Welcome to ZAHRANOMICS Research Data and Computational Resources Portal. This platform provides a collection of original datasets, uncertainty indices, macroeconomic indicators, and computational tools developed to support empirical and quantitative research in monetary economics, international macroeconomics, and macro-finance.
The resources are organised into two main sections:
This section provides access to a collection of original macroeconomic, financial, and policy-related indicators developed as part of my research programme in monetary economics, international macroeconomics, and macro-finance.
The database contains a range of proprietary measures constructed using modern econometric and statistical techniques, including uncertainty measurement, productivity estimation, and monetary policy analysis. These series are designed to support academic research, policy evaluation, forecasting, and empirical macroeconomic analysis.
United States
US Treasury Financing Uncertainty Index
Egypt
JLN-Style Macroeconomic Uncertainty Index
Total Factor Productivity (TFP) Series
Monetary Policy Credibility Index
Central Bank of Egypt (CBE) Monetary Surprises
All series are documented and regularly updated to incorporate newly available information and methodological improvements.
Latest update: 2026:Q1
Researchers, students, policymakers, and practitioners are welcome to use these data for academic and non-commercial purposes, subject to appropriate citation and acknowledgement.
The Codes section provides a collection of MATLAB and Dynare programs developed for modern macroeconometric and DSGE-based research. The repository includes tools for impulse response analysis, structural identification, forecasting, time-varying parameter models, and dynamic stochastic general equilibrium models.
Available implementations include:
Local Projection (LP)
State-Dependent Local Projection
Local Projection Instrumental Variables (LP-IV)
TVP-VAR with Stochastic Volatility
Factor-Augmented TVP-VAR Models
Nonlinear New Keynesian Models
New Keynesian Models with Price and Wage Stickiness
Real Business Cycle (RBC) Models
These resources are intended for researchers, graduate students, and policy institutions working on empirical and theoretical macroeconomics.
