@#include "fs2000.inc"

estimated_params;
alp, beta_pdf, 0.356, 0.02;
bet, beta_pdf, 0.993, 0.002;
gam, normal_pdf, 0.0085, 0.003;
mst, normal_pdf, 1.0002, 0.007;
rho, beta_pdf, 0.129, 0.05;
psi, beta_pdf, 0.65, 0.05;
del, beta_pdf, 0.01, 0.005;
stderr e_a, inv_gamma_pdf, 0.035449, inf;
stderr e_m, inv_gamma_pdf, 0.008862, inf;
end;

varobs gp_obs gy_obs;

estimation(order=1,datafile=fsdat_simul,silent_optimizer,nobs=192,loglinear,mh_replic=0) y W R;

shock_decomposition y W R;
