Calculating the Exchange Market Pressure (EMP)

[Arbnor Gashi]

I want to calculate the EMP using the formula from Bussiere's paper.





But I don't know how to calculate the weights in stata.

[Phil Bromiley]

You'll get a more helpful answer if you follow the FAQ on asking questions - provide Stata code in code delimiters, Stata output, and sample data.

It doesn't look like you've even tried to do this. You can do an egen or generate to find the "relative precision" depending on what they really mean.

[Friedrich Huebler]

This is also a repost of a question asked here.