% BOKDPM_data_0904.m % This program loads the data for BOKDPM. % Author: Heedon Kang & Dohoon Pyoun % Data discarded and added by dhPyoun(2009) % Data discarded and added by Hyeonsoo Kim(2010) edrw=40; % 2009Q4 = 40 %% loading the data from file dataQ = [ 170347.5000 2.7635 87.0593 0.9458 27.8021 -10.0017 84.2433 4.9567 7.1400 9.1100 10.0900 4.8000 1124.8200 16.1600 61.6091 11043.0440 1.1761 4.5000 170.1000 5.7020 24.2933 95503.6 23925.8 30990.7 18928.2 2903.8 50672.9 53864.5 1.0142 0.9554 0.7566 0.9749 0.8015 0.9505 1.0276 172512.7000 2.5951 85.7151 1.0093 24.2519 10.8902 84.1303 5.1233 7.1200 8.8600 9.8700 4.2667 1116.5900 29.3900 61.4144 11258.4540 2.3359 7.9000 171.4333 6.2700 24.9533 96691.1 24112.8 32027.1 18971.1 2798.5 51991.9 54375.0 0.9753 0.9726 1.0752 0.9936 0.9350 1.0099 0.9822 176831.7000 3.2598 86.9099 0.9996 -0.0025 -3.9136 85.2617 5.1633 7.0800 7.9400 9.0400 4.2667 1115.2800 42.3300 61.6741 11267.8670 1.6410 16.0500 173.0000 6.5000 27.6000 97188.2 23849.1 31605.1 19406.0 2647.4 55744.9 55613.9 0.9903 1.0031 1.0341 1.0121 1.0369 0.9863 0.9701 174936.3000 0.7324 87.6628 1.0440 4.9312 27.7487 85.8277 5.3767 6.9700 7.3100 8.4200 4.2333 1166.0300 34.6200 61.1547 11334.5440 1.4890 13.1500 174.2333 6.5000 27.4933 97652.2 24402.4 30932.8 17809.5 2870.8 54023.7 53770.3 1.0203 1.0678 1.1312 1.0202 1.2302 1.0510 1.0212 177444.3000 1.1535 90.2349 0.9464 25.4117 4.2578 87.3553 5.1600 5.9500 5.7500 7.2400 4.5667 1272.1500 26.6700 61.6741 11297.1710 0.4312 22.3000 175.9000 5.6150 23.6200 98268.5 24759.9 31413.1 17465.7 2992.8 53210.9 52568.6 1.0125 0.9574 0.7559 0.9780 0.8343 0.9557 1.0301 179785.9000 0.5970 89.8069 1.0086 29.7099 10.8087 88.3733 5.0167 5.7800 6.3600 7.6200 3.9000 1305.3500 37.3800 63.0374 11371.2510 0.3858 22.8000 177.1333 4.3240 25.0833 101745.0 24974.5 32598.6 17071.4 2973.6 50815.9 50446.2 0.9778 0.9724 1.0704 0.9975 0.9355 1.0059 0.9728 182279.4000 0.5386 90.9364 0.9981 33.5730 6.5341 88.8827 4.5800 4.9700 5.2600 6.6100 3.7667 1294.1000 11.8500 66.0886 11340.0750 -0.5720 23.2000 177.6333 3.5600 23.9000 103234.9 25407.0 34765.3 16823.3 2872.9 50470.2 51294.7 0.9906 0.9977 1.0377 1.0033 0.9766 0.9889 0.9730 182719.3000 -0.7746 89.8227 1.0456 26.6312 2.0741 88.6563 4.0200 4.5800 5.3400 6.7400 3.7000 1291.7000 4.4200 67.1923 11380.1280 -0.8904 24.2500 177.5000 2.1590 18.2367 105673.8 25982.9 34710.3 17543.8 3102.3 50657.8 52728.6 1.0189 1.0694 1.1171 1.0212 1.2434 1.0517 1.0222 189042.3000 0.9625 92.8001 0.9471 22.4413 -2.5019 89.5613 4.0133 4.6600 6.1000 7.0000 3.5333 1319.7600 14.0100 72.3209 11477.8680 -0.7029 24.1000 178.0667 1.7500 20.0167 109535.7 26231.3 34851.8 17976.0 3388.6 53689.1 54790.8 1.0107 0.9589 0.7590 0.9751 0.8448 0.9565 1.0243 192481.2000 1.5094 92.7987 1.0080 9.6846 3.7970 90.7497 4.2000 4.8200 6.2300 7.0100 3.2667 1269.1300 15.7000 73.8141 11538.7700 -0.8346 16.4000 179.4667 1.7500 24.2767 111463.6 26419.2 34876.4 18284.7 3445.1 56948.3 59089.4 0.9803 0.9744 1.0723 1.0031 0.9361 1.0010 0.9741 195116.0000 1.6436 93.1136 0.9956 1.1672 -15.6889 91.1177 4.3100 4.8400 5.4800 6.2900 3.1333 1197.4500 5.4700 77.6444 11596.4300 -0.9946 14.7000 180.4333 1.7500 25.5733 112084.1 26409.6 35303.2 18638.3 3365.4 58750.6 61049.1 0.9911 0.9942 1.0061 0.9940 0.9471 0.9883 0.9740 197228.9000 1.5157 93.6629 1.0472 -12.7619 8.6058 91.5980 4.3233 4.9100 5.3200 5.9300 3.1000 1220.3700 18.7600 78.2287 11598.8240 -1.6254 16.1000 181.5000 1.4520 25.0700 112160.5 27050.6 36756.2 19037.5 3440.6 60585.9 61979.3 1.0179 1.0705 1.1540 1.0264 1.2686 1.0489 1.0289 195885.7000 -0.2469 96.1752 0.9461 -15.1168 14.1762 93.2110 4.2900 4.6700 4.8200 5.3900 3.3333 1202.4900 -15.5600 79.1376 11645.8190 -1.8774 12.3500 183.3667 1.2500 28.5633 111292.7 27439.8 37630.1 18562.7 3310.5 61339.3 64888.9 1.0093 0.9595 0.7607 0.9717 0.8436 0.9553 1.0159 196095.5000 -0.9855 95.9142 1.0076 -30.3988 34.8756 93.7483 4.1267 4.4300 4.3100 5.3100 3.5000 1208.7600 25.7300 81.7344 11738.7060 -1.7474 11.7500 183.0667 1.2340 24.3667 110566.6 27518.1 37868.4 18060.7 3321.3 61181.7 62159.4 0.9819 0.9771 1.0709 1.0081 0.9342 0.9984 0.9757 199152.7000 -0.6964 96.7220 0.9945 -9.7209 25.8685 94.0027 3.7933 3.9600 4.4100 5.5900 3.6000 1174.6900 36.7000 82.8784 11935.4610 -0.7598 7.8500 184.4333 1.0000 26.5067 110906.0 27642.9 38650.0 17637.7 3466.1 65749.2 66432.1 0.9916 0.9921 0.9950 0.9895 0.9332 0.9882 0.9735 204424.3000 0.4615 96.8354 1.0498 -22.5759 3.3563 94.8233 3.7867 4.1700 4.6400 5.4400 3.7667 1181.7900 72.6300 82.7176 12042.8170 -0.5258 0.0000 185.1333 1.0000 27.4967 110630.9 28209.0 39740.4 18542.5 3438.7 75010.8 69672.0 1.0172 1.0695 1.1638 1.0304 1.2814 1.0482 1.0322 206124.1000 -0.5525 98.6520 0.9457 -14.7955 29.7264 96.2377 3.7833 4.0900 4.7600 5.5600 3.6000 1170.6100 64.1800 82.7153 12127.6230 -0.4798 -3.7000 186.7000 1.0000 29.1800 110455.5 28390.2 39486.8 18530.2 3317.6 77067.9 71771.3 1.0083 0.9605 0.7632 0.9679 0.8399 0.9588 1.0072 207738.7000 -0.3627 98.5571 1.0077 -1.2588 -1.9987 96.9450 3.7733 3.9100 4.4000 5.0900 3.6000 1161.9300 68.5700 82.6273 12213.8180 -0.4201 -9.2500 188.1667 1.0040 32.9833 110916.2 28646.2 39208.9 19116.5 3413.4 78946.9 73062.7 0.9833 0.9823 1.0778 1.0138 0.9309 1.0005 0.9818 208545.8000 -0.9114 100.5939 0.9954 -11.3956 7.5092 98.0763 3.6433 3.7100 3.8700 4.4200 3.7000 1155.0300 75.6500 81.9067 12303.5330 -0.3265 -7.3500 189.3667 1.4260 36.0867 111134.4 28766.3 38734.6 19078.3 3406.4 78144.1 72736.8 0.9923 0.9906 1.0043 0.9853 0.9256 0.9887 0.9786 209896.7000 -1.6216 99.5476 1.0504 2.5176 -10.6982 98.0197 3.3900 3.4400 3.4100 3.8700 3.7667 1091.7300 73.3300 81.0085 12410.2820 -0.0874 -7.8000 191.4000 1.9490 35.5733 112383.8 29237.8 38515.2 18828.8 3524.1 81099.8 76488.3 1.0160 1.0649 1.1592 1.0326 1.2896 1.0496 1.0310 211650.7000 -1.9678 100.1212 0.9460 5.8175 12.2133 99.3667 3.2633 3.5400 3.9600 4.4100 3.8000 1022.1000 52.6300 81.3531 12534.1130 0.2982 -15.7500 192.3667 2.4480 41.0700 113283.0 29440.0 38130.3 19251.0 3647.9 81709.7 76016.4 1.0077 0.9603 0.7657 0.9632 0.8433 0.9595 1.0011 214766.4000 -1.5470 98.9185 1.0074 11.5447 14.4710 99.8333 3.2800 3.5100 3.7900 4.1900 3.7000 1008.0800 23.5200 82.9360 12587.5350 0.1357 -12.1500 193.6667 2.9190 47.6933 116098.6 29883.4 39671.9 19578.3 3646.2 82857.6 77907.7 0.9838 0.9864 1.0745 1.0172 0.9274 1.0011 0.9865 218041.6000 -0.9046 100.9802 0.9951 1.8989 1.0165 100.3667 3.2500 3.5700 4.3200 4.7300 3.7333 1029.4000 21.9800 84.1291 12683.1530 0.3285 -6.4500 196.6000 3.4320 55.3400 117434.0 30522.2 39254.8 19829.2 3698.8 86570.6 80882.9 0.9930 0.9925 0.9877 0.9864 0.9273 0.9871 0.9827 220782.2000 -0.6786 99.9872 1.0494 7.8193 2.0362 100.4333 3.5433 3.9800 4.9900 5.4000 3.6333 1036.5300 51.6700 84.2597 12748.6990 0.3055 -4.4500 198.4333 3.9720 52.7033 118614.8 30164.4 38308.3 20907.7 3765.2 88618.9 81570.6 1.0154 1.0599 1.1687 1.0307 1.2936 1.0489 1.0290 224405.9000 -0.2122 99.5708 0.9468 17.5433 0.6521 101.4333 3.8833 4.2200 4.9400 5.3800 3.5667 976.3800 -19.7800 85.4666 12915.9380 1.1047 0.9000 199.4333 4.4380 57.8467 119818.6 31268.2 38641.2 20698.8 3877.2 91128.7 84536.5 1.0073 0.9586 0.7696 0.9604 0.8432 0.9592 0.9956 225788.9000 -0.3660 98.6768 1.0072 16.0620 1.7321 102.0667 4.0300 4.3900 4.8700 5.1500 3.3667 949.8900 2.3500 87.5189 12962.4620 0.9843 -3.8000 201.3000 4.9040 64.6833 121241.1 31762.0 38192.9 21091.0 3932.1 94014.3 87486.9 0.9842 0.9905 1.0688 1.0195 0.9235 1.0027 0.9934 228904.6000 0.1708 101.0921 0.9956 8.1231 30.9078 102.9000 4.3700 4.6500 4.7800 5.1100 3.4000 954.9500 10.1700 88.3432 12965.9160 0.5618 0.7000 203.1667 5.2500 65.8667 122341.3 32302.1 39033.7 22169.6 4021.2 97176.7 90139.2 0.9938 0.9943 0.9879 0.9884 0.9252 0.9883 0.9841 230949.5000 0.0602 100.0525 1.0490 7.6160 4.8311 102.5667 4.4800 4.6400 4.7200 5.0500 3.4000 938.1200 61.1100 94.0325 13060.6790 0.8803 19.1000 202.3000 5.2500 57.3300 124038.0 32576.6 40316.7 22117.9 4106.2 96055.0 89925.1 1.0145 1.0546 1.1674 1.0301 1.2944 1.0480 1.0265 234521.1000 0.4989 101.0154 0.9463 3.0402 -1.2662 103.4667 4.6100 4.9400 4.8900 5.2700 3.3000 939.1300 -10.1300 95.3734 13099.9010 0.8020 21.3500 204.3140 5.2500 55.5800 125747.8 33155.9 40066.7 23371.2 4157.0 102452.0 93928.4 1.0073 0.9570 0.7748 0.9577 0.8398 0.9579 0.9912 237770.7000 1.0618 100.6438 1.0071 -0.9384 13.1452 104.5667 4.6133 5.0100 5.0900 5.4900 3.2667 928.8500 -13.0400 95.6593 13203.9770 1.2554 34.5833 206.6703 5.2500 64.7133 127547.4 33618.4 38976.5 23842.7 4146.9 104470.8 97993.2 0.9840 0.9943 1.0682 1.0189 0.9250 1.0021 0.9943 240029.9000 1.2935 103.1663 0.9962 -3.3127 -17.0291 105.2667 4.8500 5.2000 5.3400 5.7700 3.2000 928.0100 43.4400 96.3418 13321.1090 1.8396 31.0167 207.9417 5.1790 69.9733 128922.4 33799.3 38882.4 22942.4 4242.0 106212.1 97304.0 0.9944 0.9960 0.9900 0.9936 0.9282 0.9886 0.9831 244192.8000 2.1498 102.7859 1.0484 -18.7910 11.9071 106.0333 4.9967 5.5000 5.6200 6.2900 3.1667 920.6100 38.4900 96.9871 13391.2490 2.0954 51.0500 210.4157 4.5310 83.2067 129877.3 34233.3 40501.0 23913.2 4279.1 112935.7 103981.5 1.0142 1.0512 1.1667 1.0287 1.2996 1.0470 1.0292 247049.8000 2.4900 102.9126 0.9479 -10.8091 5.9428 107.4000 4.9767 5.4500 5.2200 6.3500 3.1000 956.9200 -48.6600 98.2969 13366.8650 1.6624 74.9833 212.8237 3.1900 92.7170 131363.6 34451.3 38795.9 24013.0 4282.7 114955.7 105113.9 1.0075 0.9545 0.7799 0.9579 0.8361 0.9603 0.9900 247679.0000 2.0794 104.6537 1.0089 -13.4141 5.2337 109.6333 4.9700 5.3700 5.3200 6.2700 3.1000 1017.9900 -4.1200 100.3623 13415.2660 1.8119 75.2333 215.5573 2.0820 116.7059 131021.6 34977.3 38644.4 24308.1 4320.2 116654.6 106881.7 0.9838 0.9966 1.0715 1.0193 0.9341 1.0052 0.9959 247439.9000 1.3294 106.3381 0.9981 -21.6326 20.2659 111.1000 5.1333 5.6900 5.8500 7.1900 3.1667 1066.0900 -83.3000 101.1869 13324.6000 0.9313 81.0333 218.9090 2.0000 113.4684 131159.5 35310.9 38901.0 24069.3 4303.4 116494.3 107177.5 0.9953 0.9972 0.9935 0.9977 0.9305 0.9923 0.9856 236330.1000 -3.7677 105.5968 1.0471 -23.1899 21.7013 110.8000 4.0533 5.4400 4.6800 8.2900 3.3000 1364.3100 78.3100 100.0000 13141.9200 -0.6237 86.6500 213.6980 1.0598 53.6671 125276.2 35894.1 37600.7 20719.5 4257.7 106144.2 91394.6 1.0140 1.0498 1.1603 1.0288 1.3019 1.0458 1.0331 236906.3000 -3.9573 106.1314 0.9460 -1.7022 38.0753 111.6000 2.0867 2.7900 3.6400 6.8500 3.5333 1418.3000 86.1800 99.0232 12925.4100 -2.4166 65.2417 212.4930 0.0000 44.5604 125616.3 36941.4 39819.4 18536.6 4150.7 102701.8 85504.5 1.0076 0.9544 0.7809 0.9547 0.8299 0.9598 0.9886 242528.0000 -2.4585 108.1737 1.0079 7.0000 21.6748 112.6667 1.8767 2.4100 3.8900 5.3500 3.8000 1286.1100 130.9700 99.3811 12901.5040 -2.7453 49.3000 213.4727 0.0000 58.9267 129814.6 37190.2 40517.3 20196.1 4380.4 112987.4 93056.7 0.9832 0.9998 1.0738 1.0145 0.9362 1.0026 0.9913 250271.9000 -0.2163 110.3970 0.9966 -2.0000 6.6004 113.3000 1.9667 2.5100 4.3000 5.5900 3.6667 1239.2200 103.9500 100.6823 12973.0450 -2.3518 37.2667 215.4170 0.0000 68.0675 132049.7 37184.5 40232.1 22380.6 4332.5 117971.5 99112.2 0.9954 0.9974 1.0033 0.9978 0.9261 0.9897 0.9838 250706.9000 -0.5795 108.7610 1.0468 -4.0000 -19.7144 113.4667 2.0000 2.8000 4.3400 5.4600 3.5667 1168.0349 105.5600 101.4649 13149.5410 -1.1700 21.3333 216.8133 0.0000 75.5358 132581.9 36289.5 40194.8 23566.7 4389.8 116801.4 99258.9 1.0138 1.0494 1.1394 1.0253 1.2974 1.0432 1.0342 ]; %% adjusting the sample data=[dataQ(:,1),dataQ(:,2),dataQ(:,3),dataQ(:,4),dataQ(:,5),dataQ(:,6),dataQ(:,7),dataQ(:,8),dataQ(:,9),dataQ(:,10),dataQ(:,11),dataQ(:,12),dataQ(:,13),dataQ(:,14),dataQ(:,15),dataQ(:,16),dataQ(:,17),dataQ(:,18),dataQ(:,19),dataQ(:,20),dataQ(:,21),dataQ(:,22),dataQ(:,23),dataQ(:,24),dataQ(:,25),dataQ(:,26),dataQ(:,27),dataQ(:,28),dataQ(:,29),dataQ(:,30),dataQ(:,31),dataQ(:,32),dataQ(:,33),dataQ(:,34),dataQ(:,35)]; %% Read data from excel file GDP = data(1:edrw,1); Y_kor = data(1:edrw,2); DEF = data(1:edrw,3); SAFACTOR_kor = data(1:edrw,4); BLT_kor = data(1:edrw,5); GE_kor = data(1:edrw,6); % Government Expenditure(d4ln) CPI = data(1:edrw,7); RS_kor = data(1:edrw,8); CD_kor = data(1:edrw,9); TB_kor = data(1:edrw,10); CB_kor = data(1:edrw,11); UNR_kor = data(1:edrw,12); S = data(1:edrw,13); CA = data(1:edrw,14); HOUSE = data(1:edrw,15); GDP_us = data(1:edrw,16); Y_us = data(1:edrw,17); BLT_us = data(1:edrw,18); CPI_us = data(1:edrw,19); RS_us = data(1:edrw,20); OIL = data(1:edrw,21); PC = data(1:edrw,22); GC = data(1:edrw,23); CI = data(1:edrw,24); FI = data(1:edrw,25); IFA = data(1:edrw,26); EX = data(1:edrw,27); IM = data(1:edrw,28); %% Data Resample and Calculation LGDP_kor = log(GDP)*100; LCPI_kor = log(CPI)*100; LDEF_kor = log(DEF)*100; LS_kor = log(S)*100; NGDP = GDP.*SAFACTOR_kor.*DEF; CA_kor = CA./NGDP.*S*1000; LHOUSE_kor = log(HOUSE)*100; % Sectors of National Account LPC_kor = log(PC)*100; LGC_kor = log(GC)*100; LCI_kor = log(CI)*100; LFI_kor = log(FI)*100; LIFA_kor = log(IFA)*100; LEX_kor = log(EX)*100; LIM_kor = log(IM)*100; % U.S data LCPI_us = log(CPI_us)*100; LGDP_us = log(GDP_us)*100; LOIL_us = log(OIL)*100; %% Final Data Set LGDP_kor = LGDP_kor(1:edrw,1); Y_kor = Y_kor(1:edrw,1); SAFACTOR_kor = SAFACTOR_kor(1:edrw,1); BLT_kor = BLT_kor(1:edrw,1); GE_kor = GE_kor(1:edrw,1); LCPI_kor = LCPI_kor(1:edrw,1); LDEF_kor = LDEF_kor(1:edrw,1); RS_kor = RS_kor(1:edrw,1); CD_kor = CD_kor(1:edrw,1); TB_kor = TB_kor(1:edrw,1); CB_kor = CB_kor(1:edrw,1); UNR_kor = UNR_kor(1:edrw,1); LS_kor = LS_kor(1:edrw,1); CA_kor = CA_kor(1:edrw,1); LHOUSE_kor = LHOUSE_kor(1:edrw,1); LGDP_us = LGDP_us(1:edrw,1); Y_us = Y_us(1:edrw,1); BLT_us = BLT_us(1:edrw,1); LCPI_us = LCPI_us(1:edrw,1); RS_us = RS_us(1:edrw,1); LOIL_us = LOIL_us(1:edrw,1); LPC_kor = LPC_kor(1:edrw,1); LGC_kor = LGC_kor(1:edrw,1); LCI_kor = LCI_kor(1:edrw,1); LFI_kor = LFI_kor(1:edrw,1); LIFA_kor = LIFA_kor(1:edrw,1); LEX_kor = LEX_kor(1:edrw,1); LIM_kor = LIM_kor(1:edrw,1);