% US DATA --- 1954:3 to 2004:4 % All variables except real wage, inflation, repo rate are per capita % population ages 16 and over % % this is the data used for the 2 sector model. series = [ 1.251516 3.434493 1.112583 -0.769281 0.433741 0.876544 -0.088033 0.345709 0.256338 1.132871 5.277341 1.978236 0.177299 0.546527 1.004888 -0.043558 0.502969 0.246363 0.739597 9.255239 2.657453 1.417616 0.060106 0.457864 0.317023 0.377129 0.335271 0.977100 5.540884 1.714180 2.419577 0.058894 0.988635 0.035295 0.094189 0.374299 0.473793 2.579351 1.371615 3.074145 0.851752 0.924770 0.297206 1.148958 0.483828 1.715855 2.002710 1.016783 4.013515 1.863709 0.937668 0.278126 2.141836 0.587438 0.764425 -2.980791 -0.161537 4.341746 1.187749 1.124467 0.423315 1.611064 0.618914 0.135842 -2.342927 0.365115 4.322583 -1.467799 1.146283 0.767771 -0.700029 0.671077 0.242730 -0.289060 -0.039358 3.589850 1.433120 0.684888 0.851392 2.284511 0.700044 0.761359 -0.327901 1.233609 3.857387 -0.455817 1.161143 0.488312 0.032495 0.729003 0.230868 0.342331 0.855616 3.686118 0.985640 0.539343 0.893803 1.879443 0.730658 0.353548 -1.069909 -0.370836 3.197538 0.124724 0.458441 0.532679 0.657403 0.747202 0.707893 -0.419159 0.264014 2.369983 -1.305050 0.364830 0.949290 -0.355760 0.805084 -0.097379 -8.761786 -1.958371 -0.070914 -2.601223 0.782274 0.552921 -2.048303 0.810044 -0.854237 -7.836878 -3.193803 -2.740574 -0.067915 -0.773870 1.154272 1.086357 0.464752 0.944047 -3.115971 0.420326 -4.430375 -0.809552 0.597459 0.234367 -0.575184 0.234724 1.284040 7.169979 2.596527 -3.521053 1.742427 1.307406 0.076156 1.818582 0.330287 0.587679 7.820159 2.369394 -2.399146 1.350214 0.976654 0.050436 1.400650 0.539376 0.901044 4.133093 1.224658 -0.871283 -0.872131 0.298328 0.528940 -0.343191 0.640445 0.816839 5.601621 1.805400 0.671528 -0.560952 0.575894 0.432421 -0.128531 0.767878 0.507290 -5.062841 -0.911498 -0.007210 -0.884612 -0.008011 0.684176 -0.200436 0.890193 0.609405 -0.373256 -0.179293 -0.311646 -0.512002 0.340193 0.622965 0.110964 0.992558 -0.079258 7.823776 1.789637 -0.381563 0.665855 1.908046 0.178803 0.844658 0.978530 0.824188 -7.424729 -1.053429 -0.475074 -1.277724 -0.041534 0.630852 -0.646872 0.919923 -0.646493 -2.017586 -0.290216 -1.360218 -0.995689 0.061159 0.504086 -0.491602 0.731485 0.249296 -10.77465 -1.832367 -2.601939 -1.479998 -0.085125 0.517239 -0.962759 0.572525 0.380574 -0.914906 0.169134 -3.598222 0.049713 0.678266 0.214324 0.264037 0.499583 1.093751 5.506186 1.867090 -4.126318 0.506299 1.500330 -0.099256 0.407043 0.432397 -0.120901 5.730318 1.237277 -3.865065 -0.022639 0.372890 0.366842 0.344203 0.419950 1.304171 2.601786 1.933139 -2.865755 0.102308 0.554577 0.159948 0.262256 0.598207 0.806099 4.060322 1.803866 -2.581613 -0.380544 1.123529 0.485190 0.104646 0.612288 0.667417 -0.833428 0.537450 -1.732234 -0.835952 0.302026 0.351043 -0.484909 0.649553 0.462271 0.797429 0.506313 -2.296479 -0.261511 0.389573 0.297671 0.036160 0.709146 0.340327 -2.025992 -0.455195 -3.540001 -0.876156 0.527754 0.408768 -0.467388 0.728176 -0.036745 3.176776 0.723548 -3.433856 -0.444552 0.651313 0.314207 -0.130344 0.738930 0.330077 1.540104 0.898998 -3.232841 0.245749 0.414905 0.105000 0.350749 0.738103 0.934220 1.479845 1.102233 -3.400469 -0.572216 0.502665 0.516737 -0.055480 0.829054 0.309807 1.475165 0.756354 -3.028082 0.529652 0.774649 0.369064 0.898716 0.859628 1.204565 2.612086 1.529333 -1.631001 -0.891016 -0.610871 0.537477 -0.353539 0.862106 1.232972 0.230701 0.773901 -1.567549 -0.060977 0.818494 0.276807 0.215830 0.868716 1.128190 1.487532 0.886938 -1.369818 -0.785491 0.893307 0.417360 -0.368131 0.860454 0.419588 -0.803635 -0.106881 -0.837597 0.265276 0.306658 0.431265 0.696541 0.890193 0.623127 8.832811 2.122725 0.282896 -0.075860 0.017355 0.379107 0.303247 0.988432 0.859922 -1.036126 0.730553 0.865662 -0.689300 0.032485 0.632634 -0.056666 1.014008 1.081842 2.303123 1.528312 0.770666 -0.808298 0.511706 0.527112 -0.281186 1.013183 2.170390 1.599993 2.243193 1.342088 0.148691 1.054790 0.414851 0.563541 1.036279 0.619907 5.409014 1.841450 2.499734 -1.193981 0.783415 0.952109 -0.241872 1.132727 0.750131 -2.943196 0.010943 3.201299 -0.034017 0.673724 0.888372 0.854356 1.220850 0.496916 -0.071602 0.564307 3.388750 -0.303587 0.583876 0.834198 0.530611 1.343435 0.196892 0.247206 0.599005 2.813382 0.238234 0.529298 0.820499 1.058733 1.381250 0.685376 -3.106705 0.650796 2.379360 -0.305385 0.915431 0.368558 0.063173 1.198621 0.528949 -1.909371 -0.256748 1.428048 -0.435431 1.171066 0.468618 0.033186 0.992558 0.295549 1.149279 0.429747 1.313037 0.112649 0.497547 0.899334 1.011983 0.968627 0.159713 1.235880 0.519419 1.257204 0.281587 0.594240 0.829163 1.110750 1.037928 1.314110 2.971570 1.598789 1.029164 -0.199563 1.657643 1.124840 0.925277 1.189563 1.079512 2.349315 1.294724 1.648676 -0.602778 0.568228 1.094023 0.491245 1.483935 1.026059 -1.113263 0.245417 1.966179 -0.420511 0.611723 1.042482 0.621971 1.474903 0.229395 0.608850 0.253674 2.155365 0.632404 0.833121 1.141796 1.774200 1.468334 0.448611 4.073009 1.025910 2.556269 -0.127685 0.248757 1.046514 0.918829 1.628337 0.428918 -1.571841 -0.165039 3.105433 -0.580944 0.235698 1.362425 0.781482 2.060296 0.177652 0.126344 0.243032 3.141177 -0.808974 0.415914 1.363155 0.554181 2.220986 0.556689 -4.090939 -0.850813 2.393047 -0.025395 0.710321 1.226582 1.201187 2.210390 0.455169 -3.748522 -0.605786 1.480904 -0.667601 0.505312 1.334470 0.666869 2.120687 -0.172050 0.172582 -0.162746 -0.362737 0.079818 0.451367 1.206933 1.286750 1.950847 0.382572 -0.292039 0.079993 -1.441541 -0.928427 0.682035 1.020080 0.091653 1.661946 0.200941 -6.718644 -1.594141 -2.784315 0.157215 -0.150088 1.227729 1.384944 1.382072 -0.012240 11.72236 2.792834 -2.896915 0.847531 1.165677 0.846348 1.693879 0.959548 0.135870 2.036641 0.116388 -3.129100 -0.184878 0.354357 1.197181 1.012303 1.134375 -0.072934 0.728025 0.055200 -3.682885 -0.494226 0.238118 1.187798 0.693571 1.359056 0.637297 -1.500217 -0.321548 -3.189200 -0.519653 -0.047597 0.825021 0.305368 1.180505 0.035170 3.700492 1.110350 -3.097876 -0.349662 1.331554 1.075329 0.725667 0.881107 1.271032 4.236907 1.826671 -2.905620 0.040045 0.711459 0.590668 0.630713 1.069263 0.796535 1.373337 0.398783 -2.902016 0.115120 0.437276 0.959109 1.074229 1.178034 1.332438 2.024036 1.452693 -2.348769 0.321895 1.035529 1.003229 1.325124 1.277637 0.512676 4.531054 1.856172 -1.353479 -1.132111 1.277073 1.340541 0.208429 1.620958 -0.329416 0.888382 0.071973 -0.818639 -1.167775 -0.560550 2.112055 0.944279 1.935318 0.063426 -3.811419 -1.167683 -0.672966 -0.402028 -0.113606 2.030818 1.628790 2.605753 -0.435068 0.638823 0.069976 -0.682891 -0.585625 -0.181347 2.336465 1.750840 2.468448 -1.148514 -7.725738 -2.738666 -1.631603 -2.050442 -0.874957 3.239103 1.188660 2.304084 -0.167179 -0.095951 -0.693730 -1.856069 0.518157 -0.218792 2.820852 3.339010 2.773675 -0.137946 -3.324632 -1.083052 -2.718144 0.720479 0.326587 2.496938 3.217417 2.977722 -0.619335 -2.608019 -0.371632 -4.889817 0.599798 0.118870 2.416692 3.016490 2.309785 0.139942 -11.25621 -1.351536 -8.570366 0.472412 0.843897 1.922104 2.394516 1.563546 1.155292 -0.733905 0.656854 -9.949342 1.151770 0.857149 1.133846 2.285616 1.345902 0.105394 5.869109 0.950933 -9.605455 -0.893285 -0.207668 1.996452 1.103167 1.528262 0.256249 1.994862 0.870017 -8.406820 -0.264319 0.137536 1.677953 1.413635 1.344257 0.994551 7.305949 1.785466 -7.264329 -0.212303 1.135803 1.043493 0.831190 1.199445 0.555421 3.094059 0.567576 -7.665815 0.693509 1.265851 0.803317 1.496826 1.290800 0.560558 -0.126457 -0.191938 -7.747035 -0.187506 0.620144 1.552542 1.365036 1.312186 0.789484 0.976854 0.512640 -7.670607 0.428302 0.559230 1.544380 1.972682 1.210971 0.272452 3.729200 0.477240 -7.053731 -0.233087 -0.177668 1.906237 1.673150 1.158266 -0.192469 4.047805 1.056496 -5.595885 -1.183159 0.072308 1.894238 0.711080 1.280928 0.342618 2.967556 0.884114 -5.044351 -0.529571 0.359964 1.590276 1.060705 1.444516 0.939786 0.490816 0.253783 -4.529216 2.104831 0.377600 1.433945 3.538776 1.615218 0.714264 -0.635185 -0.327010 -4.507190 -0.608232 1.787923 1.687200 1.078968 1.675059 0.822616 5.862303 3.148262 -2.025545 -0.558208 -1.033503 2.130248 1.572040 1.804455 0.258399 0.943230 0.374464 -1.664347 -0.200917 -0.250451 1.773510 1.572593 2.004770 0.342037 1.603014 1.042802 -0.919966 0.288397 0.380175 1.897588 2.185985 2.367584 0.350283 -1.019723 -0.409925 -0.661896 -0.196117 0.989452 1.899507 1.703390 2.487145 -0.076404 -1.735254 -0.713510 -0.651075 -0.473237 -0.684268 2.848565 2.375328 2.513154 0.199974 -1.245996 -0.283623 -0.308010 -0.288112 -0.392996 2.652702 2.364590 2.699890 0.225435 -3.044227 -0.732607 -0.622605 -0.429197 -0.003880 2.493354 2.064157 3.337837 -0.387180 -2.192081 -0.989048 -1.300115 -0.757491 -0.155991 2.952915 2.195425 3.692642 -1.324116 -10.56962 -2.674019 -3.451462 -0.107156 0.112475 2.425761 2.318605 3.122409 0.159786 -4.802715 -0.744134 -4.349677 -0.583516 0.147554 2.380590 1.797074 2.429416 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0.082737 2.337467 0.816024 7.752571 1.839530 -4.314384 -0.256224 0.382046 0.666210 0.409986 2.330140 -0.018753 6.444589 1.518117 -2.844319 -1.096741 -0.016880 1.234921 0.138180 2.392809 1.041476 2.072287 1.302267 -1.773354 -0.671386 -0.085088 1.014064 0.342678 2.604942 0.620492 0.639906 0.640470 -1.583779 -0.686683 0.475093 0.860792 0.174110 2.807712 0.720253 -0.752327 0.467963 -1.217610 -0.371418 0.037904 0.688228 0.316810 2.290239 1.165061 -2.309455 0.656060 -0.644366 -1.005291 0.051020 1.143852 0.138561 2.097025 0.630035 0.814896 0.350084 -0.232643 -0.487512 -0.058860 0.827102 0.339590 1.961470 0.910932 0.329488 0.935404 -0.222037 -0.880276 0.640627 0.762768 -0.117508 1.955750 0.543045 0.806154 0.249515 -0.034469 -0.273216 0.873728 0.874919 0.601703 2.005586 0.140933 -0.522880 0.124430 -0.679473 -0.565354 0.470468 0.837601 0.272247 1.937770 0.401689 0.161984 0.665475 -1.180480 0.658446 0.960199 -0.004475 0.653972 1.715206 0.322913 0.516920 0.513872 -0.972589 -0.296348 0.419797 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0.780167 0.732304 0.208753 0.810870 0.792603 1.910883 0.621608 -1.659659 -0.471816 -0.313159 0.672418 0.200601 0.756300 0.059515 1.214700 -0.039884 -1.066887 -0.344397 -0.384417 0.552223 0.207826 0.757127 0.419874 1.299041 0.391366 -0.116906 -0.147999 -0.199800 0.571914 0.423915 0.747202 0.826261 0.079437 0.402908 0.098463 -0.030486 0.112000 0.334086 0.303600 0.762089 0.385257 3.761577 1.046812 0.626538 -0.089590 -0.120080 0.524247 0.434657 0.744720 0.668293 3.209659 0.817924 0.764326 -0.075973 0.733791 0.415079 0.339106 0.800124 0.481472 3.654209 1.101429 2.234747 -0.197128 -0.674668 0.523339 0.326212 0.980181 0.509319 -1.280489 0.153541 3.169415 -0.236162 -0.862438 0.828671 0.592509 1.115423 0.328829 3.519600 0.809916 3.479564 -0.355014 0.047338 0.519399 0.164385 1.283396 0.282730 -0.481275 0.094647 3.994039 -0.250151 0.204275 0.559427 0.309276 1.442052 0.590448 -2.131102 -0.221291 3.851394 -0.540030 -0.125160 0.677799 0.137770 1.493787 0.378392 -0.249172 0.541040 4.645590 -0.411606 0.069905 0.529598 0.117992 1.438767 0.259922 1.434323 0.381798 4.453524 -0.672798 0.355179 0.528526 -0.144272 1.419872 0.664431 0.265841 0.383423 4.072988 -0.735692 0.297867 0.655755 -0.079937 1.331924 0.594281 2.905116 1.021014 4.663694 -1.227878 0.104937 0.841508 -0.386370 1.302316 0.311255 2.020118 0.348896 5.172478 -1.173230 0.157530 0.563059 -0.610171 1.317944 0.331598 -0.486013 0.464707 6.084414 -0.671116 -0.459110 0.858211 0.187095 1.311364 0.252793 1.524355 0.259374 6.701902 -0.410141 -0.025529 0.650001 0.239860 1.310542 0.319804 2.057910 1.063925 7.062030 -1.762856 0.340199 0.447443 -1.315414 1.371387 1.048041 1.991547 0.927498 7.379150 -0.411163 0.585236 0.425358 0.014195 1.373852 0.635704 0.761423 0.339165 7.577509 -0.845949 1.265717 0.498149 -0.347801 1.367277 0.778046 2.401394 0.713299 7.909765 -0.764980 1.727348 0.165366 -0.599615 1.370565 0.975065 -0.241842 0.511206 8.101079 -0.921268 0.975559 0.380713 -0.540555 1.365633 0.823160 1.764718 0.929842 8.000568 -0.804823 1.073041 0.501125 -0.303698 1.373852 0.550388 3.122202 1.227950 9.062845 -0.624527 -0.101431 0.473825 -0.150702 1.207678 0.711604 1.117430 0.453630 8.704422 -0.633801 1.204537 0.491160 -0.142641 1.176387 0.825385 -0.065030 0.146913 9.141763 -1.225193 -0.514320 0.733674 -0.491519 1.179681 0.720149 1.307271 0.672255 9.525721 -0.854686 0.160928 0.677238 -0.177448 1.265295 1.115818 1.331428 1.088041 9.527099 -1.077405 1.365282 0.728566 -0.348839 1.317944 -0.506000 -1.171447 -1.435291 8.536624 -0.810743 2.536340 1.095096 0.284353 1.409191 1.084400 3.061279 1.609776 8.294565 -0.504593 -0.218737 0.540774 0.036181 1.556162 0.547172 -1.415866 -0.391398 7.971921 -0.649469 1.305089 0.766204 0.116735 1.616858 0.559473 -0.642370 0.096297 7.237329 -0.573905 -0.086379 0.676786 0.102881 1.605378 -0.030773 -4.275966 -0.760942 6.858786 -1.139845 1.379995 0.882739 -0.257107 1.388647 0.141302 -1.292994 0.376680 5.520912 -0.768179 -0.352038 0.656924 -0.111255 1.075859 0.018280 -1.345354 -0.388413 4.050850 -0.104790 0.216826 0.121405 0.016614 0.870368 0.213954 -1.287508 0.180413 2.566333 -0.472141 0.844383 0.140882 -0.331259 0.531916 0.308246 0.515575 0.523955 1.430850 -0.826376 0.635140 0.400694 -0.425682 0.432397 0.195117 -0.243572 -0.226536 1.392689 -1.151863 -0.023638 0.974041 -0.177822 0.436546 0.046864 0.049323 -0.007081 0.802004 -0.887417 -0.115066 0.656882 -0.230535 0.434057 0.283615 -1.321607 -0.367846 0.595930 -0.453764 -0.164125 0.649536 0.195772 0.360184 -0.138143 -1.745785 -0.597243 -0.703886 -1.067431 0.592198 1.008805 -0.058626 0.312013 0.199110 0.778556 0.560226 -1.303512 -0.733348 1.464128 0.241128 -0.492220 0.311182 0.677827 2.321148 1.008490 -1.485330 -1.060640 0.499541 0.893516 -0.167124 0.253844 0.182361 1.671698 0.395573 -1.367428 -0.519423 0.163041 0.667856 0.148433 0.248857 0.872762 0.411644 0.561414 -0.998844 -0.260050 -1.426333 0.954057 0.694007 0.250519 0.251105 2.561723 0.428406 -1.212657 -0.177742 0.551000 0.854045 0.676302 0.252182 0.393799 0.797470 0.338398 -0.966213 -0.420704 0.784320 0.814092 0.393388 0.357693 0.730579 1.315265 0.353332 -0.667669 -0.241842 -0.111450 0.916242 0.674400 0.486316 ]; dc = series(1:end,1); dinve = series(1:end,2); dy = series(1:end,3); labobs = series(1:end,4); dpi = series(1:end,5); dw = series(1:end,6); pinfobsc = series(1:end,7); pinfobsi = series(1:end,8); robs = series(1:end,9); pinfobs=pinfobsc; % dc = series(1:end,1); dinve = series(1:end,2); dy = series(1:end,3); labobs = series(1:end,4); dpi = series(1:end,5); % dw = series(1:end,6); pinfobsc = series(1:end,7); pinfobsi = series(1:end,8); robs = series(1:end,9);