crisis1 <- loadCrisisDB()
crisis2 <- alternativeCrisisDB()
alt <- getAltmanZscore()
pd <- getAggregatedBankscopePDs()
macro <- createQueriedMacroDataset(test = FALSE)
rating <- getSPRatings()
cds <- getBloombergSovCDS()
spread <- getSovBondSpreads()
macro %>>% save(file = './inst/extdata/rdata/macro-data.RData')
macro.l <- attributes(macro)$lookup[, list(name = varcode,
label = label)]
oecd.debt <- fread('../SDMXWrappers/inst/extdata/OECD/GOV_DEBT/DATATABLE.csv')
oecd.bank <- fread('../SDMXWrappers/inst/extdata/OECD/BPF1/DATATABLE.csv')
oecd.rev <- fread('../SDMXWrappers/inst/extdata/OECD/REV/DATATABLE.csv')
oecd.revla <- fread('../SDMXWrappers/inst/extdata/OECD/RSLACT/DATATABLE.csv')
oecd.nacc <- fread('../SDMXWrappers/inst/extdata/OECD/NAAG/DATATABLE.csv')
oecd.govt <- fread('../SDMXWrappers/inst/extdata/OECD/SNA_TABLE12/DATATABLE.csv')
oecd.debt.l <- fread('../SDMXWrappers/inst/extdata/OECD/GOV_DEBT/LOOKUPTABLE.csv')
oecd.bank.l <- fread('../SDMXWrappers/inst/extdata/OECD/BPF1/LOOKUPTABLE.csv')
oecd.rev.l <- fread('../SDMXWrappers/inst/extdata/OECD/REV/LOOKUPTABLE.csv')
oecd.revla.l <- fread('../SDMXWrappers/inst/extdata/OECD/RSLACT/LOOKUPTABLE.csv')
oecd.nacc.l <- fread('../SDMXWrappers/inst/extdata/OECD/NAAG/LOOKUPTABLE.csv')
oecd.govt.l <- fread('../SDMXWrappers/inst/extdata/OECD/SNA_TABLE12/LOOKUPTABLE.csv')
lookup.l <-
list(oecd.debt.l,
oecd.bank.l,
oecd.rev.l,
oecd.revla.l,
oecd.nacc.l,
oecd.govt.l) %>>%
list.map(. %>>%
(df ~ df[, list(name = IDnew,
label = LABEL)])) %>>%
rbindlist
lookup <- rbindlist(list(macro.l, lookup.l))
dt <-
list(
rating,
spread,
cds,
crisis1,
crisis2,
alt,
pd,
macro,
oecd.debt,
oecd.bank,
oecd.rev,
oecd.revla,
oecd.nacc,
oecd.govt
) %>>% joinDatasetList()
## Propagate ratings forward
modCols <- c('rating','ratingnum')
dt[
, paste(modCols) := lapply(.SD, na.locf, na.rm = FALSE)
, by = "iso3"
, .SDcols = modCols]
convertToStata(
data = dt,
lookup = lookup,
nameCol = "name",
labelCol = "label"
)
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