Rodrigo Wagner - Data & Software

Some pieces of Software I found useful

R. RStudio interface | Useful R packages for Finance [link to CRAN page]
STATA: kountry STATA addon for normalizing country names and codes [link]
Getting Bloomberg data into R [link]
Jupyter Notebooks for R & Python- try online [link]
DSGE modelling software: gEcon package for R | Dynare | DSGE in STATA
LaTeX using Overleaf or Lyx | Easy figures in TikZ using MathCha that you can create online and then copy into LaTeX or Lyx |
R/STATA Packages for Panel Dif-In-Dif and related:
- - - Synthetic Difference in Differences (R package synthdid) Dmitry Arkhangelsky, Susan Athey, David A. Hirshberg, Guido W. Imbens, and Stefan Wager. 2021. Synthetic Difference in Differences, AER.

Some Data Sources (some have API for direct download)

COVID-19 Data and Related Sources

Policy Reponses to COVID-19:
- - IMF Data on Macroconomic Policy Tracker: https://www.imf.org/en/Topics/imf-and-covid19/Policy-Responses-to-COVID-19
  - Oxford U. Government Response Tracker https://www.bsg.ox.ac.uk/research/research-projects/oxford-covid-19-government-response-tracker "first seven indicators (S1-S7) take policies such as school closures, travel bans, etc. are recorded on an ordinal scale; the remainder (S8-S11) are financial indicators such as fiscal or monetary measures. "
  - Global Health Data Exchange: Global Burden of Disease http://www.healthdata.org/about/ghdx |