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

Understanding the intuition behind Kalman filter with GAUSS

Let me draw your attention to this very pedagogical GAUSS blog on the Kalman filter. It links very well the theory and the code. Please find below the…

Post date August 10, 2022
Post categories In Codes and Datasets, Pedagogical Note
Tags Data Visualization, GAUSS Code, Kalman filter, Nonlinear Dynamics, State Space

Estimate Non-Parametric Time-Varying Coefficients in Panel Data Models with Fixed Effects

Today, I will show you how to use the package of Ibrahima Amadou Diallo, xtnptimevar, that estimates non-parametric varying coefficients in panel data models with fixed effects. We…

Post date September 7, 2025
Post categories In Codes and Datasets, Illustrated
Tags China, Data Visualization, Non-Parametric Time-Varying Coefficients, Panel Data, STATA Code, Time-varying

Unknown unknowns…

When I want to explain the concept of Knightian uncertainty (Frank Knight, 1921) to my students. I sometimes refer to the video filmed in March 2003 of Donald…

Post date October 15, 2013
Post categories In Video
Tags Donald Rumsfeld, Frank Knight, Radical Uncertainty, State Space Uncertainty

Improving the visualization of time-varying coefficients

In this blog, I will show you how to improve the visualization of the time-varying coefficients of the estimator proposed by Inoue et al. (2024). I will leverage…

Post date February 22, 2025
Post categories In Codes and Datasets, Pedagogical Note, Working Paper
Tags Critical Minerals, Data Visualization, Energy Economics, Energy Security, Geopolitical Risk, Local Projections, STATA Code, Time-Varying Local Projections

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The Rise and Fall of GMM in Applied Economics: Why I Dislike GMM

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Structural identification in the ENSO–Oil Price, direct oil-market pricing, and indirect transmission channels

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Related Posts

KIEP Global South Think Tank Partnership Progamm

The Rise and Fall of GMM in Applied Economics: Why I Dislike GMM

2026 Australasia Meeting, South Australia

1,001 Downloads Later: Revisiting the Bank Credit–Growth Threshold in ASEAN with xtthreshold

Structural identification in the ENSO–Oil Price, direct oil-market pricing, and indirect transmission channels