SVARs with GAUSS

Post date May 9, 2025
Post categories In Codes and Datasets, Pedagogical Note
Tags Data Visualization, GAUSS Code, Narrative Restrictions, Sign restrictions, SVAR

Today, allow me to share with you this wonderful blog by Eric Clower on how to estimate a SVAR with GAUSS:

https://www.aptech.com/blog/estimating-svar-models-with-gauss/

You might also be interested in my other SVAR related blogs:

https://www.jamelsaadaoui.com/tag/svar

Post date May 9, 2025
Post categories In Codes and Datasets, Pedagogical Note
Tags Data Visualization, GAUSS Code, Narrative Restrictions, Sign restrictions, SVAR

What Does the Religious Tensions Variable in the ICRG database measure?

During the 27th INFER conference, I had the chance to present a recent paper on the impact of climate vulnerability on fiscal risks. In this paper, we show…

Post date September 11, 2025
Post categories In Codes and Datasets, Working Paper
Tags Bond Yields, Climate Risk, Data Visualization, Fiscal Risk, Fiscal Space, Heatplot, ICRG, Institutional Quality, PRS Group, Resilience, Sovereign Ratings, STATA Code, Turning Points, Vulnerability

Institutional Score and State Capacity

For an ongoing project with Joshua Aizenman for the ADBI, we have to explore the linkages between the State Capacity (available here) and the Institutional Score (available here).…

Post date October 21, 2025
Post categories In Codes and Datasets, Illustrated, Pedagogical Note
Tags ADBI, Data Visualization, Institutional Score, Stata Capacity, STATA Code

Data Sources: A Compendium [Updated] from EconBrowser

Let me repost this compilation of data sources posted by Menzie Chinn in the very interesting blog EconBrowser. This compilation is a must-read for every student in economics!

Post date February 2, 2023
Post categories In Codes and Datasets
Tags Data Sources, Data Visualization, EconBrowser

Vector Autoregressions with RATS

Estima, the company that develops and sells the RATS software, has released a new version of their online help. Notably, they incorporated the user guide version of the…

Post date August 7, 2024
Post categories In Codes and Datasets, Illustrated, Pedagogical Note
Tags China, Oil market, Oil Price, Political Tension, RATS Code, SVAR, USA
1 Comment on Vector Autoregressions with RATS

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