Fiscal and exchange rate policy can reduce the trade deficit (not tariffs)
In a recent PIIE blog post, Joseph Gagnon investigate whether fiscal and exchange rate policy can reduce the trade deficit. He also looks at the impact of tariffs…
In a recent PIIE blog post, Joseph Gagnon investigate whether fiscal and exchange rate policy can reduce the trade deficit. He also looks at the impact of tariffs…
Allow me to share with this very nice blog by Felipe Camargo: https://fcamargo.substack.com/p/applied-linear-algebra-in-economics-0a7 He gives a very nice example on how to identify a shock in VAR model…
Allow me to share this very nice visual guide to critical materials and rare earths made by The Economist: https://www.economist.com/graphic-detail/2025/03/24/a-visual-guide-to-critical-materials-and-rare-earths They did a fantastic job and provide the…
After a series of blogs on the GDELT data, let show how to use the GDELT API to follow and watch uncertainty in real time. On EconBrowser, Menzie…
Today, let met show you how to use VBA to improve the functioning of OUTREG2 created by Roy Wada, a very nice package to produce estimate tables after…
In a recent NBER WP, Joshua Aizenman and I examine the behavior of exchange rates around the 2024 US presidential election. In a previous post, I present this…
I found this very nice interactive page on the EIA website. You can produce very nice visualizations and Maps. The numbers are for 2023 and in quadrillions (10^15)…
The Brent-WTI spread has known important evolutions after 2010. While it is well known by practitioners, market participants and academics, it may be useful to recall this point.…
In a previous post, I covered the fact that the Biden administration wanted to “friend-shore” the US trade and work with “friendly” and “like-minded” countries. The new Trump…
After some insightful email exchanges with Lutz Kilian, I was wondering whether oil market uncertainty and geopolitical risk are related. To measure oil market uncertainty, I use the…
In a recent publication in Energy Economics, we found that geopolitical risk will drive up the price of several critical minerals, especially during episodes of heightened geopolitical tensions.…
In this blog, I will show how to estimate Panel VAR with the new command xtvar introduced in StataNow. The dataset comes from a paper of mine on…
Temperature changes may not be a good indicator or instrument for climate change or vulnerability to climate change. This nice visualization pushes me to think that the annual…
In his recent article in Foreign Affairs, Nicholas Eberstadt explores the consequence of a world gone gray. Most of the country in the world already have sub-replacement fertility…
Let me show you how to use DBnomics to access a subcomponent of ND GAIN scores. I recommend you to consult my blog series on DBnomics before delving…
During the past four years, I was very lucky to work and discuss with very interesting and reliable people. I went to very captivating conferences and I learned…
Let me show you how to add a third dimension on a bivariate maps in this second update of my blog on drawing bivariate maps for the Chinese…
During the 4th Workshop on Financial Econometrics and Empirical Modeling of Financial Markets: New Challenges for Monetary Policy and Financial Markets that took place at the beginning of this week…
Asjad Naqvi released a new version of the bimap package, let me provide a small update of the following blog. The main difference will be that I will…
Yesterday, Stata released two videos on how to use Difference-in-Differences commands built-in within Stata. The videos are very pedagogical, so allow me to share them with you: Treatment…
In the latest edition of the Stata News, I learned that Stata has adapted the Bayesian quantile estimator of Yu and Moyeed (2001). You need to have access…
In this blog, I will show how to use the Stata commands ‘graph combine’ and ‘foreach loop’ to produce high-quality graphs that may be included in the Data…
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…
During the past twenty years, the US monetary policy has been characterized by an alternance of easing and tightening cycles. We can easily distinguish five cycles. The tightening…
In Stata, you can write long commands over several lines. You have basically three choices: first, change the end-of-line delimiter to ‘;’ with the following commands : “delimit…
In Stata 18, you can easily create the “Table 1” for your research work using the new dtable command. In the following, I will show how to use…
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 the VAR…
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 maps on…
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 months to…
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 Jann’s heatplot:…
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, how to…
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 the US…
A small update of the following blog if you want to remove Turkey:
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 show you…
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 show you…
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 Bank classification.…
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 was particularly…
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 China. I…
After a series of blogs where I explained the functioning of the DBnomics package: www.jamelsaadaoui.com I will show how to directly download the Vulnerability Index built by the…
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, the polyarchy…
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 level): https://api.gdeltproject.org/api/…
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 country. This…
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: A Global…
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., & Saadaoui,…
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 explained over…
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 if ex-ante…
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 stay free…
During the 16th FIW conference, I had the chance to attend the policy panel on the “Tectonic shifts in the international economic order”. Giorgia Giovannetti gave us some…
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 blog series…
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 four minutes?…
The levels of Geopolitical Risks are now close to those of the Cold War, as mentioned by Cullen S. Hendrix in this PIIE chart: https://www.piie.com/research/piie-charts/2024/2020s-mark-return-cold-war-levels-geopolitical-risk. What does it…
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 for sovereign…
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 Stata: The…
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 few simple…
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 reshape. I…
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 on duration,…
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 free to…
A few days ago, I assisted to wonderful presentation by Di Liu of StataCorp LLC. His explanations were crystal clear about the difference-in-difference commands introduced in Stata 18.…
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 of the…
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 when we…
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 when we…
In the Appendix A of this book: Statistics: Principles and Methods written by Giuseppe Cicchitelli, Pierpaolo D’Urso and Marco Minozzo published by Pearson in 2021, I found the…
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 look more…
Kurtosis tells you virtually nothing about the shape of the peak – its only unambiguous interpretation is in terms of tail extremity; i.e., either existing outliers (for the…
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