function [p]=priorggls(Theta)

% priorpau.m
% evaluates the prior for GGLS model
% Pau Rabanal & Juan Rubio-Ramirez
% Minneapolis, 1-29-2001

cte1=log(0.98);
cte2=log(0.4);

p=0;

if Theta(4)>=0 & Theta(4)<=0.98  % price indexation
   p=p-cte1;
else
   p=-Inf;
   return;
end
if Theta(5)>=0 & Theta(5)<=0.98  %Interest Rate Smoothing in Taylor rule
   p=p-cte1;
else
   p=-Inf;
   return;
end
if Theta(8)>=0 & Theta(8)<=0.98  % ro_a
   p=p-cte1;
else
   p=-Inf;
   return;
end
if Theta(9)>=0 & Theta(9)<=0.98  %ro_g
   p=p-cte1;
else
   p=-Inf;
   return;
end
if Theta(10)>=0 & Theta(10)<=0.4  %
   p=p-cte2;
else
   p=-Inf;
   return;
end
if Theta(11)>=0 & Theta(11)<=0.4  %
   p=p-cte2;
else
   p=-Inf;
   return;
end
if Theta(12)>=0 & Theta(12)<=0.4  %
   p=p-cte2;
else
   p=-Inf;
   return;
end
if Theta(13)>=0 & Theta(13)<=0.4  %
   p=p-cte2;
else
   p=-Inf;
   return;
end

p=log(gampdf(1/Theta(1),2,1.25))+p; % elasticity of substitution...mu=alfa*beta=2*1 sigma^2=alfa*beta^2=2*1^2
p=log(gampdf(1/(1-Theta(2))-1,2,1))+p; % duration of prices
p=log(normpdf(Theta(3),1,1/2))+p; % inverse elasticity labor supply
p=log(normpdf(Theta(6),1/8,1/8))+p; %Coefficents in Taylor rule: output
p=log(normpdf(Theta(7),1.5,1/4))+p; %Coefficents in Taylor rule: price