Over the years, the newsletter has collected and circulated many valuable resources for data, codes, and other useful tools and information. This page serves as a repository of all of these things, aiming to make them easily findable and accessible and thus improve research and researcher productivity. This page will be updated with both old and new resources. 

If you have suggestions for resources to include, please email them to InterconnectednessNewsletter@gmail.com.

Data

International Macro, Trade and Capital Flows

• Biden Tariff Analyzer

• Bilateral Trade in Services (BiTS) Database 

• Bilateral version of the Lane-Milesi-Ferretti External Wealth of Nations

• Chinn-Ito Index Update

• Dataset of international capital flows and stocks by sector (updated Dec 2023)

• EM sovereign bond data from “Overcoming the original sin: Insights from a new dataset”

• Foreign exchange intervention: A new database

• Global Capital Allocation Project: Big-data initiative in international macro and finance

• Global Currencies Database 

• Global Trade Alert (GTA)

• HBS Pricing Lab: Tariff tracker 

• IMF New Industrial Policy Observatory (NIPO)

• IMF PortWatch 

• Lecture videos, data and code from the Stanford Big-data initiative in international macro-finance

• Multinational Revenue, Employment, and Investment Database (MREID)

• NBER IFM Catalogue of Data Sources

• Positioning in GVCs: A new dataset available for global value chain analyses (VOXEU)

• The Budget Lab at Yale: State of U.S. Tariffs 

• The international tax institution (ITI) database

• Updating the External Wealth of Nations database to 2021

• WTO's own Trade Monitoring Database (TMDB)

Climate, Geopolitics and Digital Finance

• Banking sector crypto exposures BIS dashboard

• Big data vs. post-truth in finance (Andrew Chen, FRB)

• Daily data on crypto bans and policy statements on CBDCs

• Data on crypto trading and Bitcoin prices

• Data resources on climate finance

• Disarmament, demobilization and reintegration dataset 1980-2020

• Geopolitical distance data repository 

• Geopolitical fragmentation index 

• IMF Climate change indicators dashboard 

Monetary Policy and Central Banking

• A new dataset of high-frequency monetary policy shocks

• Chinese central bank swaps visualized here using data from Horn et al 2023 and data

• Constructing high-frequency monetary policy surprises from SOFR futures 

• Data on central bank governors

• Data on central bank independence from the paper “The political economy reforms in central bank design: Evidence from a new dataset” and related VOXEU column

• Dataset on the global network of liquidity lines 

• High-frequency monetary policy surprises FOMC

• Historical dataset with the target Federal Funds Rate (FFR) 1971 to present

• Monetary policy rate cycles and data appendix

• Monetary policy shock data from “Identifying monetary policy shocks: A natural language approach”

Banking and Credit

• Bank ownership around the world 1995-2020

• Data on bank deposit betas from Drechsler, Savov, and Schnabl (2021) 

• Zombie firms across the world 2000-2022 and data

• Global credit project (including data)

• Insights into credit loss rates (a global database)

• Interested in nonbank lending? Here is All Lending Club data

• Layline insider trading dataset

• Open source asset pricing data

• R-package to download publicly-available data on Brazilian banks and other regulated financial institutions

• Sovereign haircuts: 200 years of creditor losses 

• Two centuries of systemic bank runs

• United States National Bank Balance Sheets (1867-1904)

Fiscal Policy and Debt

• Africa debt database

• IMF Announcement level database from “Tracking economic and financial policies during Covid-19”

• Covid-19 financial response tracker

• IMF’s Global debt database

• New financial stress index (FSI) for 110 countries during 1967-2018

• Paycheck Protection Program (PPP) Augmented dataset

• Public finances in modern history dataset (IMF)

• The government patent register: Resource for measuring US government-funded patenting (WP)

• Tracking Economic and Financial Policies During COVID-19: An Announcement-Level Database

Macro Data and Economic Cycles

• A new dataset to study a century of innovation in Europe and the US

• BOE Macro Technical Papers series 

• CEMLA Growth at risk and financial conditions index

• Dataset on measures of US expected inflation before 1978 

• Federal Reserve Board Data (DDP)

• Long-run macroeconomic and financial data for 18 countries since 1870 

• Maddison Project Database 2023: economic growth and income levels 

• Oil price shocks in real time and data

• Real-time alternative measure of China's business cycle dynamics (real GDP growth)

• Repository of public datasets

• The Global Macro Database: A New International Macroeconomic Dataset and github

• Updated World Uncertainty Index (through Oct 2022)

Households, Inequality, Labor and Housing

• ECB Distributional wealth accounts (new statistics on the distribution of household wealth)

• FRB Minneapolis “Income distributions and dynamics in America” project

• Jobs of the World project database on labor market outcomes across countries and time

• Subnational Human Development Index (SHDI) 

• World Inequality Database

Microdata

• Access to microdata from the ECB and national central banks

• Accessing U.S. data for research just got easier -- New online portal streamlines requests for massive data sets at 16 federal agencies (link to the portal)

• Census-tract house price indices over 1990-2021

• Changes to the Call Report: agencies ask banks to report granular information on lending to NBFIs

• Data on geocoded Chinese bank branches, 1948-2016

• Data on the 25M Americans who signed up for student debt relief

• Database of presidential tweets

• Establishment-level census of manufactures (1850, 1860, 1870, 1880)

• Intuit Quickbooks small business index dashboard

• National database of childcare prices

• New Tenant Repeat Rent Index, A New Way of Measuring Housing Inflation

• Panel data of US voter registration linked to employers, industries, occupations, and metro areas

• US Homestead and Wildcard Bankruptcy Exemption Data

Code

Stata

• Empirical Guidance: Data Processing and Analysis with Applications in Stata, R, and Python 

• Heterogenous diff in diff in Stata 

• Stata command: Difference-in-Differences models using ETWFE

• Stata command: Estimate panel event studies and github

• Stata command: Event-Study Estimators and Variance Estimators

• Stata command: Fast Poisson Estimation with High-Dimensional Fixed Effects 

• Stata command: plot_confidently 

• Stata command: synthetic diff in diff estimation 

• Stata command: Two-Stage Cluster Bootstrap and Causal Cluster Variance

• Stata REGHDFE 10x faster 

• Stata tip: show variation over time and space using an animated map

• Stata tip: techniques for cleaning up scatterplots 

Matlab

• Alistair Dieppe & Björn van Roye: The BEAR toolbox 5.1 and github

• Ambrogio Cesa-Bianchi: VAR Toolbox 3.0 and github

• Averaging impulse responses using prediction pools and code

• Double Robustness of Local Projections and Some Unpleasant VARithmetic, online appendix, github, youtube

• Ferroni & Canova: Empirical macro toolbox (October 2025)

• Jan Linzenich & Baptiste Meunier: Nowcasting toolbox and github

• Macroeconomic Model Data Base (MMB): MMB release 3.3 

R & Python

• Andrew Heiss: Data visualization with R 

• Erinn Duprey R resources

• Brantly Callaway R resources

• Jesus Fernandez-Villaverde: Deep Learning for Solving Economic Models 

Different Programs

• Code and data from “The social signal” 

• Two way FE and DiD with heterogenous treatment effects: A survey

• What’s trending in diff in diff? A synthesis of the recent econometrics literature

 ML & AI

Machine Learning

• Economic surveillance using corporate text

• Lectures on Bayesian and Machine Learning Methods by Chris Walters

• Machine learning library for economics and finance and github

• Machine learning methods in finance: Recent applications and prospects

• Maximilian Kasy: Useful computational resources 

• Public datasets to work on data science and machine learning

• R ddml: Double/Debiased Machine Learning as proposed by Chernozhukov et al.(2018) 

• Recent methods in Causal Machine Learning 

AI and LLM

• As banks look to use generative AI, can they move quickly enough?

• Generative AI for economic research: Use cases and implications for economists

• Korinek: AI Agents for Economic Research 

• LLMs learn to collaborate and reason

• Sergio Correia on Unlocking economic data with LLM

 Courses

Macro modelling

• ECB macroeconometric models for forecasting and policy analysis

• Filippo Ferroni & Fabio Canova: A hitchhiker’s guide to empirical macro models and github

• Moll: Heterogeneous agent macroeconomics: eight lessons and a challenge

• Open-sourced central bank macroeconomic models and github

• The ESCB forecasting models: what are they and what are they good for?

• Thomas J. Sargent and John Stachurski: Dynamic Programming Volume I: Finite States 

• Youtube lectures on macro econometrics

Econometrics

• A crash course in good and bad controls

• A practical guide to shift-share instruments

• A practical introduction to RDDs  and extensions

• Causal inference (Stefan Wager, Stanford University)

• Causal inference teaching notes 

• Colin Cameron: Introduction to causal methods 

• Jeffrey Wooldridge: Econometric Analysis of Cross Section and Panel Data: datasets 

• Jonathan Roth’s DiD resources in R and Stata

• Lectures on econometrics for causal inference by Abadie, Walters and Joshway

• Pedro Sant’Anna lecture on diff-in-diff designs, youtube and slides

• Slides from PhD applied econometrics course (Borusyak)

• Slides on diff-in-diff: Basics, pretrends, and issues with staggered timing (Goldsmith-Pinkham)

• Stata resources: William N. Evans Graduate Econometrics II 

• Stata short course: Jeff Wooldridge’s slides and Stata files

• Stata training guide 

• Difference-in-Differences Estimators of Intertemporal Treatment Effects

• Difference-in-differences in the marketplace

• Difference-in-Differences Workshop at LSU, slides and code 

 Other Resources

• A statistical approach to identifying ECB monetary policy

• Bank of England Macro Technical Papers series

• Correia and Seay: Reproducible research in Stata: Managing dependencies and project files

• Diagrams in economics – Tikz cookbook

• Economics Literature Search - track empirical methods used over time

• Finding economic articles with data and Stata reproductions and search engine

• Golub: Refine - AI tool to help refine research papers

• How to curate data for reproducibility

• Jambro Beamer theme

• Journals with short paper options

• Latex code for writing responses to the referees

• Monetary policy shocks: Data or methods?

• Online mathematics editor matcha.io

• Open issues in credit report data and presentation

• Outlets for publishing review papers

• The Ipe extensible drawing editor

• When and where to submit a paper

• When are Google data useful for nowcast GDP?