Importing publicly available datasets into statistical software is often tedious and time consuming: the original dataset needs to be converted from its original format; longitudinal datasets need to be reorganized in a form suitable for analyzing panel data; and datasets from different sources need to be carefully merged. This last step is particularly time consuming because country codes and names tend to vary across datasets. Macro Data 4 Stata addresses these issues by homogenizing several commonly used macroeconomic datasets and importing them into Stata.
The AAA codes dataset is particularly useful for selecting subgroups of countries and merging the datasets already coded in Macro Data 4 Stata with other datasets. AAA Codes contains different ways to write country names, country groups (regional and income classifications), and IFS codes. Users should be careful and avoid running regressions or computing statistics using all the observations. Some datasets include observations that represent a group of countries, these observations need to be dropped when one wants to conduct country-level analyses.
If you find these datasets useful, please quote us as:
Catini, Giulia, Ugo Panizza and Carol Saade (2010), “Macro Data 4 Stata”
Compatibility with older versions of Stata: All datasets were created using Stata 10 and Stata 11. Therefore, they cannot be loaded into older versions of Stata (it is necessary to first open them in Stata 10 or Stata 10 and then save them by using the saveold command).
Last update: 6 October 2011
* The variable WB_gb in the AAA codes dataset identifies observations that report aggregate data for specific country groups (such as Latin America, South Asia, Low Income countries, etc). These observations (coded as Group) should be dropped from the sample when performing country-level analyses. To do this, just merge your dataset with AAA codes and then type: drop if WB_gb=="Group"