Category: Codes and Datasets
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Sign and Narrative Restrictions in SVAR with Stata
Today I will present you VAR_NR, a Stata module to estimate set identified Structural VAR. This toolbox has been provided by Abigail Kuchek, Jonah Danziger and Christoffer Koch.…
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How to use the Wolfram Language in a Jupyter Notebook (100th blog)
It is my 100th blog on EconMacro! I tried to provide some tips to access to knowledge all along these blogs. The idea is to try…
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Visualizing an interaction with Mathematica and Python
After first blogs on how to launch Stata and visualize high-frequency data in a Jupyter Notebook. In the following example, you will first see that Mathematica…
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New Release TSPDLIB 3.0
The new TSPDLIB 3.0 GAUSS library has been released by APTECH. It is the most complete free library about structural-break econometrics that you will find on…
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Visualizing high-frequency data using a Jupyter Notebook and Stata 18
After two first blogs (here and here) on how to launch Stata in a Jupyter Notebook. In the following file, you will see that Stata can…
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Jupyter Notebook with Stata 18 [Updated]
You want to launch Stata in a Jupyter Notebook? In the following file, you will see how to launch and use Stata from a Jupyter notebook…
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Illustrating the new LPIRF Stata 18’s command
Good news! In the new version of Stata 18, we have a new command that produces local-projection impulse–response functions. You can find the complete description of…
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Size and Power using Stata: a Simple Example
During my seminars of Applied Econometric with Stata in the Faculty of Economics and Management at the University of Strasbourg, I always tell to my students…
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Illustrating that the sample variance bias decreases with the sample size using R and Mathematica
In my previous blog, I recall that we can demonstrate in a few steps that the sample variance is an unbiased estimator of the population variance…
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Illustrating the sample variance bias with R and Mathematica
In my previous blog, I recall that we can demonstrate in a few steps that the sample variance is an unbiased estimator of the population variance…
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Producing a Stata code for a simple Monte Carlo simulation with an AI programming assistant
Great news! Wolfram Research has launched a new function that could help to write a code in various languages: resources.wolframcloud.com/ This function requires that you have…
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The fragility of an incomplete monetary union with Mathematica
In this blog, I will show how to build a model of the fragility of an incomplete monetary union. The idea is to find the optimal…
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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…
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Addressing Conditional Heteroscedasticity in SVAR Models
It is a great pleasure and an honor to announce that I wrote my first blog for APTECH with Eric Clower. In this blog, we will…
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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…
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Merging datasets with different country codes with Stata
In this blog, we will see how to merge two datasets with different county code in a few simple steps. In my previous blog, I have…
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Using DBnomics with Stata
In this blog, I will show you in a few simple steps how to use the database aggregator DBnomics to retrieve some data with Stata. In…
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A few thoughts about the euro
This is it! You now need 1 dollar to buy 1 euro. To get this picture below, I used the FRED connection with Mathematica 13.1, as…
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The Bilateral Longitudinal Observations and Country Statistics (BLOCS) database
During the 24th INFER annual conference, I have the chance to assist to the presentation of a very interesting database on bilateral exports by Prof. Dr.…
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A simple model of the determination of the GDP with Mathematica
In this blog, I will show how to build a simple model of the determination of the GDP with government and trade. The idea is to…
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Jupyter Notebook with Stata 17
You want to launch Stata in a Jupyter Notebook? In the following file, you will see how to launch and use Stata from a Jupyter notebook…
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Using FRED with Mathematica
It is a capital mistake to theorize before one has data. Insensibly one begins to twist facts to suit theories, instead of theories to suit facts.…
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Drawing maps with Stata for the NUTS regions
After a first blog about the Statistical Atlas of the European Commission (The Statistical Atlas) and a second one on how to draw maps with Stata…
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Using FRED with Stata
The temptation to form premature theories upon insufficient data is the bane of our profession. Sherlock Holmes.The Valley of Fear, Sir Arthur Conan Doyle (1915). In…
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Drawing Maps with Stata
I wisely started with a map, and made the story fit (generally with meticulous care for distances). J. R. R. Tolkien (1954) In this blog, I…
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Moments of a discrete distribution with Mathematica
One way to convince some students that it is simple to demonstrate the value of the two first moments of a discrete distribution is to use…
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The Bretton Woods era through the exchange rate lens
A good way to visualize the effects of the international monetary system during the Bretton Wood era is to plot exchange rates over a long run…
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Burgernomics: R codes and datasets
“Data! Data! Data!” he cried impatiently. “I can’t make bricks without clay.” Sherlock Holmes. The Adventure of the Copper Beeches, Sir Arthur Conan Doyle (1892). In…