Category: Codes and Datasets
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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…
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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…
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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…
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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…
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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…
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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,…
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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…
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Drawing bivariate maps with Stata for the NUTS regions (removing Turkey)
A small update of the following blog if you want to remove Turkey:
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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…
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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…
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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…
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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…
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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…
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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…
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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…
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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…
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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…
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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:…
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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…
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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…
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The best of EconMacro on Medium
Happy to announce that I now have a Medium page: https://medium.com/@jamelsaadaoui, where I will make a selection of my best blogs on EconMacro. These blogs will…
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NUTS Data with DBnomics
Let me show you how to use DBnomics to build databases at the NUTS 0, NUTS 1, NUTS 2 levels. I recommend you to consult my…
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Panel Data with DBnomics
What if I told you that you can build a panel dataset of 3 variables for almost 200 countries and around 60 years in less than…
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Some wisdom about supervised machine learning
During the 4th Italian Workshop of Econometrics and Empirical Economics: “Climate and Energy Econometrics”, I had the chance to attend to the presentation of Giovanni Cerulli’s…
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Reshape faster… much faster
As mentioned in the last Stata News 39-1, the reshape command is now faster, much faster. For an ongoing project, I had to reshape daily data…
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Real Exchange Rate and International Reserves in the Era of Financial Integration (Journal of International Money and Finance)
NEW PUBLICATION: The global financial crisis has brought increased attention to the consequences of international reserves holdings. In an era of high financial integration, we investigate…
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Using labmask for better graphs in Stata
In his last book, La Défaite de l’Occident, Emmanuel Todd, a French historian and demographer, argues that the infant morality rate is higher in the US…
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Adding shaded areas for NBER recessions with Stata
Today, I will show how to add shaded areas for NBER recession dates with Stata. I begin by importing the data of the Sahm Rule with…
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Drawing Maps with GADM data
After a series of blogs on Maps, I will show how to use GADM data to draw maps for Austria at 4 different administrative levels. I…
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Drawing Maps for Political Ties with Stata
Today, I will build on my previous blogs to show you how to draw a map of United Nations General Assembly Voting Data with Stata (see…
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Descriptive Statistics by Country in Panel Data with Stata
In this blog, I will show you how to compute descriptive statistics by country in a panel data thanks to the Stata command putexcel in a…
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From panel data to time series with Stata [Updated]
In this blog, I will show you that it is simple to switch back and forth between panel data and time series with the Stata command…
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Dates and Times in Excel and in Stata
Usually in Statistics, time is a continuous quantitative variable that uses the interval scale when we are looking at dates (the ratio scale when we elaborate…
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Drawing Maps for the Chinese regions with Stata [Updated with Geoplot]
The most complete blog of mine on maps with Stata. I used spmap, grmap, geoplot with one frame and multiple frames. Other examples are given for…
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Drawing Maps with Stata… Again and Again!
Today, I will build on my two previous blogs to show you how to use an alternative projection for the maps. Indeed, you need a projection…
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Drawing Maps with Stata… Again!
Today, I will build on my previous blog to show you how to merge two macroeconomic series, draw maps and think about some correlations in three…
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Drawing Maps with Stata for Africa
Using maps can be a good way to visualize the spatial dispersion of the data. I made a series of blogs on drawing maps on Stata…
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How do political tensions and geopolitical risks impact oil prices? (Energy Economics)
NEW PUBLICATION: This paper assesses the effect of US–China political relationships and geopolitical risks on oil prices. To this end, we consider two quantitative measures, the Political Relationship…
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Some basic economics of AI
After a first blog presenting our paper on Artificial Intelligence and a second one presenting the Mathematica notebook that explains step-by-step the calculations. Let me draw…
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Denton’s method with Stata
In this blog, you will learn to use the Denton method with Stata to interpolate a series to a higher frequency. I will show you a…
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Artificial intelligence and the skill premium – Wolfram Community
The companion notebook for our paper has been selected into the Staff Picks into the Wolfram community blog: community.wolfram.com. This notebook aims to replicate all the…
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A friend of a rival is a rival
NEW PUBLICATION: This paper employs structural vector autoregression and local projection methods to examine the impacts of the deterioration in US-China political relations on Australia-China bilateral…
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Introduction gratuite à Stata
Stata 18 est sorti en avril, j’aurai le plaisir d’animer un webinaire pour Timberlake. Ce webinaire présentera trois nouvelles commandes très prisées des utilisateurs : Nous…
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Do FX reserves promote monetary autonomy in the presence of global spillovers?
NEW PUBLICATION: This paper examines whether the size of foreign exchange (FX) reserves can explain cross-country differences in foreign currency depreciation observed over the 2021-22 Federal…
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Built a website using GitHub pages
Thanks to the wonderful guidance of Hashir Shoaib (hashirshoaeb), I finally manage to use GitHub pages to built a portfolio for my recent projects jamelsaadaoui.github.io/ Feel…
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Data Visualisation and Causal Analysis with SVAR and LP models
I will give my first training session for Timberlake, the 26th October 2023 at 9 – 11 am BST / 10 – 12 pm CEST: www.timberlake.co.uk…
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Natural Resources Economics with Mathematica
Today, let me draw your attention to a very interesting book: Natural Resource Economics. Analysis, Theory, and Applications by Jon M. Conrad, Cornell University, New York, Daniel Rondeau, University…
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Estimating a nonlinear DSGE model with Stata
Today, I will show how to estimate a DSGE model with Stata in a few steps. The model consists of 8 equations and is a variant…