Threshold – EconMacro

Translating Balke REStat 2000 from RATS to Stata – Part 1

Today, we will see how to translate the first part of the code the threshold VAR model in Balke (2000) using ChatGPT5. It took me a few hours and…

Post date August 18, 2025
Post categories In Codes and Datasets, Pedagogical Note
Tags Bank Credit, Credit, Economic Activity, RATS Code, Regime Switching, SVAR, Threshold, Threshold VAR, VAR

Pourquoi les économies émergentes détiennent-elles autant de réserves de change à l’ère de l’intégration financière ?

J’ai le plaisir de vous annoncer ma première note de blog sur le site l’AFSE concernant la détention des réserves de change. Dans laquelle, nous tentons de répondre…

Post date December 4, 2023
Post categories In Pedagogical Note
Tags AFSE, Financial Development, Financial Institutions, International Reserves, Local Projection, Nonlinear Dynamics, Real Exchange Rate, Threshold

How to test fiscal sustainability in OECD countries?

NEW PUBLICATION: We can use Fourier Dickey-Fuller unit root tests, time-varying fiscal reaction functions and threshold fiscal reactions functions. Over the period spanning from 1870 to 2017, we…

Post date November 4, 2022
Post categories In Codes and Datasets, Research Article
Tags Applied Economics Letters, Fiscal Sustainability, Fourier Dickey-Fuller unit root test, Nonlinear Dynamics, OECD, STATA Code, Threshold, Time-varying

Translating Balke REStat 2000 from RATS to Stata – Part 1

Pourquoi les économies émergentes détiennent-elles autant de réserves de change à l’ère de l’intégration financière ?

How to test fiscal sustainability in OECD countries?

Mesurer pour comprendre : est-ce que la dette publique française est insoutenable ?

National Bank of Slovakia Research Seminar

Adding shaded areas with Stata

Using DBnomics with Stata and Python (London Bullion Market)

Using the BLOCS Database to Illustrate the areg Stata Command