Difference-in-Differences

xtswitchdid with Stata

On 29 July 2026, Stata announced a new StataNow update introducing xtswitchdid, a built-in command for difference in differences with switching treatments. The official Stata Blog announcement highlights…

Post date July 30, 2026
Post categories In Codes and Datasets, Research Article
Tags Causal Inference, de Chaisemartin and D’Haultfœuille, Difference-in-Differences, Economic Growth, Economic Integration Agreements, Event Study, Hegemonic Globalization, Multivalued Treatments, Nonabsorbing Treatments, STATA Code, StataNow, Switching Treatments, xtswitchdid

Local Projections Difference-in-Differences (LP-DiD) estimator

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…

Post date February 19, 2025
Post categories In Codes and Datasets
Tags Causal Inference, Causal inference methods, Difference-in-Differences, Heterogeneous Difference-in-Differences, Local Projection, LP-DiD, Stata 18, STATA Code

Do FX reserves promote monetary autonomy in the presence of global spillovers?

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…

Post date September 26, 2023
Post categories In Codes and Datasets, Research Article
Tags Buffer Effect, Causal Inference, Difference-in-Differences, Economics Letters, Financial Institutions, International Reserves, Monetary Tightening, NBER, Real Exchange Rate

On the Effectiveness 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…

xtswitchdid with Stata

Local Projections Difference-in-Differences (LP-DiD) estimator

Do FX reserves promote monetary autonomy in the presence of global spillovers?

On the Effectiveness of Foreign Exchange Reserves During the 2021-22 U.S. Monetary Tightening Cycle

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

From Eurostat to a Monthly Inflation Panel in Stata

Inspect, Combine, and Link Data in Stata

xtswitchdid with Stata