My question is focused on finding the effect of the Brexit vote on the profitability of UK banks. I have a panel dataset of 833 banks (from countries of the EU and the OECD to ensure similar banking and economic systems) that have all their information available (necessary to run the Synthetic Control Code) for the period 2011-2018. My treatment period is 2016 which is the year that Brexit Vote happened.
An example of my synthetic control command is: synth ROAE Efficiencyofmanagement CapitalStrength Creditrisk Liquidityrisk SIZE ROAE(2011) ROAE(2013) ROAE(2015), trunit(2) counit(1 3(1)18 20 22 23 24 26 28 30(1)40 43(1)48 50 51 52 53 55(1)70) trperiod(2016) nested fig keep(HSBCholdingsROAE)
Until now, I have been able to run synthetic control on each UK bank in my dataset. However, I want to aggregate my results in order to obtain an overall graph of the UK banking industry with respect to the overall counterfactual but I have not been able to find the specific command available.
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