% USA_Model2_komplet.m
% *************
% PART 3:   M U L T I - E Q U A T I O N S   M O D E L S
% 13.3 Simulation Example
% ==============================================================
% Robert S. Pindyck & Daniel L. Rubinfeld
% Econometric Models & Economic Forecast, 4/e
% McGraw-Hill, 1998
% ISBN 0-07-050208-0
%
% Data to accompany Econometric Models & Economic Forecast, 4/e
% (c) Irwin/McGraw-Hill, 1998
% Disk 1 of 1
% ISBN 0-07-848043-4
% ==============================================================

clear all;
close all;
clc;

%data ulozena v textovem souboru USAmacro.dat
load USAmacro.dat; 

maxl = 4; %maximalni zpozdeni v modelu
last = 0; %pocet poslednich vynechanych hodnot

t           = USAmacro(maxl+1:end-last,1);  % Ctvrtleti od 2Q1950-1Q1988
n = length(t);

%endogeni promenne
C           = USAmacro(maxl+1:end-last,2);  % Realna agregatni osobni potreba (v cenach roku 1982)      [mld.]
I           = USAmacro(maxl+1:end-last,3);  % Realne hrube domaci investice (v cenach roku 1982)        [mld.]
R           = USAmacro(maxl+1:end-last,4);  % Urokova sazba 3 mesicnich Treasury bill                   [% p.a.]
Y           = USAmacro(maxl+1:end-last,5);  % Realny HDP (ocisten o exporty a importy; v cenach 1982)   [mld.]

%zpozdene endogenni promenne
C_1         = USAmacro(maxl+1-1:end-last-1,2);                                      %Zpozdene C(t-1)
Y_1         = USAmacro(maxl+1-1:end-last-1,5);                                      %...
dY_1        = USAmacro(maxl+1-1:end-last-1,5)-USAmacro(maxl+1-2:end-last-2,5);      %Y(t-1)-Y(t-2)
R_4         = USAmacro(maxl+1-4:end-last-4,4);
sumR_1      = USAmacro(maxl+1-1:end-last-1,4)+USAmacro(maxl+1-2:end-last-2,4);      %R(t-1)+R(t-2)

%exogenni promenne
konst       = ones(n,1);
G           = USAmacro(maxl+1:end-last,6);                                  % Realne vladni vydaje (v cenach roku 1982)                 [mld.]
dM          = USAmacro(maxl+1:end-last,7)-USAmacro(maxl+1-1:end-last-1,7);  % Zmena realne penezni zasoby (M1)                          [mld.]

%dalsi endogenni promenne
dY          = Y-Y_1; %Y(t)-Y(t-1)

%pomocne exogenni promenne
M           = USAmacro(maxl+1:end-last,7);   %penezni zasoba - agregat M1

%graficke zobrazeni endogennich promennych
figure
set(gcf,'Name','   Endogenous variables');
subplot(2,2,1)
hndl2=plot(t,C);
set(hndl2,'LineWidth',2);
title('Real Aggregate Personal Consumption');
ylabel('C   [ billions of 1982 dolars ]');
xlabel('Time  [ quarter ]');
grid

subplot(2,2,2)
hndl3=plot(t,I);
set(hndl3,'LineWidth',2);
title('Real Gross Domestic Investment');
ylabel('I   [ billions of 1982 dolars ]');
xlabel('Time  [ quarter ]');
grid

subplot(2,2,3)
hndl4=plot(t,R,'r');
set(hndl4,'LineWidth',2);
title('Interest Rate on 3-Month Treasury Bills');
ylabel('R  [ percent per year ]');
xlabel('Time  [ quarter ]');
grid

subplot(2,2,4)
hndl5=plot(t,Y,'r');
set(hndl5,'LineWidth',2);
title('Real GNP (net export and import)');
ylabel('Y   [ billions of 1982 dolars ]');
xlabel('Time  [ quarter ]');
grid

%graficke zobrazeni exogennich promennych
figure
set(gcf,'Name','   Exogenous variables');
subplot(2,1,1)
hndl6=plot(t,G,'r');
set(hndl6,'LineWidth',2);
hold off
title('Real Gavernment Spending');
ylabel('G   [ billions of 1982 dolars');
xlabel('Time  [ quarter ]');
grid

subplot(2,1,2)
hndl7=plot(t,M,'r');
set(hndl7,'LineWidth',2);
hold off
title('Real Money Stock  M1');
ylabel('M   [ billions of 1982 dolars ]');
xlabel('Time  [ quarter ]');
grid