% USA_Model2_46_2SLS.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.mat
load USAMACRO;
USAmacro = USAMACRO;

t	    = USAmacro(5:end,1);  % Ctvrtleti od 2Q1946-1Q1987
n = length(t);

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

dY	    = USAmacro(5:end,5)-USAmacro(4:end-1,5); %Y(t)-Y(t-1)

%zpozdene endogenni promenne
C_1	    = USAmacro(4:end-1,2);			    %Zpozdene
C(t-1)
Y_1	    = USAmacro(4:end-1,5);			    %...
dY_1	    = USAmacro(4:end-1,5)-USAmacro(3:end-2,5);	   
%Y(t-1)-Y(t-2)
R_4	    = USAmacro(1:end-4,4);
sumR_1	    = USAmacro(4:end-1,4)+USAmacro(3:end-2,4);	   
%R(t-1)+R(t-2)

%exogenni promenne
konst	    = ones(n,1);
G	    = USAmacro(5:end,6);		      % Realne vladni
vydaje (v cenach roku 1982)		    [mld.]
dM	    = USAmacro(5:end,7)-USAmacro(4:end-1,7);  % Zmena realne
penezni zasoby (M1)			     [mld.]

%odhad spotrebni funkce (13.14) C(t) = a1 + a2*Y(t) + a3*C(t-1)
   disp('*******************');
   disp('*Spotrebni funkce*');
   disp('*******************');
   y = C;
   yendog = [Y];	      %endogenni promenne v rovnici
   xexog = [konst C_1];       %predeterminovane promenne v rovnici
   %vsechny exogenni a zpozdenne endogenni promenne v systemu
   xall = [konst G dM C_1 Y_1 dY_1 R_4 sumR_1];
   res2SLS_C = tsls(y,yendog,xexog,xall);
   vnames_C = strvcat('Spotreba','Y','konstanta','C_1');
   prt_reg(res2SLS_C,vnames_C);
   
%odhad	investicni funkce (13.15) I(t) = b1 + b2*[Y(t-1)-Y(t-2)] +
b3*Y(t) + b4*R(t-4)
   disp('*******************');
   disp('*Investicni funkce*');
   disp('*******************');   
   y = I;
   yendog = [Y];
   xexog = [konst dY_1 R_4];
   res2SLS_I = tsls(y,yendog,xexog,xall);
   vnames_I = strvcat('Investice','Y','konstanta','dY_1','R_4');
   prt_reg(res2SLS_I,vnames_I);

%odhad rovnice urokove miry (13.16) R(t) = c1 + c2*Y(t) +
c3*[Y(t)-Y(t-1)] + c4*[M(t]-M(t-1)] + c5*[R(t-1)+R(t-2)]
   disp('**********************');
   disp('*Rovnice urokove miry*');
   disp('**********************');   
   y = R;
   yendog = [Y dY];
   xexog = [konst dM sumR_1];
   res2SLS_R = tsls(y,yendog,xexog,xall);
   vnames_R = strvcat('Ur. mira','Y','dY','konstanta','dM','sumR_1');
   prt_reg(res2SLS_R,vnames_R);