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

Panel VAR with StataNow 18.5

In this blog, I will show how to estimate Panel VAR with the new command xtvar introduced in StataNow. The dataset comes from a paper of mine on…

Post date January 10, 2025
Post categories In Codes and Datasets, Illustrated
Tags Bond Yields, Climate Risk, Data Visualization, Fiscal Space, Institutional Quality, STATA Code, StataNow 18.5, xtvar

Two recent articles on Local Projections

Today, let me draw your attention to two recent papers published in the Journal of Econometrics that deal with the Local Projection (LP) method introduced by Òscar Jordà…

Post date March 4, 2024
Post categories In Research Article
Tags Bias, IRF, Journal of Econometrics, Local Projection, SVAR, Unbiased Estimator
1 Comment on Two recent articles on Local Projections

2025 IAAE Italy International Association for Applied Econometrics

I am delighted to announce that I will travel to Italy for the 2025 IAAE Italy International Association for Applied Econometrics. This International Conference is organized by the…

Post date May 20, 2025
Post categories In Conferences
Tags Critical Minerals, Energy Security, Geopolitical Risk, IAAE, Local Projections, STATA Code, Time-Varying Local Projections

Dollar Smile or Dollar Smirk

Today, let me echo a post written by Nicholas Wall, Head of Global FX Strategy, Global Fixed Income Currency & Commodities at J.P. Morgan. We have a lot of repricing…

Post date May 11, 2025
Post categories In Illustrated, Pedagogical Note
Tags Data Visualization, Dollar Smile, Dollar Smirk, Financial Times, J.P. Morgan

Trade geopolitics on Polymarket

My first time as keynote speaker

Excellence Award Certificate

Improving the Visualization of Local Projection IRFs in Stata

Research Associate at the Centre for Applied Macroeconomic Analysis (CAMA)

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Related Posts

Trade geopolitics on Polymarket

My first time as keynote speaker

Excellence Award Certificate

Improving the Visualization of Local Projection IRFs in Stata

Research Associate at the Centre for Applied Macroeconomic Analysis (CAMA)