%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%%%%%% DSGEBVAR
%%%%%%
%%%%%% Artículo "Monetary Policy in Closed and Open Economies"
%%%%%%
%%%%%% UPPSALA UNIVERSITET Master Thesis
%%%%%% Glenn Mickelson
%%%%%%
%%%%%%
%%%%%% 2016-03-26
%%%%%%
%%%%%% Copiado directamente del Anexo del Artículo
%%%%%% http://uu.diva-portal.org/smash/get/diva2:233883/FULLTEXT01
%%%%%%
%%%%%% Esta version es replicada para el caso de una economia
%%%%%% abierta sencilla en Colombia, se extiende para el caso 
%%%%%% VAR Bayesiano. El sector externo puede compararse 
%%%%%% directamente con EEUU
%%%%%%
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

close all;

var c c_h im s y y_star ii i_star inflation inflation_star n w b a v nx 
inflation_h q ex u z;

varexo Taylor_shock output_shock philip_shock world_output_shock 
inflation_star_shock is_shock;

parameters theta phiy phip phiy_star phip_star kappa_a kappa_y lambda 
disc beta epsilon rhoi rhoy alpha phi psi M mu theta_gamma gamma
etha delta rhoy_star rho_inflation lambda_ex etha_star rho_inflation_1
rho_is phii_star phii;


lambda_ex = 0.1;      %Elasticidad Preferencia entre Producto Foráneo/Doméstico Tomado de Gottfries(2003)
etha_star = 2.14;     %(EEUU)Tockarick(2010) estima un valor para EEUU. Elasticidad de Sustitucion con el resto del Mundo Tomado de Gottfries(2003), siendo un datos para Suecia; sin embargo provamos valores por encima de ETHA
etha = 0.9;           %(COL)Gonzalez (2013). Fiscal Policy in a Small Open Economy... Elasticidad de sustitucion entre bienes Extranjeros/Domesticos
%delta = 0.25;        %(COL)Grado de Apertura Economica, (0 es Econ. Cerrada). Tomado de Henao(2008) Demanda Externa,Term. Intercambio y el papel Pol.Mon Crisis 2008. 
delta = 0.22;         %(COL)Identificado para Colombia %IM/PIB desde 2001Q1-2015Q3
disc = 0.01;          %(COL)Parametro que refleja el tiempo de espera Trimestral (Pag 24), se ajusta para que de el beta de Henao(2008) Demanda Externa,Term. Intercambio y el papel Pol.Mon Crisis 2008 
alpha = 0.58;         %(COL)Producto Marginal del Trabajo (dY/dL) Par. de Firmas (Pag 24)
                      %(COL)Productividad del Trabajo tomado de Parra et al (2007) Pag 14 Cuadro 3
gamma = 0.2572;       %(Formacion de hábitos)(COL)Tomado de Henao(2008) Demanda Externa,Term. Intercambio y el papel Pol.Mon Crisis 2008. Parametro tomado de Fuhrer(2000) y  Abel(1999) Pag 23
phi = 1.6;            %(Formacion de hábitos)(COL)Tomado de Henao(2008) Demanda Externa,Term. Intercambio y el papel Pol.Mon Crisis 2008. Elasticidad de la Oferta Laboral. Pag 23 Meghir et al (1998)  
psi = 0.01;           %Elasticidad de la tasa libre de Riesgo Doméstica Tomado Post(2007), Beigno(2001) Eq51 Pag18 
rho_inflation_1 = 0.8; %Choque tomado de Svensson (2000) Pag 25
rhoi = 0.66;           %(COL)Parametros de choque tasa de interes de Gali(2008) (Colombia 0.66 Henao(2008))
rhoy = 0.86;           %(COL)Parametros de choque tecnologico de Gali(2008) (Colombia 0.86 Henao(2008))
rhoy_star = 0.45;      %(COL)Parametros de choque tecnologico externo tomado de Svensson (2000) (Colombia 0.45 Henao(2008))
rho_inflation = 0.635; %Parametros de choque tomado de Svensson (2000)
rho_is = 0.8;         %Parametros de Choque tasa de interes externo tomado de Svensson (2000)
beta = exp(-disc);    %(COL)Factor de Descuento de los Flujos, parecido a Henao(2008) Demanda Externa,Term. Intercambio y el papel Pol.Mon Crisis 2008.
                      %(COL)Tomado del Artículo Puede seguirse a Sandra Moreno (Pag 29, Cuadro 2, Beta (0.910,0.988,0.999,1.000,1.018))
phip = 1.50;          %(COL) Tomada la a-priori de Hamman(2006) incluye un valor de 1.5 (1.32).Calculos Propios Aproximaciones Trimestrales (Suavizamiento de la Inflación Henao(2008))
phiy = 0.125;          %(COL) Tomada la a-priori de Hamman (2006).Calculos Propios Aproximaciones Trimestrales (Suavizamiento de la brecha del Producto Henao(2008))
phip_star = 1.5;      %(COL) Calculos Propios 0.5;Aunque 1.5 Tomados de la regla de Taylor Externa (precios) Sevensson (2000)
phiy_star = 0.5;      %(COL) Calculos Propios 0.4; Aunque 0.5 Tomados de la regla de Taylor Externa (Producto) Svensson(2000)
theta = 2;            %(COL) Tomado de Hamman(2006) Bringing DSGE model into Policy Enviroment.(Formacion de hábitos)(COL)Tomado de Henao(2008) Demanda Externa,Term. Intercambio y el papel Pol.Mon Crisis 2008. Parametro tomado de Fuhrer(2000) y  Abel(1999) Pag 23 Elasticidad de Sust = 1/theta.  
epsilon = 6;          %(COL)Tomado de Gali(2008) parametro para Firmas (Pag 24)
M = epsilon/(epsilon-1);
mu = log(M);
omega = 0.75;        %(COL)Tomado de Henao(2008) Demanda Externa,Term. Intercambio y el papel Pol.Mon Crisis 2008. Para las Firmas- precios Domesticos. Duracion temporal antes del cambio de los precios (Pag 24) Adolfson et al (2007) tiene valores para dif países
                     %(COL)Valor tomado del articulo Importancia Rigideces Nominales y Reales para Colombia (2012) Pag 62-63 
theta_gamma = gamma*(theta-1);
lambda = ((1-omega)*(1-beta*omega)/omega)*((1-alpha)/(1-alpha+alpha*epsilon));  % Grado Stickness Precios
kappa_y = lambda*((phi+alpha)/(1-alpha));                                       % Ecuacion 59 Parametros Curva Phillips NK con formacion de habitos
kappa_a = lambda*((phi+1)/(1-alpha));                                           % Ecuacion 59 Parametros Curva Phillips NK con formacion de habitos
phii_star = 0.50;       %Representa un parámetro de ajuste de la tasa de interés externa
phii = 0.43;            %Tomado de la posterior de Hamman(2006) Bringing DSGE model into Policy Enviroment.. .Representa un parámetro de ajustes de la tasa de interés doméstica (Obtenido de Henao(2008))
%dsge_prior_weight = 1.5;

model(linear);

% ex = y_star + lambda_ex*etha_star*s + (1-lambda_ex)*(ex(-1)-y_star(-1));  %(34) Funcion de Exportaciones
% q = (1-delta)*s;                                                          %(47) Tasa de cambio Real 
% inflation = inflation_h + delta*(s-s(-1));                                %(45) Inflacion Consumidor Total
% c = (1-delta)*c_h + delta*im;                                             %(32) Consumo Total
% c_h = etha*delta*s + c;                                                   %(31) Consumo Doméstico
% y = ((1-delta)*etha + lambda_ex*etha_star)*delta*s + (1-delta)*c + 
%     delta*y_star + delta*(1-lambda_ex)*(ex(-1)-y_star(-1));               %(43) PNB
% ii = phip*inflation + phiy*y + v;                                          %(23) Política Monetaria (Regla Taylor)
% ii = i_star - psi*b + (s(+1)-s) - inflation(+1) + inflation_star(+1);      %(53) Condicion de Disparidad de Tasas de Interés
% w = phi*n - gamma*(theta-1)*c(-1) + theta*c;                              %(3.2-12) Funcion de Oferta Laboral
% -(theta_gamma + theta)*c + z = -theta_gamma*c(-1) - theta*c(+1) + i - inflation(+1);  %(3.2-13) Ecuación IS Economia Abierta
% inflation_h = beta*inflation_h(+1) + kappa_y*y - kappa_a*a - 
%     lambda*theta_gamma*c(-1) + lambda*theta*c + lambda*delta*s + u; %(59) Curva de Phillips/Costo Marginal de las Firmas
% (1-alpha)*n = y-a;                                                         %(3.4) Funcion de Produccion  
% inflation_star = rho_inflation*inflation_star(-1) + inflation_star_shock;  %(3.4) Choque CPI Externo
% i_star = phip_star*inflation_star + phiy_star*y_star;                      %(3.4) Regla Taylor Política Externa
% b = (1+ii(-1)-inflation)*b(-1)+y(-1)-c(-1)-delta*s(-1);                 %(49) Dinámica de Inversion en Bonos 
% nx = delta*(ex-im);                                                        %(36) Balanza Comercial
% v = rhoi*v(-1) + Taylor_shock;                                             %(3.4) Choque Politica Monetaria
% a = rhoy*a(-1) + output_shock;                                             %(3.4) Choque Tecnologico
% z = rho_is*z(-1) + is_shock;                                               %(3.4) Choque por Demanda
% y_star = rhoy_star*y_star(-1) + world_output_shock;                        %(3.4) CHoque de Producto Externo
% u = rho_inflation_1*u(-1) + philip_shock;                                  %(3.4) Choque por la Curva Phillips

-(theta_gamma + theta)*c + z = -theta_gamma*c(-1) - theta*c(+1) + ii - inflation(+1);  %(3.2-13) Ecuación IS Economia Abierta
w = phi*n - theta_gamma*c(-1) + theta*c;                                    %(3.2-12) Funcion de Oferta Laboral
b = (1+ii(-1)-inflation)*b(-1)+y(-1)-c(-1)-delta*s(-1);                     %(49) Dinámica de Inversion en Bonos 
ex = y_star + lambda_ex*etha_star*s + (1-lambda_ex)*(ex(-1)-y_star(-1));    %(34) Funcion de Exportaciones
%ii = i_star - psi*b + (s(+1)-s) + inflation_h(+1) - inflation_star(+1);     %(53) Disparidad de Tasas de Interés
ii = i_star - psi*b + (s(+1)-s) + inflation(+1) - inflation_star(+1);     %(53) Disparidad de Tasas de Interés
q = (1-delta)*s;                                                            %(47) Tasa de cambio Real 
inflation = inflation_h + delta*(s-s(-1));                                  %(45) Inflacion Consumidor Total
c = (1-delta)*c_h + delta*im;                                               %(32) Consumo Total
c_h = etha*delta*s + c;                                                     %(31) Consumo Doméstico
y = ((1-delta)*etha + lambda_ex*etha_star)*delta*s + (1-delta)*c + delta*y_star + delta*(1-lambda_ex)*(ex(-1)-y_star(-1));               %(43) Producto total doméstico
ii = phii*ii(-1)+ phip*inflation + phiy*y + v;                              %(23) Política Monetaria (Regla Taylor)
i_star = phii_star*i_star(-1) + phip_star*inflation_star + phiy_star*y_star;  %(3.4) Regla Taylor Política Externa
inflation_h = beta*inflation_h(+1) + kappa_y*y - kappa_a*a - lambda*theta_gamma*c(-1) + lambda*theta*c + lambda*delta*s + u; %(59) Curva de Phillips/Costo Marginal de las Firmas
(1-alpha)*n = y - a;                                                         %(3.4) Funcion de Produccion  
nx = delta*(ex-im);                                                          %(36) Balanza Comercial
inflation_star = rho_inflation*inflation_star(-1) + inflation_star_shock;    %(3.4) Choque Precios Externa
v = rhoi*v(-1) + Taylor_shock;                                               %(3.4) Choque Politica Monetaria
a = rhoy*a(-1) + output_shock;                                               %(3.4) Choque Tecnologico Doméstico
z = rho_is*z(-1) + is_shock;                                                 %(3.4) Choque por Demanda Doméstica
y_star = rhoy_star*y_star(-1) + world_output_shock;                          %(3.4) Choque de Producto Externo
u = rho_inflation_1*u(-1) + philip_shock;                                    %(3.4) Choque por la Curva Phillips
end;

write_latex_dynamic_model;

initval;
c=0;
c_h=0;
im=0;
s=0;
y=0;
y_star=0;
ii=0;
i_star=0;
inflation=0;
inflation_star=0;
n=0;
w=0;
b=0;
a=0;
v=0;
nx=0;
inflation_h=0;
q=0;
ex=0;
u=0;
z=0;
end;

shocks; %Volt. Historicas
 var is_shock = (0.029046)^2;
 var Taylor_shock = (0.04482)^2;
 var output_shock = (0.021281)^2;
 var philip_shock = (0.014155)^2;
 var world_output_shock = (0.021281)^2;
 var inflation_star_shock = (0.010215)^2;
end;

 %check;
 %steady(solve_algo=2, maxit=5000);
 %stoch_simul(order=1,periods=500) c s y ii inflation i_star;

estimated_params;
   stderr is_shock,0.0071,,,inv_gamma_pdf,0.01,inf;
   stderr Taylor_shock,0.0126,,,inv_gamma_pdf,0.01,inf;
   stderr output_shock,0.0213,,,inv_gamma_pdf,0.01,inf;
   stderr philip_shock,0.0059,,,inv_gamma_pdf,0.01,inf;
   stderr world_output_shock,0.0082,,,inv_gamma_pdf,0.01,inf;
   stderr inflation_star_shock,0.0031,,,inv_gamma_pdf,0.01,inf;
   %%phiy,0.50,,,beta_pdf,0.5,0.2;
   %%phip,1.125,,,gamma_pdf,1.125,0.1;
   %%phiy_star,0.50,,,beta_pdf,0.5,0.2; 
   %%phip_star,1.50,,,gamma_pdf,1.5,1.0;
   alpha,0.5238,,,beta_pdf,0.5,0.2;
   phi,1.599,,,gamma_pdf,1.6,0.5;
   gamma,0.2118,,,beta_pdf,0.257,0.1;
   %%etha,0.90,,,gamma_pdf,0.9,0.2;
   %%etha_star,2.14,,,gamma_pdf,2.14,0.1;
   %%theta,1.999,,,gamma_pdf,2,1.0; 
   %%delta,0.22,,,beta_pdf,0.22,0.1;
   rhoi,0.3360,,,beta_pdf,0.50,0.2;  
   rhoy,0.8265,,,beta_pdf,0.50,0.2;  
   rhoy_star,0.3247,,,beta_pdf,0.5,0.2; 
   rho_inflation,0.5654,,,beta_pdf,0.5,0.2; 
   rho_inflation_1,0.1049,,,beta_pdf,0.5,0.2;
   rho_is,0.50,,,beta_pdf,0.5,0.2;
   %%lambda_ex,0.0904,,,gamma_pdf,0.1,0.01;
   %%psi,0.010,,,inv_gamma_pdf,0.010,0.001;   
   %%epsilon,5.99,,,gamma_pdf,6,1; 
   phii_star,,,,beta_pdf,0.50,0.20;  
   phii,0.43,,,beta_pdf,0.50,0.20;     
   dsge_prior_weight,0.2728,,,gamma_pdf,0.5,0.4;    
end; 

varobs c s y ii inflation i_star;
%varobs ex s y ii inflation i_star;
%estimated_params_init(use_calibration);
%end;
%steady;
%check;

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
%Estimacion del Modelo Bayesiano DSGEBVAR
%Rutina de Optimizacion Chris Sim
%Las series son filtradas x la media
%La series son estacionarias ADF,KPSS 
%Aumentado
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

rand('seed',122); randn('seed',123);
%estimation(datafile=DATAB,dsge_var,dsge_varlag=4,xls_range=B1:G74,first_obs=10,prefilter=1,mh_nblocks=2,tex,mode_compute=6,mh_replic=200000,nodisplay,nograph,bayesian_irf,forecast=6) c s y ii inflation i_star;

estimation(datafile=DATABmr,dsge_var,dsge_varlag=1,xls_range=B1:G54,first_obs=10,prefilter=1,mh_nblocks=2,tex,mode_compute=6,mh_replic=20000,nodisplay,nograph,forecast=6,mode_check,moments_varendo,bayesian_irf) c s y ii inflation i_star;
dsgevar_forecast(1);

%estimation(datafile=DATAB,dsge_var=10000,dsge_varlag=5,xls_range=B1:G69,first_obs=10,prefilter=1,mh_nblocks=2,tex,mode_compute=9,mh_replic=50000,nodisplay,nograph,mcmc_jumping_covariance=identity_matrix) c s y ii inflation i_star;

%estimation(datafile=DATAB,dsge_var,dsge_varlag=1,xls_range=B1:G69,first_obs=10,prefilter=1,mh_nblocks=2,tex,mode_compute=9,mh_replic=50000,nodisplay,nograph,mcmc_jumping_covariance=identity_matrix) c s y i inflation i_star;
%estimation(datafile=DATAB,dsge_var,dsge_varlag=2,xls_range=B1:G69,first_obs=10,prefilter=1,mh_nblocks=2,tex,mode_compute=9,mh_replic=50000,nodisplay,nograph,mcmc_jumping_covariance=identity_matrix) c s y i inflation i_star;
%estimation(datafile=DATAB,dsge_var,dsge_varlag=3,xls_range=B1:G69,first_obs=10,prefilter=1,mh_nblocks=2,tex,mode_compute=9,mh_replic=50000,nodisplay,nograph,mcmc_jumping_covariance=identity_matrix) c s y i inflation i_star;
%estimation(datafile=DATAB,dsge_var,dsge_varlag=4,xls_range=B1:G69,first_obs=10,prefilter=1,mh_nblocks=2,tex,mode_compute=9,mh_replic=50000,nodisplay,nograph,mcmc_jumping_covariance=identity_matrix) c s y i inflation i_star;
%estimation(datafile=DATAB,dsge_var,dsge_varlag=5,xls_range=B1:G69,first_obs=10,prefilter=1,mh_nblocks=2,tex,mode_compute=9,mh_replic=50000,nodisplay,nograph,mcmc_jumping_covariance=identity_matrix) c s y i inflation i_star;
%estimation(datafile=DATAB,dsge_var,dsge_varlag=6,xls_range=B1:G69,first_obs=10,prefilter=1,mh_nblocks=2,tex,mode_compute=9,mh_replic=50000,nodisplay,nograph,mcmc_jumping_covariance=identity_matrix) c s y i inflation i_star;
%estimation(datafile=DATAB,dsge_var,dsge_varlag=7,xls_range=B1:G69,first_obs=10,prefilter=1,mh_nblocks=2,tex,mode_compute=9,mh_replic=50000,nodisplay,nograph,mcmc_jumping_covariance=identity_matrix) c s y i inflation i_star;
%estimation(datafile=DATAB,dsge_var,dsge_varlag=8,xls_range=B1:G69,first_obs=10,prefilter=1,mh_nblocks=2,tex,mode_compute=9,mh_replic=50000,nodisplay,nograph,mcmc_jumping_covariance=identity_matrix) c s y i inflation i_star;

%estimation(datafile=DATAB,dsge_var,dsge_varlag=4,xls_range=B1:G69,first_obs=10,prefilter=1,mh_nblocks=2,tex,mode_compute=6,mh_replic=80000,filtered_vars,filter_covariance,bayesian_irf,forecast=6) c s y i inflation i_star;
%estimation(datafile=DATAB,dsge_var,dsge_varlag=4,xls_range=B1:G69,first_obs=10,nobs=[70:75],prefilter=1,lik_init=3,mh_nblocks=2,tex,mode_compute=6,mh_replic=50000,filtered_vars,filter_covariance,nograph,nodisplay,forecast=1) c s y i inflation i_star;

%Estimacion Fuera de la Muestra desde 75
%estimation(datafile=DATAB,dsge_var=0.9115,dsge_varlag=4,xls_range=B1:G75,first_obs=10,prefilter=1,mh_nblocks=2,tex,mode_compute=6,mh_replic=80000,nodisplay,nograph,forecast=2) c s y i inflation i_star;


%Estimacion 1 step adelante 6 veces
%estimation(datafile=DATAB,dsge_var=0.9115,dsge_varlag=4,xls_range=B1:G69,first_obs=10,prefilter=1,mh_nblocks=2,tex,mode_compute=6,mh_replic=80000,nodisplay,nograph,forecast=1) c s y i inflation i_star;
%estimation(datafile=DATAB,dsge_var=0.9115,dsge_varlag=4,xls_range=B1:G70,first_obs=10,prefilter=1,mh_nblocks=2,tex,mode_compute=6,mh_replic=80000,nodisplay,nograph,forecast=1) c s y i inflation i_star;
%estimation(datafile=DATAB,dsge_var=0.9115,dsge_varlag=4,xls_range=B1:G71,first_obs=10,prefilter=1,mh_nblocks=2,tex,mode_compute=6,mh_replic=80000,nodisplay,nograph,forecast=1) c s y i inflation i_star;
%estimation(datafile=DATAB,dsge_var=0.9115,dsge_varlag=4,xls_range=B1:G72,first_obs=10,prefilter=1,mh_nblocks=2,tex,mode_compute=6,mh_replic=80000,nodisplay,nograph,forecast=1) c s y i inflation i_star;
%estimation(datafile=DATAB,dsge_var=0.9115,dsge_varlag=4,xls_range=B1:G73,first_obs=10,prefilter=1,mh_nblocks=2,tex,mode_compute=6,mh_replic=80000,nodisplay,nograph,forecast=1) c s y i inflation i_star;
%estimation(datafile=DATAB,dsge_var=0.9115,dsge_varlag=4,xls_range=B1:G74,first_obs=10,prefilter=1,mh_nblocks=2,tex,mode_compute=6,mh_replic=80000,nodisplay,nograph,forecast=1) c s y i inflation i_star;

%Salidas para la estimacion del Modelo 
    
% xlswrite('OUT_DSGEVAR.xlsx',oo_.SmoothedVariables.c,'Hoja1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.SmoothedVariables.s,'Hoja1','B1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.SmoothedVariables.y,'Hoja1','C1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.SmoothedVariables.ii,'Hoja1','D1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.SmoothedVariables.inflation,'Hoja1','E1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.SmoothedVariables.i_star,'Hoja1','F1')
% 
% xlswrite('OUT_DSGEVAR.xlsx',oo_.SmoothedShocks.Taylor_shock,'Hoja1','O1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.SmoothedShocks.output_shock,'Hoja1','P1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.SmoothedShocks.philip_shock,'Hoja1','Q1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.SmoothedShocks.world_output_shock,'Hoja1','R1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.SmoothedShocks.inflation_star_shock,'Hoja1','S1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.SmoothedShocks.is_shock,'Hoja1','T1')
% 
% xlswrite('OUT_DSGEVAR.xlsx',oo_.MeanForecast.Mean.c,'Hoja3')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.MeanForecast.Mean.s,'Hoja3','B1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.MeanForecast.Mean.y,'Hoja3','C1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.MeanForecast.Mean.ii,'Hoja3','D1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.MeanForecast.Mean.inflation,'Hoja3','E1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.MeanForecast.Mean.i_star,'Hoja3','F1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.MeanForecast.Var.c,'Hoja3','H1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.MeanForecast.Var.s,'Hoja3','I1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.MeanForecast.Var.y,'Hoja3','J1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.MeanForecast.Var.ii,'Hoja3','K1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.MeanForecast.Var.inflation,'Hoja3','L1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.MeanForecast.Var.i_star,'Hoja3','M1')
% 
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PointForecast.Mean.c,'Hoja4')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PointForecast.Mean.s,'Hoja4','B1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PointForecast.Mean.y,'Hoja4','C1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PointForecast.Mean.ii,'Hoja4','D1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PointForecast.Mean.inflation,'Hoja4','E1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PointForecast.Mean.i_star,'Hoja4','F1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PointForecast.Var.c,'Hoja4','H1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PointForecast.Var.s,'Hoja4','I1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PointForecast.Var.y,'Hoja4','J1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PointForecast.Var.ii,'Hoja4','K1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PointForecast.Var.inflation,'Hoja4','L1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PointForecast.Var.i_star,'Hoja4','M1')
% 
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Mean.c_Taylor_shock,'Hoja5')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Mean.s_Taylor_shock,'Hoja5','B1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Mean.y_Taylor_shock,'Hoja5','C1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Mean.ii_Taylor_shock,'Hoja5','D1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Mean.inflation_Taylor_shock,'Hoja5','E1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Mean.i_star_Taylor_shock,'Hoja5','F1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Mean.c_output_shock,'Hoja5','G1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Mean.s_output_shock,'Hoja5','H1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Mean.y_output_shock,'Hoja5','I1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Mean.ii_output_shock,'Hoja5','J1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Mean.inflation_output_shock,'Hoja5','K1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Mean.i_star_output_shock,'Hoja5','L1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Mean.c_philip_shock,'Hoja5','M1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Mean.s_philip_shock,'Hoja5','N1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Mean.y_philip_shock,'Hoja5','O1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Mean.ii_philip_shock,'Hoja5','P1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Mean.inflation_philip_shock,'Hoja5','Q1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Mean.i_star_philip_shock,'Hoja5','R1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Mean.c_world_output_shock,'Hoja5','S1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Mean.s_world_output_shock,'Hoja5','T1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Mean.y_world_output_shock,'Hoja5','U1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Mean.ii_world_output_shock,'Hoja5','V1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Mean.inflation_world_output_shock,'Hoja5','W1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Mean.i_star_world_output_shock,'Hoja5','X1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Mean.c_inflation_star_shock,'Hoja5','Y1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Mean.s_inflation_star_shock,'Hoja5','Z1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Mean.y_inflation_star_shock,'Hoja5','AA1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Mean.ii_inflation_star_shock,'Hoja5','AB1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Mean.inflation_inflation_star_shock,'Hoja5','AC1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Mean.i_star_inflation_star_shock,'Hoja5','AD1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Mean.c_is_shock,'Hoja5','AE1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Mean.s_is_shock,'Hoja5','AF1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Mean.y_is_shock,'Hoja5','AG1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Mean.ii_is_shock,'Hoja5','AH1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Mean.inflation_is_shock,'Hoja5','AI1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Mean.i_star_is_shock,'Hoja5','AJ1')
% 
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Var.c_Taylor_shock,'Hoja5','AL1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Var.s_Taylor_shock,'Hoja5','AM1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Var.y_Taylor_shock,'Hoja5','AN1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Var.ii_Taylor_shock,'Hoja5','AO1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Var.inflation_Taylor_shock,'Hoja5','AP1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Var.i_star_Taylor_shock,'Hoja5','AQ1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Var.c_output_shock,'Hoja5','AR1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Var.s_output_shock,'Hoja5','AS1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Var.y_output_shock,'Hoja5','AT1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Var.ii_output_shock,'Hoja5','AU1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Var.inflation_output_shock,'Hoja5','AV1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Var.i_star_output_shock,'Hoja5','AW1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Var.c_philip_shock,'Hoja5','AX1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Var.s_philip_shock,'Hoja5','AY1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Var.y_philip_shock,'Hoja5','AZ1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Var.ii_philip_shock,'Hoja5','BA1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Var.inflation_philip_shock,'Hoja5','BB1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Var.i_star_philip_shock,'Hoja5','BC1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Var.c_world_output_shock,'Hoja5','BD1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Var.s_world_output_shock,'Hoja5','BE')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Var.y_world_output_shock,'Hoja5','BF1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Var.ii_world_output_shock,'Hoja5','BG1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Var.inflation_world_output_shock,'Hoja5','BH1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Var.i_star_world_output_shock,'Hoja5','BI1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Var.c_inflation_star_shock,'Hoja5','BJ1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Var.s_inflation_star_shock,'Hoja5','BK1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Var.y_inflation_star_shock,'Hoja5','BL1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Var.ii_inflation_star_shock,'Hoja5','BM1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Var.inflation_inflation_star_shock,'Hoja5','BN1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Var.i_star_inflation_star_shock,'Hoja5','BO1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Var.c_is_shock,'Hoja5','BP1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Var.s_is_shock,'Hoja5','BQ1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Var.y_is_shock,'Hoja5','BR1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Var.ii_is_shock,'Hoja5','BS1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Var.inflation_is_shock,'Hoja5','BT1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.dsge.Var.i_star_is_shock,'Hoja5','BU1')
% 
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Mean.c_Taylor_shock,'Hoja6')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Mean.s_Taylor_shock,'Hoja6','B1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Mean.y_Taylor_shock,'Hoja6','C1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Mean.ii_Taylor_shock,'Hoja6','D1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Mean.inflation_Taylor_shock,'Hoja6','E1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Mean.i_star_Taylor_shock,'Hoja6','F1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Mean.c_output_shock,'Hoja6','G1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Mean.s_output_shock,'Hoja6','H1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Mean.y_output_shock,'Hoja6','I1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Mean.ii_output_shock,'Hoja6','J1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Mean.inflation_output_shock,'Hoja6','K1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Mean.i_star_output_shock,'Hoja6','L1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Mean.c_philip_shock,'Hoja6','M1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Mean.s_philip_shock,'Hoja6','N1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Mean.y_philip_shock,'Hoja6','O1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Mean.ii_philip_shock,'Hoja6','P1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Mean.inflation_philip_shock,'Hoja6','Q1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Mean.i_star_philip_shock,'Hoja6','R1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Mean.c_world_output_shock,'Hoja6','S1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Mean.s_world_output_shock,'Hoja6','T1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Mean.y_world_output_shock,'Hoja6','U1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Mean.ii_world_output_shock,'Hoja6','V1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Mean.inflation_world_output_shock,'Hoja6','W1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Mean.i_star_world_output_shock,'Hoja6','X1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Mean.c_inflation_star_shock,'Hoja6','Y1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Mean.s_inflation_star_shock,'Hoja6','Z1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Mean.y_inflation_star_shock,'Hoja6','AA1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Mean.ii_inflation_star_shock,'Hoja6','AB1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Mean.inflation_inflation_star_shock,'Hoja6','AC1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Mean.i_star_inflation_star_shock,'Hoja6','AD1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Mean.c_is_shock,'Hoja6','AE1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Mean.s_is_shock,'Hoja6','AF1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Mean.y_is_shock,'Hoja6','AG1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Mean.ii_is_shock,'Hoja6','AH1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Mean.inflation_is_shock,'Hoja6','AI1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Mean.i_star_is_shock,'Hoja6','AJ1')
% 
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Var.c_Taylor_shock,'Hoja6','AL1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Var.s_Taylor_shock,'Hoja6','AM1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Var.y_Taylor_shock,'Hoja6','AN1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Var.ii_Taylor_shock,'Hoja6','AO1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Var.inflation_Taylor_shock,'Hoja6','AP1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Var.i_star_Taylor_shock,'Hoja6','AQ1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Var.c_output_shock,'Hoja6','AR1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Var.s_output_shock,'Hoja6','AS1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Var.y_output_shock,'Hoja6','AT1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Var.ii_output_shock,'Hoja6','AU1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Var.inflation_output_shock,'Hoja6','AV1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Var.i_star_output_shock,'Hoja6','AW1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Var.c_philip_shock,'Hoja6','AX1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Var.s_philip_shock,'Hoja6','AY1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Var.y_philip_shock,'Hoja6','AZ1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Var.ii_philip_shock,'Hoja6','BA1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Var.inflation_philip_shock,'Hoja6','BB1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Var.i_star_philip_shock,'Hoja6','BC1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Var.c_world_output_shock,'Hoja6','BD1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Var.s_world_output_shock,'Hoja6','BE')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Var.y_world_output_shock,'Hoja6','BF1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Var.ii_world_output_shock,'Hoja6','BG1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Var.inflation_world_output_shock,'Hoja6','BH1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Var.i_star_world_output_shock,'Hoja6','BI1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Var.c_inflation_star_shock,'Hoja6','BJ1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Var.s_inflation_star_shock,'Hoja6','BK1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Var.y_inflation_star_shock,'Hoja6','BL1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Var.ii_inflation_star_shock,'Hoja6','BM1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Var.inflation_inflation_star_shock,'Hoja6','BN1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Var.i_star_inflation_star_shock,'Hoja6','BO1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Var.c_is_shock,'Hoja6','BP1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Var.s_is_shock,'Hoja6','BQ1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Var.y_is_shock,'Hoja6','BR1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Var.ii_is_shock,'Hoja6','BS1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Var.inflation_is_shock,'Hoja6','BT1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PosteriorIRF.bvardsge.Var.i_star_is_shock,'Hoja6','BU1')
% 
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PointForecast.Median.c,'Hoja7')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PointForecast.Median.s,'Hoja7','B1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PointForecast.Median.y,'Hoja7','C1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PointForecast.Median.ii,'Hoja7','D1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PointForecast.Median.inflation,'Hoja7','E1')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.PointForecast.Median.i_star,'Hoja7','F1')
% 
% xlswrite('OUT_DSGEVAR.xlsx',oo_.MarginalDensity.LaplaceApproximation,'Hoja8')
% xlswrite('OUT_DSGEVAR.xlsx',oo_.MarginalDensity.ModifiedHarmonicMean,'Hoja8','B1')