% Cross-correlations 

clear
close all

dynare LRR2.mod

set_param_value('eta',.8)
set_dynare_seed('default');
info = stoch_simul(var_list_);

if info
    disp('Stochastic Simulation failed')
end

c = oo_.endo_simul(1,:)';
y = oo_.endo_simul(2,:)';
i = oo_.endo_simul(3,:)';
g = oo_.endo_simul(4,:)';

dc = dlog(c) + g(2:end);
dy = dlog(y) + g(2:end);
di = dlog(i) + g(2:end);

std([dc dy di])