Visualization of time-varying coefficients
In this blog, I will show you how to visualize the time-varying coefficients of the estimator proposed by Inoue et al. (2024). The dataset used in this blog…
In this blog, I will show you how to visualize the time-varying coefficients of the estimator proposed by Inoue et al. (2024). The dataset used in this blog…
NEW WORKING PAPER: The COVID-19 pandemic and its aftermath exposed the vulnerabilities of global supply chains, leading to widespread delays and shortages that highlighted the interconnectedness of economies.…
Delighted to announce that I will travel to the US for the first time for a two-day workshop on “Energy Transition and Climate Change” in the city of Redondo…
I am delighted to announce that I will be a visiting scholar at the Bank of France from the 21st to the 31st of October. That is an…
Last Monday, I had the chance to welcome Hiro Ito for a research seminar at the University Paris 8. We had interesting discussions about this provocative question: Can…
Very honored to contribute my fourth guest blog post on Econbrowser. I am deeply grateful to Menzie Chinn. The recent literature establishes that climate risk reduces the fiscal space,…
NEW WORKING PAPER: We investigate the resilience of CESEE countries during ECB monetary cycles after the entrance of ten countries to the EU in 2004. Undeniably, these countries…
In 10 days, I will present a recent research in the French/Japanese conference on Asian and International Economies in an Era of Globalization. In this research, we use…
In our new working paper, written with John Beirne, Donghyun Park, and Gazi Salah Uddin, we find that political stability together with financial development matter for the negative…
Following my previous blog on currency composition of reserves, we can present the Ito-McCauley database on individual Central Bank reserve holdings. The database is available here and is…
The Bank of Finland just released a policy brief introducing a new database on the composition of international reserves: https://publications.bof.fi/handle/10024/53793 The authors are Falk Laser, Alexander Mihailov, and…
In this post, I will show you how to reshape ICRG data faster. The International Country Risk Guide (ICRG) dataset is maintained by the PRS group. In their…
NEW WORKING PAPER: We analyze the relationship between climate risk and fiscal space in a more systematic and rigorous way. To do so, we use panel local projections…
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…
This post is based on two videos posted by Vasilis Sarafidis on his YouTube channel. In the first one, he presents briefly the theory about the rank condition…
The Bank for International Settlements has produced a formidable effort to construct historical series for central bank total assets. The data and the methodology are available on their…
As some of you may know, I have growing interests in the field of Political Economy. It appeared that the set of explained variables that I studied in…
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…
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…
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…
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 impulse response…
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:…
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.…
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…
In these uncertain times when history and geopolitics are of utmost importance for economics, let me draw your attention to this website with very nice timelines: https://www.cfr.org/timelines The…
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…
Let me draw your attention to this very useful inflation and interest tracker made by the Financial Times. It offers plenty of interactive visualizations per country about the…
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…
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…
Le lundi 12 février prochain, j’aurai le grand plaisir d’animer une leçon doctorale à l’école doctorale Augustin Cournot (ED 221) — Université de Strasbourg. Risques géopolitiques, tensions politiques…
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 than in…
After a series of blogs on Maps, I will show how to use GADM data to draw maps for Austria at 4 different administrative levels. I thank Derek…
Today, I will build on my previous blogs to show you how to draw a map of United Nations General Assembly Voting Data with Stata (see here for…
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,…
The most complete blog of mine on maps with Stata. I used spmap, grmap, geoplot with one frame and multiple frames. Other examples are given for regions of…
Today, I will build on my two previous blogs to show you how to use an alternative projection for the maps. Indeed, you need a projection when you…
Today, I will build on my previous blog to show you how to merge two macroeconomic series, draw maps and think about some correlations in three simple steps:…
Using maps can be a good way to visualize the spatial dispersion of the data. I made a series of blogs on drawing maps on Stata available in…
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 2015, I…
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 simple example…
Stata 18 est sorti en avril, j’aurai le plaisir d’animer un webinaire pour Timberlake. Ce webinaire présentera trois nouvelles commandes très prisées des utilisateurs : Nous organiserons une…
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 The short…
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. On EconPapers,…
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 to make…
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 offers a…
Let me draw your attention to these very nice resources posted by Menzie Chinn in his International Symposium on Forecasting 2023 course on “Modeling & Forecasting the International…
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 be helpful…
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 and associate…
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 the command…
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 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 of Klaus…
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 Klaus Prettner…
Let me repost this compilation of data sources posted by Menzie Chinn in the very interesting blog EconBrowser. This compilation is a must-read for every student in economics!
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 below the…
This is it! You now need 1 dollar to buy 1 euro. To get this picture below, I used the FRED connection with Mathematica 13.1, as I explained…
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 and associate…
It is a capital mistake to theorize before one has data. Insensibly one begins to twist facts to suit theories, instead of theories to suit facts. Sherlock Holmes.A…
After a first blog about the Statistical Atlas of the European Commission (The Statistical Atlas) and a second one on how to draw maps with Stata (Drawing Maps…
The temptation to form premature theories upon insufficient data is the bane of our profession. Sherlock Holmes.The Valley of Fear, Sir Arthur Conan Doyle (1915). In this blog,…
I wisely started with a map, and made the story fit (generally with meticulous care for distances). J. R. R. Tolkien (1954) In this blog, I will show…
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