Category: Pedagogical Note
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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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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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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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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…
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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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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,…
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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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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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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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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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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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Not all recessions are created equal — Pandemic edition
Let me draw your attention to this piece written by Tomasz Wieladek for The Economist: https://www.economist.com/by-invitation/2023/12/11/tomasz-wieladek-has-an-explanation-for-recent-macroeconomic-puzzles In this piece, Tomasz Wieladek argues that the pandemic recession…
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Illustrating the consequences of modeling common factors with Stata [Updated with xtdcce2]
This post has been inspired by a fascinating discussion with Hiro Ito, Eric Clower and Kamila Kuziemska-Pawlak. In an old paper of mine (j.econmod.2015.02.007) written in…
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Pourquoi les économies émergentes détiennent-elles autant de réserves de change à l’ère de l’intégration financière ?
J’ai le plaisir de vous annoncer ma première note de blog sur le site l’AFSE concernant la détention des réserves de change. Dans laquelle, nous tentons…
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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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Heterogeneous Difference-in-Differences with Stata
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…
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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…
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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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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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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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A simple proof of Cobb-Douglas production function can be obtained from CES production function with Wolfram Alpha
In my previous post, we saw that we can derive Cobb-Douglas production function from CES production function when the elasticity of substitution is equal to zero.…
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Visualizing CES production functions with Wolfram Alpha
In this post, I will show how it is simple to visualize CES production functions with Wolfram Alpha. I build upon the very pedagogical YouTube video…
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Visualizing production functions with Wolfram Alpha
In this post, I will show how it is simple to visualize production functions with Wolfram Alpha. I build upon the very pedagogical YouTube video of…
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A Simple Proof for the Chebyshev Inequality: Clearly Explained!
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…
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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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Skewness in Wolfram Alpha: Clearly Explained!
The positional average known as the skewness allows you to assess the symmetry of a distribution. When the skewness is to zero, then the distribution is…
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Why is Big-O of any constant always equal to O(1)? Clearly explained!
The Big-O notation may seem quite obscure when you see it for the first time. A good way to intuitively understand this notation is to consider…
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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…