% AKW data 2 July 2010 (1996q1 - 2012q3) 67 obs %note that the first columns refer to foreign data, don't get confused data_q = [ 0.028000 0.005779 0.053633 0.015438 0.000000 -0.062989 0.100616 0.000000 0.027200 0.000000 0.071488 0.000000 0.030328 0.000000 0.004680 0.071000 0.003835 0.052433 0.016333 0.000000 0.054152 0.140372 0.000000 0.036700 0.000000 0.060581 0.000000 0.041127 0.000000 0.004680 0.035000 0.003169 0.053067 0.016879 0.000000 0.068971 0.138399 0.000000 0.017000 0.000000 0.058005 0.000000 0.052936 0.000000 0.004680 0.044000 0.005526 0.052800 0.018090 0.000000 -0.031596 0.298154 0.000000 0.010900 0.000000 0.054672 0.000000 0.023336 0.000000 0.004680 0.031000 0.006463 0.052767 0.017378 0.000000 -0.049682 0.042315 0.000000 0.021900 0.000000 0.050459 0.000000 -0.023643 0.000000 -0.010032 0.061000 0.002326 0.055233 0.017273 0.000000 0.066869 0.063844 0.000000 0.018300 0.000000 0.048509 0.000000 0.032602 0.000000 -0.010032 0.051000 0.003493 0.055333 0.018677 0.000000 0.034547 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0.000000 0.019900 0.000000 0.039470 0.000000 0.100082 0.000000 -0.011752 0.042000 0.009216 0.024700 -0.056064 0.000000 -0.036813 0.031738 0.000000 0.017800 0.000000 0.041302 0.000000 -0.053374 0.000000 0.027527 0.018000 0.006692 0.029433 -0.042270 0.000000 0.063868 0.049089 0.000000 0.013400 0.000000 0.045002 0.000000 0.011262 0.000000 0.027527 0.032000 0.010268 0.034600 -0.079778 0.000000 -0.006113 0.071636 0.000000 0.007700 0.000000 0.046730 0.000000 0.023017 0.000000 0.027527 0.021000 0.008402 0.039800 -0.049311 0.000000 0.002871 0.133694 0.000000 0.016600 0.000000 0.042618 0.000000 0.123518 0.000000 0.027527 0.051000 0.007433 0.044567 0.007714 0.000000 -0.016106 0.018676 0.000000 0.014300 0.000000 0.039967 0.000000 -0.074041 0.000000 0.010000 0.016000 0.008750 0.049067 -0.063614 0.000000 0.039374 0.036903 0.000000 0.001000 0.000000 0.035436 0.000000 0.017175 0.000000 0.010000 0.001000 0.007538 0.052467 0.028189 0.000000 0.021386 0.061497 0.000000 0.004500 0.000000 0.034835 0.000000 0.009569 0.000000 0.010000 0.027000 0.004454 0.052467 -0.018734 0.000000 0.003785 0.125676 0.000000 0.011200 0.000000 0.031027 0.000000 0.136420 0.000000 0.010000 0.005000 0.011460 0.052567 -0.004563 0.000000 -0.013134 0.033059 0.000000 0.012500 0.000000 0.030075 0.000000 -0.069458 0.000000 0.002486 0.036000 0.006813 0.052500 -0.049820 0.000000 0.051854 0.052343 0.000000 0.008100 0.000000 0.028785 0.000000 0.005690 0.000000 0.002486 0.030000 0.003346 0.050733 -0.073454 0.000000 0.017852 0.051665 0.000000 0.008900 0.000000 0.027702 0.000000 0.001673 0.000000 0.002486 0.017000 0.004744 0.044967 -0.043464 0.000000 0.009606 0.095520 0.000000 0.014200 0.000000 0.026188 0.000000 0.156514 0.000000 0.002486 -0.018000 0.005918 0.031767 -0.014832 0.000000 -0.016642 0.031789 0.000000 0.015100 0.000000 0.025762 0.000000 -0.076069 0.000000 0.002486 0.013000 0.006608 0.020867 -0.048153 0.000000 0.053468 0.069885 0.000000 0.020800 0.000000 0.027338 0.000000 0.020633 0.000000 0.002486 -0.037000 0.007941 0.019400 -0.057757 0.000000 0.024155 0.084839 0.000000 0.010700 0.000000 0.031904 0.000000 0.038788 0.000000 0.002486 -0.089000 0.001264 0.005067 0.365585 0.000000 -0.048410 0.145722 0.000000 0.010900 0.000000 0.033199 0.000000 0.139388 0.000000 0.002486 -0.053000 0.002187 0.001833 0.061922 0.000000 -0.052415 0.028368 0.000000 0.012300 0.000000 0.028738 0.000000 -0.083282 0.000000 0.002486 -0.003000 -0.001954 0.001800 -0.044004 0.000000 0.056858 0.051168 0.000000 0.013100 0.000000 0.023726 0.000000 0.000026 0.000000 0.002486 0.014000 0.001207 0.001567 -0.123849 0.000000 0.033944 0.066291 0.000000 0.006300 0.000000 0.021776 0.000000 0.022814 0.000000 0.002486 0.040000 0.003070 0.001200 -0.100621 0.000000 0.017050 0.136176 0.000000 0.010600 0.000000 0.020837 0.000000 0.117925 0.000000 0.002486 0.023000 0.003853 0.001333 0.023826 0.000000 -0.016126 0.029203 0.000000 0.020500 0.000000 0.020100 0.000000 -0.060643 0.000000 0.002486 0.022000 0.004446 0.001933 -0.013041 0.000000 0.051261 0.060868 0.000000 0.010000 0.000000 0.022100 0.000000 0.015267 0.000000 0.002486 0.026000 0.004806 0.001867 0.007404 0.000000 0.016450 0.084611 0.000000 0.005000 0.000000 0.026000 0.000000 0.043490 0.000000 0.002486 0.024000 0.005007 0.001867 -0.048677 0.000000 0.001907 0.150574 0.000000 0.022100 0.000000 0.025489 0.000000 0.121603 0.000000 0.002486 0.001000 0.005161 0.001567 -0.005111 0.000000 -0.026381 0.025889 0.000000 0.024200 0.000000 0.026267 0.000000 -0.077011 0.000000 0.002486 0.025000 0.006559 0.000933 -0.052864 0.000000 0.041990 0.067904 0.000000 0.013900 0.000000 0.027844 0.000000 0.026142 0.000000 0.002486 0.013000 0.007435 0.000833 -0.014190 0.000000 0.004716 0.066131 0.000000 0.010600 0.000000 0.029837 0.000000 0.017961 0.000000 0.002486 0.041000 0.000325 0.000733 0.133581 0.000000 -0.005515 0.117109 0.000000 0.014500 0.000000 0.026498 0.000000 0.138835 0.000000 0.002486 0.020000 0.005369 0.001033 0.009651 0.000000 -0.032289 0.022427 0.000000 0.012200 0.000000 0.024609 0.000000 -0.068985 0.000000 0.002486 0.013000 0.003805 0.001533 0.036445 0.000000 0.039270 0.048724 0.000000 0.010800 0.000000 0.020981 0.000000 0.006688 0.000000 0.002486 0.031000 0.006737 0.001433 0.093841 0.000000 0.008484 0.036846 0.000000 0.008400 0.000000 0.019108 0.000000 0.031536 0.000000 0.002486 ]; %Observables: d_y pi pi_h i d pi_w d_z d_y_star pi_star i_star d_y_star = data_q(:,1); pi_star = data_q(:,2); i_star = data_q(:,3); d = data_q(:,4); %d_eff = data_q(:,5); d_y = data_q(:,6); pi_h = data_q(:,7); %pi = data_q(:,8); pi = data_q(:,9); %picx %i_91 = data_q(:,10); i = data_q(:,11); %i_repo = data_q(:,12); pi_w = data_q(:,13); %d_z = data_q(:,14); d_z = data_q(:,15); %prod_m ti = [1996.25 : 0.25 : 2012.75]; %data for 1996q1 - 2012q3 % obs total 1996.1-2012.3 = 67 obs % out of sample forecast error statistics 2002.1-2012.3 % 1996.1-2001.4 = 24