Author: Jamel Saadaoui
-
Econometrics-Alchemy or Science?
in IdeasAfter a first post on the conception of the scientific method by Richard Feynman, let us look at the following paper written paper by David F.…
-
Impact of Supply Chain Disruptions on Financial Leverage
NEW WORKING PAPER: This study investigates the impact of supply disruptions on financial leverage (debt-equity ratio) in the U.S. economy from 1998:Q1 to 2024:Q1. The study…
-
U.S. Partisan Conflict, Sino-U.S. Political Relation News, and Oil Market Dynamics
NEW WORKING PAPER: Recent increasing partisan conflicts in the US strain the relationship between the US and China, leading to a decrease in oil demand and…
-
A recent article on Local Projections
In a recent article published in the Journal of econometrics, we have some further insights about the bias-variance trade-off between IRF (Impulse Response Function) produced by…
-
Research Fellow at Economic Research Forum
in New PositionI am happy and honored to announce that I am now a Research Fellow at the Economic Research Forum. Let me add that I hope that…
-
Drawing maps at different regional levels
1 Introduction This short note aims to demonstrate the drawing of choropleth maps at different regional levels thanks to Natural Earth Data and GADM data. Drawing…
-
Do we really read papers in economics?
in IdeasLast Friday, I had the chance to welcome Joshua Aizenman for a research seminar at the University of Strasbourg: https://www.beta-economics.fr/. We had an interesting discussion about…
-
Full Professor of Economics
in New Position11 years after my first position as an Associate Professor (maître de conférences) in Strasbourg. I am now a Full Professor of Economics (professeur des universités)…
-
Computing the number of months to reach peak depreciation during a monetary cycle
In the following working paper, we assess the relative resilience of emerging countries during US monetary cycles. One possible measure of resilience is the number of…
-
Customizing LP impulse response functions after LOCPROJ
Alfonso Ugarte Ruiz from BBVA research introduced the locproj package: s459204. The package is very useful, and I will show you how to customize the LP…
-
Panelview with Stata
A good way to visualize panel data with Stata is to rely on the package panelview created and maintained by Yiqing Xu: Other possibilities include Ben…
-
How do geopolitical interests affect financial markets reaction to international institution projects?
NEW WORKING PAPER: This research investigates the intricate dynamics between the catalytic effect of projects financed by international institutions and geopolitical interests. Through the construction of…
-
Two-Way Histograms
Sometimes, you need to draw histograms using two variables, with one variable containing the frequencies. Using fictional data, I will show you, in some simple steps,…
-
BigQuery with GDELT
After two blogs on how to start with GDELT data, I will show how to construct a histogram of bilateral Goldstein score for bilateral events between…
-
Drawing bivariate maps with Stata for the NUTS regions (removing Turkey)
A small update of the following blog if you want to remove Turkey:
-
Drawing bivariate maps with Stata for the NUTS regions
After three blogs on how to draw maps with Stata for the NUTS regions and on how to download data from DBnomics, this time I will…
-
Drawing maps with Stata for the NUTS regions (Hourly Wages)
After two blogs on how to draw maps with Stata for the NUTS regions and on how to download data from DBnomics, this time I will…
-
Artificial Intelligence and the Skill Premium (NBER WP)
NEW WORKING PAPER: How will the emergence of ChatGPT and other forms of artificial intelligence (AI) affect the skill premium? To address this question, we propose…
-
Drawing Maps for East Asia and Pacific Region
After a series of blogs on maps, today, I will show how to draw a map for the East Asian and Pacific Region, following the World…
-
Explaining the Infrastructure Vulnerability Score for the Russia Federation
After a first blog on how to visualize the ND-GAIN vulnerability scores, I was keen to explore the sub-categories of the vulnerability scores. Among them, I…
-
Artificial Intelligence and the Skill Premium (IZA DP)
NEW WORKING PAPER: How will the emergence of ChatGPT and other forms of artificial intelligence (AI) affect the skill premium? To address this question, we propose…
-
Lecture Notes — Probability and Statistics
Some materials for my lecture notes in Probability and Statistics are available on GitHub: https://github.com/. You will find the Mathematica notebooks and the PDF of my…
-
Bivariate Maps for Chinese Regional Data
Asjad Naqvi released a new version of the bimap package, let me show a small example of how this package works with some regional data for…
-
Feeling the Heat: Heatmaps for Vulnerability Scores
After a series of blogs where I explained the functioning of the DBnomics package: https://www.jamelsaadaoui.com/?s=dbnomics I will show how to directly download the Vulnerability Index built…
-
Hybrid MCM Policy Forum
in ConferencesTruly honored to present our new NBER paper, written with Joshua Aizenman, Donghyun Park, Gazi Salah Uddin and Irfan Qureshi, at the International Monetary Fund’s Monetary and Capital Markets Department (MCM)…
-
Measuring friendliness and like-mindedness
In his last post, Cullen S. Hendrix from the PIIE proposed to measure friendliness and like-mindedness using mean absolute distance with the US for two variables,…
-
New Editorial Position at IEEP
I am now an Associate Editor of International Economics and Economic Policy: Springer. International Economics and Economic Policy publishes theoretical and empirical research relevant to economic policy,…
-
Is India the new China?
in PressIn terms of global oil demand, some believe it. In future years, India may become the new leader in terms of economic growth. Some structural features…
-
API with GDELT data at the regional level
Did you know that you can use an API to display instability scores computed from GDELT data? Below, an example for the French region (first administrative…
-
Empirical Economics Seminar (University of Hagen)
in ConferencesIt is a delight to present our NBER paper, co-authored by Joshua Aizenman, Sy-Hoa Ho, Luu Duc Toan Huynh, and Gazi Salah Uddin, in the Empirical…
-
Create a variable with a reference to a specific country
After a previous post on mapping the Political Ties with Stata, let me show how to compute how to create an idea point relatively a specific…
-
Using a loop to select countries in a panel
Sometimes, you need to extract some countries when you are using a panel. The most simple way to proceed is to use a loop after the…
-
The Effect of Corruption on Foreign Direct Investment at the Regional Level: A Positive or Negative Relationship?
in BookNEW BOOK CHAPTER: This chapter looks at the effect of corruption on foreign direct investment (FDI) at the world and regional levels, with a focus on…
-
Starting with GDELT data
When you are interested in geopolitical risks, up to some point you will heard about the GDELT project: https://www.gdeltproject.org Here, the brief description on their website:…
-
The Performance of Emerging Markets During The Fed’s Easing and Tightening Cycles: A Cross-Country Resilience Analysis
“A rising tide floats all boats… Only when the tide goes out do you discover who’s been swimming naked.” The role of institution quality may be…
-
Timelines, they are so important
In these uncertain times when history and geopolitics are of utmost importance for economics, let me draw your attention to this website with very nice timelines:…
-
Guest Contribution in Econbrowser: “Monetary Policy Reaction to Geopolitical Risks: Some Nonlinear Evidence”
Very honored to contribute my second guest blog post on Econbrowser, written this time, with William Ginn. I am deeply grateful to Menzie Chinn. Remarks and comments…
-
French Japanese Webinar in Economics (FJWE)
in ConferencesOn Friday 29, I will participate in the French Japanese Webinar in Economics (FJWE) to present my paper: Real Exchange Rate and International Reserves in the…
-
Geopolitical risk and oil prices: When refining capacities are targeted
As we recall in a recent article, written with Valérie Mignon, oil production facilities may be military objectives during a war or a conflict: Mignon, V.,…
-
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…
-
Photo de classe du M1 MPE 2023-2024
in DiplomaElle est là ! La photo de la promo 2023-2024 du Master 1 Macroéconomie et Politiques Européennes. Un immense merci à Victor Dreyer pour l’initiative de…
-
How do geopolitical risk shocks impact monetary policy?
NEW WORKING PAPER: How do geopolitical risk shocks impact monetary policy? Based on a panel of 20 economies, we develop and estimate an augmented panel Taylor…
-
Visualizing quantile regressions with Stata
When I wanted to make some simple graphs on quantile regressions, I was quite surprised to not find a nice blog where each step is clearly…
-
Global inflation and interest rates tracker
in PressLet me draw your attention to this very useful inflation and interest tracker made by the Financial Times. It offers plenty of interactive visualizations per country…
-
Currency fluctuations in emerging countries since the end of 2021
Last week, I saw this picture in a post written by Ziad Daoud, the Chief Emerging Markets Economist at Bloomberg. It would be interesting to explore…
-
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…