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Linearized DSGEs
Write your model using a simple syntax. Solve the model at
specified parameter values or estimate model parameters by maximum
likelihood. Graph impulse responses and compare models.
Dynamic stochastic general equilibrium (DSGE) models
- Write down your linear DSGE model using Stata's substitutable expression syntax
- Solve linear DSGE models at specified parameter values
- Estimate the parameters of linear DSGE models
- Identification diagnostics
- Robust standard errors
Watch Linearized DSGEs in Stata.
Postestimation
- Obtain the state-space form of the model
- View policy and state transition matrices
- Standard errors for policy and state transition parameters
- Assess the stability of your model
Predictions
- One-step ahead predictions
- Dynamic (multistep) predictions
- RMSE of predictions
Learn more about Linearized DSGEs.
Impulse–response functions
- Graph the dynamic response to a shock
- Standard errors for impulse–response functions
- Compare models
- Compare output of a model under different parameter settings
Additional resources
See New in Stata 15 for more about what was added in Stata 15.
