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A comprehensive guide to DSGE modeling in stata

If you want to learn how to estimate DSGE models in STATA, this is the course for you! Dynamic stochastic general equilibrium (DSGE) models are increasingly popular in economics and this course will provide a step-by-step guide on how to estimate them. The explanations are clear and the examples use real data, so you can see exactly how the estimation process works.

5 reviews

DSGE Course- RBC Model

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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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Verified Buyer

2 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.


Brian T.

Verified Buyer

5 months ago


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

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!

Anthony B.

Verified Buyer

1 year ago

Highly Recommended

I am taking an advanced dynamic macroeconomics course in my master's and we are covering RBC models. The explanations at university were a bit confusing and I couldn't really follow the notes from my prof in class. This package has helped me to understand RBC models and solve the maths step by step. Highly recommended. Thanks!

Nicholas K.

Verified Buyer

1 year ago

Perfect - Complete and Clear

I bought the package to replicate the content and it has been really helpful. Juan includes a paper with clear details of how to solve the RBC model and interpret the results. It also includes the slides and a complete DO file with codes for graphs, the model, Impulse responses, out of sample forecast and more. I can finally understand how to solve the benchmark DSGE-RBC model. Thanks!