%dados brasileiros 1999q1-2012q3 (55obs) data_q = [ 0.008881 0.004454 0.011629 0.263978 0.000000 -0.002000 0.015770014 0.000000 0.028767 0.000000 0.080967 0.000000 -0.057544 0.000000 -0.003811 0.007906 0.003520 0.011661 0.128039 0.000000 0.006000 0.033824457 0.000000 0.010533 0.000000 0.061645 0.000000 -0.003317 0.000000 -0.002568 0.012754 0.003727 0.012497 0.062718 0.000000 0.004000 -0.020744585 0.000000 0.019712 0.000000 0.047888 0.000000 -0.003299 0.000000 -0.000628 0.018008 0.003529 0.013010 0.094026 0.000000 0.016000 0.095576446 0.000000 0.027642 0.000000 0.044338 0.000000 0.060512 0.000000 0.002007 0.002739 0.007961 0.013899 -0.084218 0.000000 0.016000 -0.045329482 0.000000 0.009725 0.000000 0.044194 0.000000 -0.020987 0.000000 0.001902 0.019427 0.005068 0.015327 -0.019690 0.000000 0.004000 0.027191476 0.000000 0.006610 0.000000 0.042397 0.000000 0.014606 0.000000 0.003833 0.000749 0.006026 0.015916 0.016748 0.000000 0.010000 0.012373088 0.000000 0.031779 0.000000 0.039868 0.000000 0.023663 0.000000 0.004688 0.005947 0.005260 0.015805 0.045520 0.000000 0.013000 0.057185701 0.000000 0.010532 0.000000 0.037518 0.000000 0.048187 0.000000 0.004495 -0.003266 0.006786 0.013698 0.039866 0.000000 0.004000 0.001472529 0.000000 0.014165 0.000000 0.035805 0.000000 -0.032276 0.000000 0.000436 0.006683 0.006796 0.010644 0.121820 0.000000 -0.005000 0.015718997 0.000000 0.015175 0.000000 0.038446 0.000000 0.007425 0.000000 -0.000268 -0.002761 0.003154 0.008628 0.124789 0.000000 -0.008000 2.03213E-06 0.000000 0.023250 0.000000 0.044876 0.000000 0.007424 0.000000 -0.000117 0.003482 0.003079 0.005290 0.111228 0.000000 0.001000 0.07784839 0.000000 0.022059 0.000000 0.043844 0.000000 0.023630 0.000000 0.000949 0.008637 0.003540 0.004305 -0.132255 0.000000 0.013000 0.003212191 0.000000 0.014872 0.000000 0.042111 0.000000 0.013493 0.000000 -0.000453 0.005209 0.004478 0.004347 -0.024189 0.000000 0.013000 0.03754008 0.000000 0.014359 0.000000 0.042874 0.000000 0.037583 0.000000 0.000498 0.004963 0.004328 0.004322 0.264787 0.000000 0.011000 -0.013593997 0.000000 0.025810 0.000000 0.044237 0.000000 0.021515 0.000000 0.000710 0.000250 0.005749 0.003588 0.296987 0.000000 0.010000 0.065206307 0.000000 0.065613 0.000000 0.050106 0.000000 0.102929 0.000000 0.000245 0.004223 0.006986 0.003110 -0.096581 0.000000 -0.011000 0.038833493 0.000000 0.051327 0.000000 0.056829 0.000000 -0.075105 0.000000 -0.003654 0.008394 0.002908 0.003102 -0.093001 0.000000 -0.002000 0.029496063 0.000000 0.014335 0.000000 0.058023 0.000000 -0.005221 0.000000 -0.003688 0.016345 0.005564 0.002532 -0.076622 0.000000 0.009000 0.0080572 0.000000 0.013249 0.000000 0.056404 0.000000 -0.010696 0.000000 -0.002295 0.009124 0.005099 0.002482 -0.006356 0.000000 0.013000 0.061239474 0.000000 0.011543 0.000000 0.044222 0.000000 0.082030 0.000000 0.000613 0.006683 0.008701 0.002499 -0.003391 0.000000 0.020000 -0.021931792 0.000000 0.018511 0.000000 0.037774 0.000000 -0.041267 0.000000 0.001414 0.006438 0.008438 0.002515 0.019011 0.000000 0.019000 0.036100293 0.000000 0.015981 0.000000 0.036839 0.000000 0.018674 0.000000 0.004042 0.007417 0.007247 0.003564 0.045023 0.000000 0.011000 0.008286929 0.000000 0.019416 0.000000 0.038809 0.000000 0.021489 0.000000 0.005252 0.008150 0.007463 0.004839 -0.060573 0.000000 0.011000 0.052330 0.000000 0.020028 0.000000 0.039990 0.000000 0.100082 0.000000 0.005201 0.010339 0.009216 0.006118 -0.056064 0.000000 -0.001000 -0.018386 0.000000 0.017906 0.000000 0.041871 0.000000 -0.053374 0.000000 0.001146 0.004470 0.006692 0.007278 -0.042270 0.000000 0.022000 0.016814 0.000000 0.013440 0.000000 0.045680 0.000000 0.011262 0.000000 0.000410 0.007906 0.010268 0.008540 -0.079778 0.000000 -0.011000 0.021493 0.000000 0.007719 0.000000 0.047461 0.000000 0.023017 0.000000 0.000583 0.005209 0.008402 0.009805 -0.049311 0.000000 0.013000 0.057911 0.000000 0.016688 0.000000 0.043226 0.000000 0.123518 0.000000 0.001855 0.012513 0.007433 0.010960 0.007714 0.000000 0.018000 -0.036675 0.000000 0.014367 0.000000 0.040499 0.000000 -0.074041 0.000000 0.000960 0.003976 0.008750 0.012047 -0.063614 0.000000 0.001000 0.017891 0.000000 0.000996 0.000000 0.035856 0.000000 0.017175 0.000000 0.002978 0.000250 0.007538 0.012866 0.028189 0.000000 0.015000 0.023721 0.000000 0.004506 0.000000 0.035240 0.000000 0.009569 0.000000 0.004940 0.006683 0.004454 0.012866 -0.018734 0.000000 0.014000 0.060458 0.000000 0.011241 0.000000 0.031349 0.000000 0.136420 0.000000 0.007038 0.001248 0.011460 0.012890 -0.004563 0.000000 0.021000 -0.025837 0.000000 0.012552 0.000000 0.030376 0.000000 -0.069458 0.000000 0.006106 0.008881 0.006813 0.012874 -0.049820 0.000000 0.013000 0.018665 0.000000 0.008122 0.000000 0.029062 0.000000 0.005690 0.000000 0.007683 0.007417 0.003346 0.012449 -0.073454 0.000000 0.010000 -0.000640 0.000000 0.008924 0.000000 0.027958 0.000000 0.001673 0.000000 0.008890 0.004223 0.004744 0.011056 -0.043464 0.000000 0.021000 0.041701 0.000000 0.014262 0.000000 0.026417 0.000000 0.156514 0.000000 0.009924 -0.004531 0.005918 0.007845 -0.014832 0.000000 0.018000 -0.002905 0.000000 0.015176 0.000000 0.025983 0.000000 -0.076069 0.000000 0.007575 0.003234 0.006608 0.005176 -0.048153 0.000000 0.015000 0.036926 0.000000 0.020943 0.000000 0.027588 0.000000 0.020633 0.000000 0.007238 -0.009381 0.007941 0.004815 -0.057757 0.000000 0.016000 0.013973 0.000000 0.010736 0.000000 0.032244 0.000000 0.038788 0.000000 0.005981 -0.023034 0.001264 0.001263 0.365585 0.000000 -0.039000 0.056121 0.000000 0.010939 0.000000 0.033568 0.000000 0.139388 0.000000 0.003979 -0.013522 0.002187 0.000458 0.061922 0.000000 -0.016000 -0.027637 0.000000 0.012347 0.000000 0.029013 0.000000 -0.083282 0.000000 -0.001387 -0.000751 -0.001954 0.000450 -0.044004 0.000000 0.015000 0.022173 0.000000 0.013157 0.000000 0.023914 0.000000 0.000026 0.000000 -0.002408 0.003482 0.001207 0.000391 -0.123849 0.000000 0.026000 0.014388 0.000000 0.006313 0.000000 0.021934 0.000000 0.022814 0.000000 -0.001324 0.009853 0.003070 0.000300 -0.100621 0.000000 0.027000 0.065538 0.000000 0.010637 0.000000 0.020982 0.000000 0.117925 0.000000 0.002122 0.005701 0.003853 0.000333 0.023826 0.000000 0.020000 -0.029048 0.000000 0.020638 0.000000 0.020234 0.000000 -0.060643 0.000000 0.004034 0.005455 0.004446 0.000483 -0.013041 0.000000 0.012000 0.030763 0.000000 0.010025 0.000000 0.022263 0.000000 0.015267 0.000000 0.007090 0.006438 0.004806 0.000466 0.007404 0.000000 0.010000 0.022384 0.000000 0.005002 0.000000 0.026226 0.000000 0.043490 0.000000 0.007869 0.005947 0.005007 0.000466 -0.048677 0.000000 0.010000 0.060816 0.000000 0.022262 0.000000 0.025706 0.000000 0.121603 0.000000 0.006761 0.000250 0.005161 0.000391 -0.005111 0.000000 0.007000 -0.035000 0.000000 0.024396 0.000000 0.026497 0.000000 -0.077011 0.000000 0.001220 0.006192 0.006559 0.000233 -0.052864 0.000000 0.005000 0.040954 0.000000 0.013955 0.000000 0.028103 0.000000 0.026142 0.000000 -0.000888 0.003234 0.007435 0.000208 -0.014190 0.000000 0.001000 -0.001661 0.000000 0.010634 0.000000 0.030134 0.000000 0.017961 0.000000 -0.001677 0.010096 0.000325 0.000183 0.133581 0.000000 0.001000 0.047818 0.000000 0.014570 0.000000 0.026732 0.000000 0.138835 0.000000 -0.000655 0.004963 0.005369 0.000258 0.009651 0.000000 0.001000 -0.020978 0.000000 0.012246 0.000000 0.024811 0.000000 -0.068985 0.000000 -0.001157 0.003234 0.003805 0.000383 0.036445 0.000000 0.002000 0.025721 0.000000 0.010831 0.000000 0.021128 0.000000 0.006688 0.000000 0.001044 0.007662 0.006737 0.000358 0.093841 0.000000 0.006000 -0.011327 0.000000 0.014166 0.000000 0.019229 0.000000 0.031536 0.000000 0.002911 ]; %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 = [1999.25 : 0.25 : 2012.75];