Tag: STATA Code

Exchange Rate Reaction to International Organization Loans and Geopolitical Preferences (Economics Letters)

NEW PUBLICATION: This research provides novel empirical evidence about the exchange rate reaction to international organization loans and geopolitical preferences using an unbalanced panel of 153 countries observed…

Customizing LP impulse response function after LOCPROJ using LPGRAPH

In a few days, Alfonso Ugarte from BBVA will release an updated version of his package LOCPROJ. In this new version, the LPGRAPH command has been greatly improved…

Critical Minerals Data Explorer

In a recent publication in Energy Economics, we found that geopolitical risk will drive up the price of several critical minerals, especially during episodes of heightened geopolitical tensions.…

Statistical Difference between Regimes in State-Dependent Local Projections using LOCPROJ

In a previous blog, I covered the estimation of state-dependent local projection using LOCPROJ. The impact of random shocks of change in vulnerability affects positively the sovereign bond…

Ensuring the security of the clean energy transition: Examining the impact of geopolitical risk on the price of critical minerals (Energy Economics)

NEW PUBLICATION: Ensuring a stable supply of critical minerals at reasonable prices is essential for the clean energy transition. The security of supply of critical minerals is particularly…

Nonlinearities in the Inflation-Growth Relationship and the Role of Uncertainty: Evidence from China’s Provinces

NEW WORKING PAPER: This paper investigates nonlinearities in the inflation-growth-uncertainty relationship in Chinese provinces over the period 1992 to 2017 using nonlinear models and dynamic panel threshold models.…

Exchange Rate Reaction to International Organization Loans and Geopolitical Preferences

NEW WORKING PAPER: This research provides novel empirical evidence about the exchange rate reaction to international organization loans and geopolitical preferences using an unbalanced panel of 153 countries…

Impact of Climate Risk on Fiscal Space: Do Political Stability and Financial Development Matter?

Allow me to share that I published my second working paper for the Asian Development Bank: Impact of Climate Risk on Fiscal Space: Do Political Stability and Financial…

Guest Contribution: “Impact of Climate Risk on Fiscal Space: Does Political Stability and Financial Development Matter?”

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,…

Impact of Climate Risk on Fiscal Space: Do Religious Tensions Matter?

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…

Long series for Central bank total assets from the BIS

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…

Leçon doctorale à l’école doctorale Augustin Cournot (ED 221) — Université de Strasbourg

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…

Producing a Stata code for a simple Monte Carlo simulation with an AI programming assistant

Great news! Wolfram Research has launched a new function that could help to write a code in various languages: resources.wolframcloud.com/ This function requires that you have an account…

Panel Data Econometrics: Common Factor Analysis for Empirical Researchers [Update]

Edit: It is an honor to be included on the companion website of Professor Sul: https://personal.utdallas.edu/ During this summer, I decided to explore and to understand the concept…