ICRG data and economic research

Post date November 29, 2024
Post categories In Press
Tags Institutional Quality, Macroeconomic Fundamentals, Monetary Cycles, NBER, PRS Group

Our NBER working paper has been cited on the website of Christopher McKee, PhD, the CEO of the PRS (Political Risk Services) Group.

Comments and remarks are welcome, as always.

Post date November 29, 2024
Post categories In Press
Tags Institutional Quality, Macroeconomic Fundamentals, Monetary Cycles, NBER, PRS Group

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 when we…

Post date May 6, 2023
Post categories In Codes and Datasets, Illustrated, Pedagogical Note
Tags AIAssistant, Clearly Explained, Data Visualization, Mathematica Code, OpenAI, R Code, Unbiased Estimator, Variance

Freed from unit roots: democracy and economic freedom

China will move increasingly toward political freedom if it continues its successful movement for economic freedom. — Milton Friedman in 2003. Milton Friedman was a giant of economics,…

Post date March 2, 2025
Post categories In Codes and Datasets, Debates
Tags Data Visualization, Democracy, Economic Freedom, Financial Institutions, Kernel regressions, Primacy of Institutions, STATA Code, Transition of Institutions, Varieties of Democracy Institute

HFD plots using Stata and Python

In this blog, I will show you how to download and plot high-frequency data (HFD) for the EURUSD currency pair. The data comes from Polygon.io (you need to…

Post date August 8, 2025
Post categories In Codes and Datasets, Research Article
Tags API, ChatGPT 5, Data Management, Data Visualization, Exchange Rates, High-Frequency Data, Jupyter Notebook, NBER, STATA Code

Addressing Conditional Heteroscedasticity in SVAR Models with GAUSS

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…

Post date September 19, 2022
Post categories In Codes and Datasets, Illustrated, Pedagogical Note
Tags Bootstrap, China, Conditional heteroscedasticity, GAUSS Code, Moving Block Bootstrap, Oil market, Political Tension, SIRF, SVAR, USA
1 Comment on Addressing Conditional Heteroscedasticity in SVAR Models with GAUSS

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Stock Price Bubbles, Inflation and Monetary Surprises

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