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

Retrieving the variable labels with Stata

When working with large databases, it is quite easy to lose track about the signification of your variables. That’s why it is recommended to label your variables carefully…

Post date December 11, 2025
Post categories In Codes and Datasets
Tags Data Management, STATA Code, Variable Name

How do geopolitical risk shocks impact monetary policy?

NEW WORKING PAPER: How do geopolitical risk shocks impact monetary policy? Based on a panel of 20 economies, we develop and estimate an augmented panel Taylor rule via…

Post date March 18, 2024
Post categories In Working Paper
Tags Economic Policy, Geopolitical Risk, Interest Rate, Local Projections, Monetary Policy
1 Comment on How do geopolitical risk shocks impact monetary policy?

Devaluing (without devaluing) to prosperity

Even with more flexible economies, internal adjustment will always be slower than it would be if countries had their own exchange rate. Mario Draghi (2015). The title of…

U.S. Partisan Conflict, Sino-U.S. Political Relation News, and Oil Market Dynamics (December 2024 Update)

NEW WORKING PAPER: This study analyzes the effects of US partisan conflict and US-China political relation news shocks on the oil market. A shock to partisan conflict leads…

Post date December 14, 2024
Post categories In Working Paper
Tags Asymmetries, China, Oil market, Partisan conflict, Political relation news, RATS Code, SIRF

The Rise and Fall of GMM in Applied Economics: Why I Dislike GMM

2026 Australasia Meeting, South Australia

1,001 Downloads Later: Revisiting the Bank Credit–Growth Threshold in ASEAN with xtthreshold

Structural identification in the ENSO–Oil Price, direct oil-market pricing, and indirect transmission channels

AR Filtering or Lag Controls? What the Frisch-Waugh-Lovell Theorem Really Says

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The Rise and Fall of GMM in Applied Economics: Why I Dislike GMM

2026 Australasia Meeting, South Australia

1,001 Downloads Later: Revisiting the Bank Credit–Growth Threshold in ASEAN with xtthreshold

Structural identification in the ENSO–Oil Price, direct oil-market pricing, and indirect transmission channels

AR Filtering or Lag Controls? What the Frisch-Waugh-Lovell Theorem Really Says