Programs and data

Here you can find some programs that I have written and used for my empirical work.

You can use and modify them freely (at your own risk). As a courtesy, I only ask you to cite the relevant papers of mine where these programs have been first used.

Please contact me if you have any questions or suggestions.

Programs for poverty dynamics:

Reference: “Estimating poverty persistence in Britain”, Empirical Economics, Volume 40, Issue 3, pp. 657-687, 2011.

Get the program here.

Programs for random effect dynamic bivariate probit model (joint dynamics of poverty and social exclusion):

Reference: “Income poverty and social exclusion: two sides of the same coin or dynamically interrelated processes?”, (F. Devicienti and A. Poggi), Applied Economics, vol. 43, issue 25, 2011.

Stata programs:

random effect dynamic bivariate probit model with Wooldridge type initial conditions

example of estimation log file

random effect dynamic bivariate probit model with initial conditions as in Alessie et al. (2004)

Programs for estimating wage rigidity:

Reference: “Downward Wage Rigidity In Italy: Micro-Based Measures And Implications”, (F. Devicienti, A. Maida and P. Sestito), The Economic Journal, 117 (524), 2007.

Here are three ML programs (do files):

“Analyticequation2_NP.do”: this is the program that estimates the real rigidity threshold (called r , I believe)

“AnalyticequationAC1.do”: fixes the real rigidity threshold at the wage growth implied by national bargaining (in the dataset we had a variable called ext_R that recorded for each worker the wage growth dictated by the relevant national contract

“Model fit r exogenous vs r endogenous 1995.do”: it calls both previous programs to compare, for a given year, the estimates with both the above methods (and some other trials)

I guess they are to some degree self-explaining (once jointly used with the EJ article cited above), but please contact me as the need arises. And please do send me your work.

More programs and data to come soon.