Datasets for Stata Dynamic Stochastic General Equilibrium Models Reference Manual, Release 16
Datasets used in the Stata documentation were selected to demonstrate how to use Stata.
Some datasets have been altered to explain a particular feature.
Do not use these datasets for analysis.
To download a dataset:
- Click on a filename to download it to a local folder on your machine.
- Alternatively, you can first establish an Internet connection, and then, in Stata's Command window, type
to use the file. You could then save the file with Stata's save command.
Entries starting with the letter ...
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estat covariance
Intro 1 - Introduction to DSGEs
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 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 5 - Stability conditions
Intro 6 - Identification
Intro 7 - Convergence problems
Intro 8 - Wald tests vary with nonlinear transforms
StataCorp gratefully acknowledges that
some proprietary datasets in the reference manuals have been used in our printed
documentation with the express permission of the
copyright holders. If any copyright holder
believes that by making these datasets
available to the public, StataCorp is
in violation of the letter or spirit of any
such agreement, please contact
[email protected]
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