The Anderson-Moore Algorithm AIM index

MODEL > PSTAR

ENDOG >
         dcpi  _NOTD
         y     _DATA
         rff   _DATA
         money _DATA
         price _DATA

EQUATION > infl
EQTYPE  > STOCH
EQ >      dcpi = .5*(LAG(dcpi,1) + LEAD(dcpi,1)) + .147*y 

EQUATION > is
EQTYPE >  STOCH
EQ >      y = .543*LAG(y,1) - .01*(rff - LEAD(dcpi,1))

EQUATION > react
EQTYPE >  STOCH
EQ >      rff - LAG(rff,1) = alpha*dcpi

EQUATION > moneydem
EQTYPE >  STOCH
EQ >      money - price - y = (-.2)*rff + .9*(LAG(money,1) -
                      LAG(price,1) - LAG(y,1)) 

EQUATION > price
EQTYPE >  IMPOSED
EQ >      price = LAG(price,1) + dcpi

END