Nonlinear dynamic stochastic general equilibrium models in Stata

David Schenck
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David Schenck: StataCorp

2020 Stata Conference from Stata Users Group

Abstract: Dynamic stochastic general equilibrium (DSGE) models are used in macroeconomics for policy analysis and forecasting. A DSGE model consists of a system of equations—usually a nonlinear system of equations—that is derived from economic theory. I will show you how to easily solve, estimate, and analyze nonlinear DSGEs. We will explore how to obtain policy matrices, transition matrices, and impulse–response functions for nonlinear models.

Date: 2020-08-20
New Economics Papers: this item is included in nep-dge
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http://fmwww.bc.edu/repec/scon2020/us20_Schenck.pdf

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Persistent link: https://EconPapers.repec.org/RePEc:boc:scon20:25

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