'Step1 Estimation shadowrate
equation step1.arch ssr c ssr(-1)

'Residuen speichern
step1.makeresid step1_resid

'Step2 Estimation USA AllEvents
equation step2all.arch usa_ind c usa_ind(-1) ssr(-1) step1_resid tap @ step1_resid(-1)^2 tap

'Residuen speichern
step2all.makeresid step2all_resid

''Step2 Estimation USA SingleEvents
'equation step2single.arch usa_ind c usa_ind(-1) ssr(-1) step1_resid tap1 tap2 tap3 tap4 tap5 tap6 tap7 tap8 tap9 tap10 tap11 @ step1_resid(-1)^2 tap1 tap2 tap3 tap4 tap5 tap6 tap7 tap8 tap9 tap10 tap11
'
''Residuen speichern
'step2single.makeresid step2single_resid