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Comprehensive Guide to Analyzing IMF IFS Data in Stata

This guide outlines the steps to access and analyze IMF International Financial Statistics (IFS) data using Stata. Start by navigating to the IFS database within your library resources, selecting the desired countries, and opting for quarterly data. After downloading the dataset in CSV format, import it into Excel and transpose it for proper format. Load the data into Stata, setting it up for time series analysis. Follow the specified procedures to conduct a Dickey-Fuller test on the Denmark dataset to assess stationarity and generate a logged variable for further analysis.

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Comprehensive Guide to Analyzing IMF IFS Data in Stata

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  1. IFS DATA ANALYSIS

  2. Go to library • Resources you subject • Statistics • Esds • Go into international, then macro and then “IMF IFS” data base • 3. choose quarterly option.

  3. In search grill use exchange • Choose the countries you want • Go to time and select all years with the single tick button • Then choose table • Then download in comma deliminated csv • Put into excel, then tranpose the data using paste special

  4. Load data into stata using the editor (not the do file editor or the browser) • If its loaded as numbers in black. • generate trend=1 • replace trend=trend[_n-1]+1 if trend[_n-1] !=. • Then tsset trend (tells stata this is time series) • dfuller denmark • dfuller denmark, lags(4) regress

  5. generate ldenmark=log(denmark) dfuller ldenmark, lags(4) dfgls ldenmark, lags(4)

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