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Could you tell me give me some idea as to how to fix the problem, as I'm actually trying to replicate the work on the slovakian eocnomy. It system has 8 equations, philips curve and nairu. @signal lgdp = trend + ygap @state trend = trend(-1) + dtrend(-1) + ygap(-1) @state dtrend = dtrend(-1) @state ...

thanks for your comments. Just ran the model: @signal gdp = trend + ygap @state trend = trend(-1) + dtrend(-1) + ygap(-1)+[var = exp(c(1))] @state dtrend = dtrend(-1)+ [var = exp(c(2))] @state ygap= c(4)*ygap2(-1) + [var=exp(c(3))] @state ygap2=ygap(-1) @signal dinf=c(6)*ungap+c(7)*dtfp_cyc(-1)+c(8)...

Hi members of the forum, I really need help to figure out why my multivariate kalman filter won't run properly. I'm trying to estimate the output gap by specifying the phillips curve, the nairu and the unemployment gap all in a system of equations. When I run the first part which is just the output ...