How to simulate DSGE model by STATA?

General DSGE Modeling
1

I have met a problem. Yesterday my friend asked me how to simulate a simple RBC DSGE model by STATA? I actually don’t know stata. Would anyone like to give me a hand! Thanks!!

2

Hi, You probably won’t find a lot of help for stata here…If it’s a basic RBC (with only one endogenous state variable) then you can obtain the reduced form of the linearized model analytically. I suppose that stata is able to simulate a backwards looking model.

Best,
Stéphane.

3

The newest version of Stata, i.e Stata 15 allows working with DSGE models. Their manual is at http://www.stata.com/manuals/dsge.pdf
Maybe someone in the Stata forum can help you.

4

Thanks for your advice!!