var y,ii,z,r;
varexo yusa,rusa,rtarg,itarg, e,u,v,w;

parameters a0,a1,a2,a3, b1, b2, b3, b4, b5, phi1, phi2, phi3, phi4, phi5;

a0 = 0; 
a1 = 0.5;
a2 =  0.363934962;
a3 = 0.11;  
b1 = 0.585307989;
b2 = 0.698593116;
b3 = -0.7217655;
b4 = -0.36834693;
b5 = 0.110433452;
phi1 = 0.5;
phi2 = 0.045172103;
phi3 = 0.139037846;
phi4 = 0.583517314;
phi5 = 0.5;

model;
y = b1*y(+1) + b2*y(-1) - b3*r(-1) - rtarg(-1) + b4*z(-1) + b5*yusa+e;
ii = a1*ii(+1) + (1-a1)*ii(-1) + 0.5*a2*(y(+1) + y(-1)) + a3*(z - z(-1))  + u;
z = phi1*z(+1) + phi2*(r - rusa) + (1-phi1)*z(-1) + v;
r = a0 + phi3*(ii(+1)-itarg(+1)) + phi4*y(+1) - yusa(+1) + phi5 * r(-1) + w; 
end;

initval; 

y = 0.0387535163;
ii = 8.7;
z = 4.6151205168;
r = 3.8;
yusa =  0.00072;
rusa =  -1.83;
rtarg = 12.5;
itarg =  9;
u = 0;
e = 0;
v = 0;
w = 0;

end;

stoch_simul;