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SSEconomics/README.md

Hi, I'm Stephen Snudden

Assistant Professor of Economics | Forecasting • Structural Modelling • Macroeconomics

I develop and maintain high-frequency, real-time datasets designed to eliminate look-ahead bias and improve forecasting accuracy. My goal is to bridge the gap between academic theory and practical application through open-source code and reproducible data.

💎 Featured Data Resources

High-frequency and real-time datasets for Econometrics and Machine Learning.

Key Advantage: End-of-month (EOM) and real-time vintage data eliminate temporal aggregation bias and look-ahead bias. Switching from monthly averages to EOM data can improve forecasting accuracy by up to 40%.

Dataset Scope Tech Highlights
Real-Time Daily & EOM EERs 160 Countries World's first real-time daily/EOM effective exchange rate dataset.
17 Primary Commodities Global Markets Mixed-frequency spot data & futures-based forecasts.
Real-Time Oil Vintages Monthly Vintages Real-time global crude oil production, activity, and inventories.
EOM Backcasted Oil Prices Since 1973 WTI/Brent EOM spot prices. Optimized for Random Walk testing.

🎓 Economics Time-Series Masterclass (R & Stata)

Level up your data analysis from "Zero to Hero."

What You Will Master (The 5 Tutorials):

  1. Automated Import & Cleaning: Stop wasting time on manual data formatting.
  2. Debug Like a Pro: Identifying AI "slop" and structural errors.
  3. Core Skills: Graphing, priors, and predictive modeling.
  4. Monte Carlo: Using simulations to verify your results.
  5. The "Copy-Paste" Intervention: Full automation of result reporting.

🛠️ Other Tools & Guides

🔗 Connect

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  1. stata-economics-masterclass stata-economics-masterclass Public

    The introduction to Stata I wish I had. A masterclass on professional, reproducible workflows for economists: cleaning, debugging, simulations, and automated exporting.

    Stata 3

  2. backcasted-crude-oil-prices backcasted-crude-oil-prices Public

    Monthly average and end-of-month spot prices for Brent and WTI, backcasted to 1973. Updated monthly on the last day at 11:59 pm EST.

  3. commodity-spot-and-futures-data commodity-spot-and-futures-data Public

    End-of-month, monthly average, and mixed-frequency spot prices, and futures forecasts for 17 primary commodities. Accompanies LCERPA Working Paper 2024-3.

  4. real-time-daily-eers real-time-daily-eers Public

    Real-time vintages of daily, end-of-month, and monthly average effective exchange rates (EERs). Accompanies RBA RDP 2025-09.