Datasets for Stata Linearized Dynamic Stochastic General Equilibrium Reference Manual, Release 15
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 ...
intro 1 - Introduction to DSGEs and dsge
intro 3a - New Keynesian model
intro 3b - New Classical model
intro 3c - Financial frictions 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 of a control 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
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