Local projections have become a standard tool in applied macroeconometrics. They are widely used to estimate dynamic responses to shocks, especially when researchers do not want to impose…
This post illustrates how to use matching methods in Stata to study a reserve-buffer mechanism in international macroeconomics. The application uses kmatch, teffects, and a country-year panel to compare high-…
I will have the great honor to make a “hands-on” seminar for the VIMM: Virtual Israel Macro Meeting on Local Projections on September 9, 2025 (15:00 Israel Time):…
In this blog, I illustrate the LP-DiD estimator by Dube, Girardi, and Jorda (2023). I will leverage my previous blogs on Heterogeneous Difference-in-Differences with Stata: This new estimator…
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…
During the 4th Italian Workshop of Econometrics and Empirical Economics: “Climate and Energy Econometrics”, I had the chance to attend to the presentation of Giovanni Cerulli’s book on…
NEW PUBLICATION: This paper examines whether the size of foreign exchange (FX) reserves can explain cross-country differences in foreign currency depreciation observed over the 2021-22 Federal Reserve monetary…
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.…
Our recent research, written with Rashad Ahmed, Joshua Aizenman, and Gazi Salah Uddin, on the mitigating effect of foreign exchange reserves during the 2021-22 U.S. monetary tightening cycle,…
NEW WORKING PAPER: This paper examines the role of foreign exchange (FX) reserves and other fundamental factors in explaining cross-country differences in foreign currency depreciation observed over the…
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