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

Using VBA to improve the functioning of OUTREG2

Today, let met show you how to use VBA to improve the functioning of OUTREG2 created by Roy Wada, a very nice package to produce estimate tables after…

Post date March 8, 2025
Post categories In Codes and Datasets, Illustrated
Tags ChatGPT 4o, Estimation Tables, OUTREG2, STATA Code, VBA Code

Impact of Geopolitical Risks on Equity Returns

NEW WORKING PAPER: This study analyzes the effects of local and global geopolitical risks (GPR) on real equity returns. Using a panel and country-specific local projections (LP) model,…

Post date November 5, 2024
Post categories In Working Paper
Tags Data Visualization, Equity Returns, Geopolitical Risk, Local Projections, STATA Code

Adding Forward Shocks to solve misspecification in Local Projections with LOCPROJ

In a series of previous blogs on the impact of climate risks on the fiscal space, I present some features of our ADB working paper written with John…

Post date January 25, 2025
Post categories In Codes and Datasets
Tags ADB, Bond Yields, Climate Risk, Data Visualization, Fiscal Space, Future Shocks, Institutional Quality, Local Projections, Sovereign Ratings, STATA Code

International reserves, currency depreciation and public debt: new evidence of buffer effects in Africa (Emerging Markets Review)

NEW PUBLICATION: The paper adds to the literature on the issue of public debt in African economies, by investigating the role foreign exchange reserves play in improving the…

Post date March 23, 2024
Post categories In Codes and Datasets, Research Article
Tags Buffer Effect, Emerging Markets Review, Exchange Rate, International Reserves, Public debt

A Simple Average of Monthly GPR is not an Annual GPR Indicator

When Market Spillovers Are Not Geopolitics

The 8th International Conference on European Economics and Politics

What Comes First: the State, the Market, or Democracy?

The Moulton Problem in Micro Trade Regressions: When the Level of Variation Matters

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Related Posts

A Simple Average of Monthly GPR is not an Annual GPR Indicator

When Market Spillovers Are Not Geopolitics

The 8th International Conference on European Economics and Politics

What Comes First: the State, the Market, or Democracy?

The Moulton Problem in Micro Trade Regressions: When the Level of Variation Matters