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关 键 词：stata使用说明
行 业：IT 软件 教学管理软件
发布时间：2024-04-25
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Customizable tables
. collect: regress bpsystol weight i. i.agegrp Finally, let's interact and age group, and collect those results: . collect: regress bpsystol weight i. i.agegrp i.#i.agegrp
What is the effect of a shock over time?
Nonlinear DSGE models in Stata 15 In Stata 15, we introduced the dsge command for fitting linear DSGE models, which are time-series models used in economics and finance. These models are an alternative to traditional forecasting models. Both attempt to explain aggregate economic phenomena, but DSGE models do this on the basis of models derived from microeconomic theory. New in Stata 16, the dsgenl command fits nonlinear DSGE models. Most DSGE models are nonlinear, and this means that you no longer need to linearize them by hand. When you enter equations into dsgenl, it linearizes them for you. After estimating the parameters of your model with dsgenl, you can obtain the transition and policy matrices; determine the model’s steady state; estimate variables’ variances, covariances, and autocovariances implied by the system of equations; and create and graph impulse–response functions. This is likely to be the favorite feature of macroeconomists and anyone working in a central bank.
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