Links

For learning materials on economics (lecture notes, software code & replication materials)

• Gary Koop (Materials for Time Series & Bayesian Econometrics)

• Lawrence Christiano (Short Courses on Macro Modelling & Time Series Econometrics)

• Makoto Nakajima (Materials on Computational Methods in Macroeconomics)

• Fabrice Collard (Notes & MATLAB code on Numerical Methods)

• Joshua Chan (Bayesian Econometrics)

• Valerie A. Ramey (Macroeconometrics)

• David Gabauer (Econometrics with R & Python codes)

• Matthew Hoelle (Teaching manuscript on Macroeconomic Theory, Real Analysis, & General Equilibrium Models)

• Jesus Fernandez-Villaverde (Materials on Computational Tools in Macroeconomics)

• Wouter J. den Haan (Materials on Macroeconomics)

• Matteo Iacoviello (teaching materials on Graduate Macroeconomic Theory)

• Haroon Mumtaz (code for research papers and VAR models)

• Dimitris Korobilis (MATLAB codes for Bayesian Econometrics)

• Lutz Kilian (papers with data & code)

• Karel Mertens (Macroeconomics and replication materials)

• Ken Kasa (Macroeconomics)

• Kevin Kotze (Macroeconomics and Time Series)

• Chris Edmond (Macroeconomics)

• Douglas Laxton (Macroeconomic modelling)

• Christophe Hurlin (Econometrics)

• Jerry Dwyer (Econometrics, Monetary Economics)

• Henrik Jensen (Monetary Economics)

• Mark W. Watson (Econometrics, Macroeconomics)

• Roger Koenker (Econometrics)

• Karl Whelan (Macroeconomics)

• Kevin Sheppard (Financial Econometrics)

• Ivan Fernandez-Val (Econometrics)

• M. Hashem Pesaran (Econometrics)

• Dani Rodrik (Development Economics)

• Francis X. Diebold (Econometrics)

• William H. Greene (Econometrics)

• Walter Enders (Time Series Econometrics)

• Andrew Q. Philips (Political Science)

• Florian Huber (Empirical Macroeconomics)

• Serena Ng (Empirical Macroeconomics)

MATLAB

• Econometrics Toolbox (James P. LeSage)

• BEAR Toolbox

• BVAR Toolbox (Filippo Ferroni and Fabio Canova)

• Wavelet ASToolbox (M. Joana Soares and L. Aguiar-Conraria)

• Oxford MFE Toolbox (Kevin Sheppard)

STATA

• Stata Tutorial (German Rodriguez)

• Stata Code (Markus Eberhardt)

• Stata Code (Jan Ditzen)

• Stata Programs (Sebastian Kripfganz)

R

• The Comprehensive R Archive Network (CRAN-R): software tools and packages

• R Tutorial (German Rodriguez)

• Advanced R, 2nd Edition (Hadley Wickham)

• Data Visualization (Kieran Healy)

• R for Data Science (Garrett Grolemund and Hadley Wickham)

• R Graphics Cookbook, 2nd Edition (Winston Chang)

• Fundamentals of Data Visualization (Claus O. Wilke)

• Hands-On Programming with R (Garrett Grolemund)

• Bookdown (Write HTML, PDF, ePub, and Kindle books with R Markdown)

• Introduction to Open Data Science (Oceanic Health Index Science)

• Introduction to Econometrics with R (SciencesPo Economics Department)

• AIDDATA

• CEPII Database and Models on international trade and investments, geography, production and specialization indicators, commercial protection, macroeconomic data, and models (long-term growth and trade policies).

• Ecological Footprint from Global Footprint Network: open data available on ecological reserve, total ecological footprint, ecological footprint per person, total bio-capacity, and bio-capacity per person.

• KOF Globalization Index database on economic, social and political dimensions of globalization

• Stockholm International Peace Research Institute (SIPRI) database on Arms Transfers, Industry Transfers, Military Expenditure, Multilateral Peace Operations.

• Uppsala Conflict Data Program (UCDP) Datasets on violence and armed conflicts.

• IMF Datasets: Financial Development Index, International Financial Statistics, Direction of Trade Statistics, Fiscal Decentralization, Primary Commodity Prices, WEO database etc.

• OECD Statistics

• Penn World Table (PWT)

• FAO Statistics

• World Bank's World Development Indicators (WDI)

• Capital Control Measures (Martin Uribe)

• The Chinn-Ito Index of financial openness (Menzie Chinn and Hiro Ito )

• The Trilemma ("Impossible Trinity") Indexes (Joshua Aizenman, Menzie Chinn and Hiro Ito)

• Center for Systemic Peace Datasets on state fragility, regime authority (PolityV project), armed conflicts and interventions.

• The Standardized World Income Inequality Database (see also Frederick Solt's website)

• Harvard Dataverse for datasets and journal articles replication materials

• Total Economy Database : comprehensive database with annual data covering GDP, population, employment, hours, labor quality, capital services, labor productivity, and Total Factor Productivity for 123 countries in the world

INSTITUTIONS

• World Bank

• International Montetary Fund (IMF)

• African Development Bank (AfDB)

• Bank of International Settlement (BIS)

• European Central Bank (ECB)

• African Economic Research Consortium (AERC)

• National Bureau of Economic Research (NBER)

• Food and Agriculture Organization (FAO)

• Centre for Economic Policy Research (CEPR)

• United Nations Conference on Trade and Development (UNCTAD)

BLOGS

• CEPR's Policy Portal (voxeu.org)

• IMFBlog

• VOXDEV

• World Bank Blogs

• Francis Diebold's No Hesitation Blog