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Help for state space modelling

Posted: Fri Apr 26, 2019 6:30 pm
by linluoau
Can someone help me with my NAIRU estimation. I tried to code the model as follows
sspace ssnairu
'ssnairu.append cpi = c(2)*cpihp+c(3)*cpi(-1)+c(4)*cpi(-2)+c(5)*cpi(-3)+c(6)*ulc(-1)+c(7)*((rue-nairu)/rue)+c(8)*d(rue(-1))/rue+c(9)*(pm(-1)-pm(-2))
'ssnairu.append ulc = c(10)*cpihp+c(11)*cpi(-1)+c(12)*cpi(-2)+c(13)*((rue-nairu)/rue)+c(14)*d(rue(-1))/rue
ssnairu.append @state nairu = nairu(-1) +[var=exp(c(15))]

All variables are observable except for nairu.
Many many thanks in advance