The vgets program helps economists analyze economic data more efficiently. It simplifies the process of estimating Vector Autoregression models, which are used to study how different economic variables interact over time. By using vgets, researchers can avoid making their models too complex and get more accurate results. The program also allows them to test for causality between variables, estimate long-term effects, and see how each variable responds to shocks in the system. This makes it easier for economists to understand the relationships between different economic factors and make better predictions about the future.