File: mod1.mod

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var dx dy x y;
varexo e_x e_y;

parameters rho_x rho_y;

rho_x = 0.5;
rho_y = -0.3;

model;
dx = rho_x*dx(-1)+e_x;
dy = rho_y*dy(-1)+e_y;
x = x(-1)+dx;
y = y(-1)+dy;
end;

shocks;
var e_x; stderr 0.01;
var e_y; stderr 0.01;
end;

steady_state_model;
dx=0;
x=0;
dy=0;
y=0;
end;

stoch_simul(order=1,periods=1000,irf=0,nomoments);

datatomfile('data1',[]);