W$   (long_name='Wages') 
-R  $R$   (long_name='Interest rate') 
-k  $k$   (long_name='Capital') 
-d  $d$   (long_name='Bank deposits') 
-n  $n$   (long_name='Labor') 
-l  $l$   (long_name='Bank loans') 
-gy_obs $gy_obs$   (long_name='Output growth rate') 
-gp_obs $gp_obs$   (long_name='Inflation') 
-y $y$   (long_name='Output') 
-dA $dA$   (long_name='dA') 
-;
-
-varexo 
-e_a $e_a$   (long_name='Technology shock') 
-e_m $e_m$   (long_name='Monetary shock') 
-;
-
-parameters 
-alp $alpha$           
-bet $beta$            
-gam $gama$
-mst $mst$
-rho $rho$
-psi $psi$
-del $del$
-;
-
-
-alp = 0.33;
-bet = 0.99;
-gam = 0.003;
-mst = 1.011;
-rho = 0.7;
-psi = 0.787;
-del = 0.02;
-
-model;
-dA = exp(gam+e_a);
-log(m) = (1-rho)*log(mst) + rho*log(m(-1))+e_m;
--P/(c(+1)*P(+1)*m)+bet*P(+1)*(alp*exp(-alp*(gam+log(e(+1))))*k^(alp-1)*n(+1)^(1-alp)+(1-del)*exp(-(gam+log(e(+1)))))/(c(+2)*P(+2)*m(+1))=0;
-W = l/n;
--(psi/(1-psi))*(c*P/(1-n))+l/n = 0;
-R = P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(-alp)/W;
-1/(c*P)-bet*P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)/(m*l*c(+1)*P(+1)) = 0;
-c+k = exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)+(1-del)*exp(-(gam+e_a))*k(-1);
-P*c = m;
-m-1+d = l;
-e = exp(e_a);
-y = k(-1)^alp*n^(1-alp)*exp(-alp*(gam+e_a));
-gy_obs = dA*y/y(-1);
-gp_obs = (P/P(-1))*m(-1)/dA;
-end;
-
-initval;
-k = 6;
-m = mst;
-P = 2.25;
-c = 0.45;
-e = 1;
-W = 4;
-R = 1.02;
-d = 0.85;
-n = 0.19;
-l = 0.86;
-y = 0.6;
-gy_obs = exp(gam);
-gp_obs = exp(-gam);
-dA = exp(gam);
-end;
-
-shocks;
-var e_a; stderr 0.014;
-var e_m; stderr 0.005;
-end;
-
-steady;
-
-check;
-
-estimated_params;
-alp, beta_pdf, 0.356, 0.02;
-bet, beta_pdf, 0.993, 0.002;
-gam, normal_pdf, 0.0085, 0.003;
-mst, normal_pdf, 1.0002, 0.007;
-rho, beta_pdf, 0.129, 0.223;
-psi, beta_pdf, 0.65, 0.05;
-del, beta_pdf, 0.01, 0.005;
-stderr e_a, inv_gamma_pdf, 0.035449, inf;
-stderr e_m, inv_gamma_pdf, 0.008862, inf;
-end;
-
-varobs gp_obs gy_obs;
-
-options_.solve_tolf = 1e-12;
-
-//estimation(order=1,datafile=fsdat_simul,nobs=192,loglinear,mh_replic=2000,mh_nblocks=2,mh_jscale=0.8);
+// See fs2000.mod in the examples/ directory for details on the model
+
+var
+m  $m$   (long_name='Money growth rate')
+P  $P$   (long_name='Prices')
+c  $c$   (long_name='Consumption')
+e  $e$   (long_name='e')
+W  $W$   (long_name='Wages')
+R  $R$   (long_name='Interest rate')
+k  $k$   (long_name='Capital')
+d  $d$   (long_name='Bank deposits')
+n  $n$   (long_name='Labor')
+l  $l$   (long_name='Bank loans')
+gy_obs $gy_obs$   (long_name='Output growth rate')
+gp_obs $gp_obs$   (long_name='Inflation')
+y $y$   (long_name='Output')
+dA $dA$   (long_name='dA')
+;
+
+varexo
+e_a $e_a$   (long_name='Technology shock')
+e_m $e_m$   (long_name='Monetary shock')
+;
+
+parameters
+alp $alpha$
+bet $beta$
+gam $gama$
+mst $mst$
+rho $rho$
+psi $psi$
+del $del$
+;
+
+
+alp = 0.33;
+bet = 0.99;
+gam = 0.003;
+mst = 1.011;
+rho = 0.7;
+psi = 0.787;
+del = 0.02;
+
+model;
+dA = exp(gam+e_a);
+log(m) = (1-rho)*log(mst) + rho*log(m(-1))+e_m;
+-P/(c(+1)*P(+1)*m)+bet*P(+1)*(alp*exp(-alp*(gam+log(e(+1))))*k^(alp-1)*n(+1)^(1-alp)+(1-del)*exp(-(gam+log(e(+1)))))/(c(+2)*P(+2)*m(+1))=0;
+W = l/n;
+-(psi/(1-psi))*(c*P/(1-n))+l/n = 0;
+R = P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(-alp)/W;
+1/(c*P)-bet*P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)/(m*l*c(+1)*P(+1)) = 0;
+c+k = exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)+(1-del)*exp(-(gam+e_a))*k(-1);
+P*c = m;
+m-1+d = l;
+e = exp(e_a);
+y = k(-1)^alp*n^(1-alp)*exp(-alp*(gam+e_a));
+gy_obs = dA*y/y(-1);
+gp_obs = (P/P(-1))*m(-1)/dA;
+end;
+
+initval;
+k = 6;
+m = mst;
+P = 2.25;
+c = 0.45;
+e = 1;
+W = 4;
+R = 1.02;
+d = 0.85;
+n = 0.19;
+l = 0.86;
+y = 0.6;
+gy_obs = exp(gam);
+gp_obs = exp(-gam);
+dA = exp(gam);
+end;
+
+shocks;
+var e_a; stderr 0.014;
+var e_m; stderr 0.005;
+end;
+
+steady;
+
+check;
+
+estimated_params;
+alp, beta_pdf, 0.356, 0.02;
+bet, beta_pdf, 0.993, 0.002;
+gam, normal_pdf, 0.0085, 0.003;
+mst, normal_pdf, 1.0002, 0.007;
+rho, beta_pdf, 0.129, 0.223;
+psi, beta_pdf, 0.65, 0.05;
+del, beta_pdf, 0.01, 0.005;
+stderr e_a, inv_gamma_pdf, 0.035449, inf;
+stderr e_m, inv_gamma_pdf, 0.008862, inf;
+end;
+
+varobs gp_obs gy_obs;
+
+options_.solve_tolf = 1e-12;
+
+//estimation(order=1,datafile=fsdat_simul,nobs=192,loglinear,mh_replic=2000,mh_nblocks=2,mh_jscale=0.8);
diff --git a/examples/fs2000/fsdat_simul.m b/examples/fs2000/fsdat_simul.m
index f9efbf738025390716c15b6966038a6c6aedab38..94edf6b9ad4621d51f7798983d08a4be1c8cd861 100644
--- a/examples/fs2000/fsdat_simul.m
+++ b/examples/fs2000/fsdat_simul.m
@@ -830,11 +830,11 @@ P_obs           =[
 % % Write empirical series to an excel file
 % try
 %     filename = 'fs2000_output.xls';
-% 
+%
 %     Data=[gy_obs(end-41:end), gp_obs(end-41:end), Y_obs(end-41:end), P_obs(end-41:end)];
 %     x1Range = 'A2:D42';
 %     xlswrite(filename,Data,x1Range);
-% 
+%
 %     Labels = {'gy_obs','gp_obs','Y_obs','P_obs'};
 %     x2Range = 'A1:D1';
 %     xlswrite(filename,Labels,x2Range);