Commit e7c7a7c3 authored by Thomas Brand's avatar Thomas Brand

Add new observables in data for conditional forecast.

parent 36a81f3a
......@@ -241,6 +241,25 @@ GOVGDP = GC/YD+GI/YD+T/YD+OTHGOV/YD;
BALGDP = REVGDP - TOTGOVGDP;
PRIMBALGDP = REVGDP - GOVGDP;
YDOYBAR=Y/YD;
CROYBAR=(1-omega)*CR/YD;
CNROYBAR=omega*CNR/YD;
IOYBAR=I/YD;
MOYBAR=M/YD;
XOYBAR=X/YD;
EXBWOYBAR=EXBW/YD;
BOYBAR=B*YD/YD;
REVOYBAR=REVGDP;
TOTGOVOYBAR=TOTGOVGDP
BALOYBAR=BALGDP;
TBOYBAR=TB/YD;
R4=R^4;
PI4=PI^4;
WOWBAR=1;
LDOLDBAR=1;
YWOYWBAR=1;
POILOPEXOPOILBAR=1;
% Observables
CONSUMPTION_OBS = 1;
GDP_OBS = 1;
......
......@@ -29,6 +29,8 @@ dataFR = dataFR.rename('loans_nfc_rpc', 'CREDIT_OBS');
dataFR = dataFR.rename('networth_rpc', 'NETWORTH_OBS');
dataFR = dataFR.rename('world_demand', 'YWORLD_OBS');
dataFR = dataFR.rename('oil_prices', 'POIL_OBS');
dataFR = dataFR.rename('eagdp_rpc', 'YDZE_OBS');
dataFR = dataFR.rename('eadefgdp', 'PIZE_OBS');
// Set subsample used to demean the dataFR
range = 1995Q2:2016Q4;
......
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