Data and Links

Collection of links for data, notes and code repositories

Jul 14, 2022

Self-computed data

Effective working days: On a joint paper with Rodrigo Wagner ("The Causal Effect of Public Holidays on Growth"), we created a global panel of effective working days by scraping information on public holidays and workweek days from timeanddate.com. The link above provides the resulting data as well as replication codes in Python.

Below a list of public data sources and some links to cleaning the data in STATA

Survey of Consumer Expectations: Rotating monthly panel of households started in June 2013 with information on expectations over inflation, government debt, growth, etc. Code for cleaning data (core module) in link
Consumer Expenditure Surveys: Data on expenditures, income, and demographic characteristics of consumers in the United States
Survey of Consumer Finances: Triennial basis household survey that offers a rich classification of households assets and liabilities. Code to clean raw data for the period 1998-2019 in the following link. Just requires to add a ‘raw’ folder with (.dta) files and run SCF/master.do.

CASEN: Chile’s main household survey. The survey is available on a bi(tri) annual basis for the period 1990-2020
Encuesta Financiera de Hogares. Chilean version of the SCF. Made by the Central Bank of Chile since 2007.
Unemployment Insurance Administrative Data (random sample): Data on workers affiliated to the unemployment insurance in Chile (2002 onwards). Information on taxable income, sector classification, employee’s identifier and county. Random samples are computed without replacement and thus can be merged to get up to 20% of the complete sample.
Central Bank’s Statistics Database: Aggregate data on output, inflation, unemployment, exchange rate, commodity prices and many other.