% GDP

y_obs=[0.020139099
0.037259418
0.043140282
0.024781494
0.009622414
0.014237492
-0.00647738
-0.036624375
0.009937312
0.004692835
0.002718702
-0.011896575
-0.022030268
-0.034871971
-0.019442267
-0.009495771
-0.017659495
-0.033925655
-0.039908474
-0.036234489
-0.022685803
-0.016835172
-0.009358862
0.000235059
-0.003402975
0.006838751
0.000671797
0.012051615
0.020870547
0.022208447
0.020323708
0.019949197
0.026679943
0.036897304
0.03229312
0.010780798
-0.015684972
-0.020750376
-0.015008873
-0.005974242
0.003326177
-0.001387517
];

% HICP

pi_obs=[0.010044386
-0.024431904
-0.035345383
-0.019650212
0.012607266
0.043424223
0.027751682
0.003138814
-0.014384043
0.011518605
0.005037017
-0.016286803
-0.005713818
-0.015424469
-0.010993457
0.008367429
0.003607298
0.010552949
0.003272812
-0.012534394
-0.002856305
0.009228351
0.005292884
0.004052441
0.019323603
0.017376777
-0.033038554
-0.035647442
-0.026409887
-0.029357577
0.036319623
0.042605392
0.004954317
-0.008596873
0.083554053
0.010250411
-0.026488495
-0.022913992
-0.024249873
-0.025062461
0.008122403
0.008983206
];

% EA GDP

ystar=[-0.01924453
-0.016806687
-0.016369131
-0.014480691
0.012880964
0.008933139
0.004409118
0.002432013
0.001411245
0.00078423
0.003019394
-0.002103677
-0.006678018
-0.009908888
-0.006621968
-0.00419752
-0.001759304
-0.001000524
-0.001820689
0.000223312
-0.004586957
0.001335953
0.000718152
0.001535017
0.009531755
0.013180843
0.01260212
0.019790855
0.030377843
0.028701011
0.027963478
0.031261978
0.037519334
0.029415768
0.018757246
-0.002995972
-0.031084433
-0.034211486
-0.030972974
-0.030598386
-0.033588442
-0.027754492
];

% EA HICP

pstar_obs=[-0.002104424
-0.014017326
0.012104116
0.005959096
0.010364395
0.002374581
0.000913234
0.001357076
0.0031033
0.003495157
0.00069018
-0.004979228
0.009788537
-0.009852108
-0.00312567
0.000166255
0.001879107
0.009170367
-0.003723987
0.003308564
0.001907946
-0.002299842
0.008291727
0.006474943
-0.00335872
0.00390543
-0.000918174
-0.008996338
-1.48879E-05
0.002349031
0.000647956
0.025863228
0.017142966
0.017181928
0.003964135
-0.02874208
-0.0254844
-0.024382468
-0.017399895
0.003646347
0.000469754
-0.00711981
];

% Interest rate

R=[0.004343476
0.011898476
0.016216476
0.019684476
0.018545476
0.017151476
0.014188476
0.005922476
0.004047476
0.004255476
0.003990476
0.002407476
-0.001939524
-0.005166524
-0.008123524
-0.008325524
-0.008795524
-0.008752524
-0.008619524
-0.008164524
-0.008327524
-0.008345524
-0.008272524
-0.006876524
-0.004420524
-0.001962524
0.001256476
0.005236476
0.007665476
0.010227476
0.013393476
0.014313476
0.012862476
0.014702476
0.016006476
0.009805476
-0.012647524
-0.020028524
-0.024129524
-0.024909524
-0.025179524
-0.025134524
];