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Dynamic Stochastic General Equilibrium Models Reference Manual

Publisher:  Stata Press
Copyright:  2023
ISBN-13:  978-1-59718-377-2
Pages:  183
 
Suggested citation

StataCorp. 2023. Stata 18 Dynamic Stochastic General Equilibrium Models Reference Manual. College Station, TX: Stata Press.

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Dynamic Stochastic General Equilibrium Models Reference Manual for Stata
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Table of contents

Intro Introduction
Intro 1 Introduction to DSGEs
Intro 2 Learning the syntax


Intro 3 Classic DSGE examples
Intro 3a New Keynesian model
Intro 3b New Classical model
Intro 3c Financial frictions model
Intro 3d Nonlinear New Keynesian model
Intro 3e Nonlinear New Classical model
Intro 3f Stochastic growth model


Intro 4 Writing a DSGE in a solvable form
Intro 4a Specifying a shock on a control variable
Intro 4b Including a lag of a control variable
Intro 4c Including a lag of a state variable
Intro 4d Including an expectation dated by more than one period ahead
Intro 4e Including a second-order lag of a control
Intro 4f Including an observed exogenous variable
Intro 4g Correlated state variables


Intro 5 Stability conditions
Intro 6 Identification
Intro 7 Convergence problems
Intro 8 Wald tests vary with nonlinear transforms


Intro 9 Bayesian estimation
Intro 9a Bayesian estimation of a New Keynesian model
Intro 9b Bayesian estimation of stochastic growth model


dsge Linearized dynamic stochastic general equilibrium models
dsge postestimation Postestimation tools for dsge
dsgenl Nonlinear dynamic stochastic general equilibrium models
dsgenl postestimation Postestimation tools for dsgenl


estat covariance Display estimated covariances of model variables
estat policy Display policy matrix
estat stable Check stability of system
estat steady Display steady state of nonlinear DSGE model
estat transition Display state transition matrix


 
Glossary
 
Combined author index
Combined subject index