ICRG data and economic research

Post date November 29, 2024
Post categories In Press
Tags Institutional Quality, Macroeconomic Fundamentals, Monetary Cycles, NBER, PRS Group

Our NBER working paper has been cited on the website of Christopher McKee, PhD, the CEO of the PRS (Political Risk Services) Group.

Comments and remarks are welcome, as always.

Post date November 29, 2024
Post categories In Press
Tags Institutional Quality, Macroeconomic Fundamentals, Monetary Cycles, NBER, PRS Group

Measuring Geoeconomics (Revue d’Économie Financière)

NEW PUBLICATION: This paper reviews recent advances in the measurement and macroeconomic assessment of geopolitical tensions. We first survey the growing set of quantitative indicators designed to capture…

Post date December 2, 2025
Post categories In Research Article
Tags Data Visualization, Economic Activity, Geoeconomics, Geopolitics, Inflation, LP, Stagflation, SVAR

Sign and Narrative Restrictions in SVAR with Stata (Update April 2025)

Today, let me update a previous blog of mine to show you how to retrieve the series for the impulses response functions, the forecast error variance decompositions, and…

Post date April 29, 2025
Post categories In Codes and Datasets, Pedagogical Note
Tags Data Visualization, Mata Code, Narrative Restrictions, Sign restrictions, STATA Code, SVAR

Estimating a nonlinear DSGE model with Stata

Today, I will show how to estimate a DSGE model with Stata in a few steps. The model consists of 8 equations and is a variant of the…

Post date August 30, 2023
Post categories In Codes and Datasets, Illustrated, Pedagogical Note
Tags DSGE, Macroeconomics, Model, New Classical Model, Nonlinear Dynamics, STATA Code
8 Comments on Estimating a nonlinear DSGE model with Stata

How Institutions Interact with Exchange Rates After the 2024 US Presidential Election: New High-Frequency Evidence

NEW WORKING PAPER: This paper is a case study of the exchange rate adjustments during the first week following the swapping US election results. We compute three measures…

Do geopolitical risks raise or lower inflation? Part IV

Do geopolitical risks raise or lower inflation? Part III

Do geopolitical risks raise or lower inflation? Part II

Do geopolitical risks raise or lower inflation? Part I

How to trace the growth effects of isolated treaty signatures in Stata

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Related Posts

Do geopolitical risks raise or lower inflation? Part IV

Do geopolitical risks raise or lower inflation? Part III

Do geopolitical risks raise or lower inflation? Part II

Do geopolitical risks raise or lower inflation? Part I

How to trace the growth effects of isolated treaty signatures in Stata