DSGE Course in STATA- RBC Model

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7 reviews

The Dynamic stochastic general equilibrium (DSGE)comprehensive course will teach you how to estimate DSGE models in STATA. The course is designed so that you can learn step by step and get a clear understanding of the concepts. The course covers important topics such as model estimation, forecasting, and policy analysis.

What does it include?
1- Complete DO File with codes not seen in the course in YouTube.
2- Slides for all of the classes.
3- Paper I wrote with the maths solution, step by step explanation and the analysis of the results.
4- Dataset with all the variables (includes consumption, investment, hours worked, gdp, etc.)

You will get a ZIP (8MB) file

Customer Reviews

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arie

Verified Buyer

I recommend this product

5 days ago

Excellent course in DSGE

The instruction in the course is easy to follow.

Rashad

Verified Buyer

I recommend this product

1 month ago

Fine

I like ...... very good work

JULES N.

Verified Buyer

I recommend this product

5 months ago

DSGE course

I am very happy with your tutorial on the DSGE model on stata. As for SVAR on eviews, the database are not consistent, I would have liked that in your databases to give us more examples.

Sincerely

Brian T.

Verified Buyer

I recommend this product

7 months ago

Brilliant

This is an extremely useful package. I liked how everything is systematically arranged from the paper containing equations to the do file which executes everything in a split second. I am now looking forward to having a similar package for an open economy with government and foreign trade.

Matthieu F.

Verified Buyer

I recommend this product

1 year ago

Great resource to apply the "plain vanilla" DSGE model on STATA. It's a great jumpstart to tackle more complex DSGE models. Would recommend checking it out

Constructive Criticism:
1. I would put a lot more emphasis on explaining the estimation procedure as well as other methods of estimation (such as Bayesian methods), to give a sense on how we can derive the estimated model.
2. I heard the author is interested teaching the same methods using Dynare/Matlab. This is a great idea. I would also try to apply what was done in this course to a more complex model (such as Smets and Wouters).
3. I recommend everyone to read the STATA documentation on DSGE's. Very concise and detailed explanation.

Overall, great series of videos, congrats!