Commit c9e07a83 authored by Houtan Bastani's avatar Houtan Bastani

ols w filtered variables

parent 8ce6cab0
......@@ -239,6 +239,18 @@ crdy = 0.2347;
crpiMcrpiXcrr = 0.1842;
cryMcryXcrr = 0.0073;
estimation(optim=('MaxIter',200),datafile=usmodel_data,mode_compute=4,first_obs=1, presample=4,lik_init=2,prefilter=0,mh_replic=0,mh_nblocks=2,mh_jscale=0.20,mh_drop=0.2, nograph, nodiagnostic, tex);
estimation(optim=('MaxIter',200),datafile=usmodel_data,mode_compute=4,first_obs=1, presample=4,lik_init=2,prefilter=0,mh_replic=0,mh_nblocks=2,mh_jscale=0.20,mh_drop=0.2, nograph, nodiagnostic, tex, filtered_vars);
shock_decomposition y;
ds1 = dseries();
ds1.y = dseries(oo_.FilteredVariables.y);
ds1.yf = dseries(oo_.FilteredVariables.yf);
ds1.r = dseries(oo_.FilteredVariables.r);
ds1.pinf = dseries(oo_.FilteredVariables.pinf);
ds1.ygap = ds1.y - ds1.yf;
dyn_ols(ds1, {}, {'taylor_rule'});
ds1.ygap = ds1.y.detrend(1);
dyn_ols(ds1, {}, {'taylor_rule'});
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