对于毕业论文的实证分析部分，还在看视频学习stata，导师给了我一个do文件，完全看不懂，有没有朋友愿意看一下。
**** MONETARY.DO



*** By Valerie A. Ramey, May 13, 2015
***
*** Requires:
***     monetarydat.dta

***************************************************************************************

*  Housekeeping

***************************************************************************************

#delimit;

drop _all;
clear all;

set more 1;
set matsize 1000;
set mem 400m;

capture log close;
;
*****************************************************************************************

log using monetary_results.log, replace;  /* save the results in var_results.log */

use monetarydat.dta;  /* read the data from a Stata data file I previously created */

describe;  /* lists variables and their definitions */


* DEFINE QUADRATIC TREND;

gen t = _n;
gen t2 = t^2;

local p=12;  /* This sets the number of lags */


global xlist L(1/`p').ffr L(1/`p').lip L(1/`p').lcpi L(1/`p').lpcom;


********************************************************************;
***  STANDARD VAR;

* RUN A VAR WITH FEDERAL FUNDS RATE ORDERED LAST;

var  lip lcpi lpcom ffr, lags(1/`p') level(90) ;

irf create irf, step(48) set(irf, replace);
irf table oirf, impulse(ffr) response(ffr lip lcpi lpcom);
irf graph oirf, impulse(ffr) response(ffr lip lcpi lpcom) byopts(yrescale);

*************************************************************************;


* OLS REGRESSION OF FED FUNDS RATE (FFR) ON 12 LAGS OF ITSELF AND THE OTHER VARIABLES;

reg ffr $xlist;

* RETRIEVE THE RESIDUALS FROM THE LAST REGRESSION;

predict ffr_resid, resid;

* DO THE SAME THING FOR INDUSTRIAL PRODUCTION;

reg lip $xlist;

predict lip_resid, resid;

* NOW REGRESS THE RESIDUAL FROM THE LIP REGRESSION ON THE RESIDUAL FROM THE FFR REGRESSION USING ROMER-ROMER SHOCK AS INSTRUMENT;

ivreg2 lip_resid (ffr_resid = rrshock), robust;

*OR JUST DO IT IN ONE STEP;

ivreg2 lip (ffr = rrshock) $xlist, robust;

**********************************************************************************************;
* JORDA METHOD;

* These variables are defined to convert coefficient estimates to graphs;

gen h = t-1; /* h is the horizon*/

foreach var in b se up95b lo95b {;

  gen `var'ly = 0;

};


local shock rrshock;

forvalues i = 0/36 {;

newey F`i'.lip `shock' $xlist, lag(`=`i' + 1');

  gen blyh`i' = _b[`shock'];

  gen selyh`i' = _se[`shock'];


  quietly replace bly = blyh`i' if h==`i';

  quietly replace up95bly = blyh`i' + 1.96*selyh`i' if h==`i';
  quietly replace lo95bly = blyh`i' - 1.96*selyh`i' if h==`i';


};


tw (rarea up95bly lo95bly h, bcolor(gs14) clw(medthin medthin))
  (scatter bly h, c(l ) clp(l ) ms(i ) clc(black) mc(black) clw(medthick)) if h<=20 ,
   title("Output", size(medsmall)) legend(off) xtitle("") saving(ly_`shock'.gph,replace);

*********************************************************************************;


capture log close;