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SYNDATAKIT: Stata module to generate synthetic econometric and financial data

Author

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  • Nitya Hapani

    (Independent Researcher)

Programming Language

Abstract

syndatakit calls the syndatakit Python package to generate synthetic tabular data calibrated to the statistical properties of real econometric and financial datasets. Generated data preserves marginal distributions, Spearman rank correlations, VAR(1) temporal dynamics, and GARCH volatility structure. It contains zero real individuals and requires no data use agreements. Eighteen built-in profiles cover macroeconomic indicators (FRED), mortgage origination (HMDA), bank call reports (FDIC), equity returns, corporate bonds, insurance, real estate, tax statistics, and commodity markets. Each profile is calibrated against published aggregate statistics from U.S. federal agencies and international statistical bodies. Fidelity scores range from 81.7% (IRS SOI, limited by extreme income tail) to 95.0% (CFTC, FDIC). The fidelity score combines marginal moment agreement (45%), KS distributional fit (30%), and Spearman correlation distance (25%).

Suggested Citation

  • Nitya Hapani, 2026. "SYNDATAKIT: Stata module to generate synthetic econometric and financial data," Statistical Software Components S459638, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s459638
    Note: This module should be installed from within Stata by typing "ssc install syndatakit". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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    File URL: http://fmwww.bc.edu/repec/bocode/s/syndatakit.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/s/syndatakit.sthlp
    File Function: help file
    Download Restriction: no
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