Machine Learning – EconMacro

Machine Learning with Stata: What Drives Currency Crises?

This is my first-ever blog on Machine Learning! A major novelty in the latest version of Stata, Stata 19, is the implementation of Machine Learning. Today, I will…

Post date September 26, 2025
Post categories In Debates, Research Article, Working Paper
Tags Capital Account Openness (KAOPEN), Exchange‑rate Stability (ERS), Financial Development (FD), H2O, Machine Learning, Monetary Independence (MI), Random Forest, SHAP, STATA Code, Trilemma

Do International Reserve Holdings Still Predict Economic Crises? Insights from Recent Machine Learning Techniques

NEW WORKING PAPER: This study aims to predict currency, banking, and debt crises using a dataset of 184 crisis events and 2896 non-crisis cases from 79 countries (1970-2017).…

Post date May 3, 2025
Post categories In Working Paper
Tags Banking Crises, Currency Crises, Debt Crises, Forecasting, International Reserve Holdings, Machine Learning

Some wisdom about supervised machine learning

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…

Post date January 28, 2024
Post categories In Book, Codes and Datasets, Ideas
Tags Causal Inference, IWEEE, Machine Learning, Prediction, Python, R, Springer, Stata, STATA Code

Machine Learning with Stata: What Drives Currency Crises?

Do International Reserve Holdings Still Predict Economic Crises? Insights from Recent Machine Learning Techniques

Some wisdom about supervised machine learning

Using ChatGPT within Stata

Removing Headers in Heatmap Legend with Stata

Evolution of Media Attention and Tone in U.S.-China Bilateral Relations (GDELT, 1980-2025)

Removing Headers in Impulse Response Function Graphs with Stata

Fondazione Eni Enrico Mattei Lab Research Seminar