LINEARIZED DSGE 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

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

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

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Additional resources