programming

I have written several stata modules most of which basically fill in gaps in stata which I am missing in my own work. They can be found at RePEc.

Three of my stata modules stockquote, usd, and weeklyclaims query online data APIs and load data in stata ready to use. The module stockquote queries Yahoo’s finance API and returns time series of stockquotes, usd queries the Federal Reserve Board website and returns USD exchange rates and weeklyclaims queries the website of the US Dept of Labor and returns time series of initial jobless claims. weeklyclaims uses an intermediary data service at www.askitas.com.
I have invented and designed JoSuA a remote processing system which allows researchers to compute against data they cannot have access to. JoSuA is a tool used by data custodians whose task is to achieve two seemingly contradictory tasks: prevent the data from being accessed and allow empirical research with it.

JoSuA has a core which allows emails and http uploads to load computing jobs on the compute server, a user web interface which allows researchers to manage their JoSuA research projects and an operator web interface which allows a data custodian to manage all aspects of JoSuA.

Several people have helped with JoSuA along the way: G. Tassoukis has been operating and working with JoSuA for a long time, S. Helbing has written some of the early web interface in JoSuA1.0 and D. Schoepf is currently the person responsible for implementing code in JoSuA2.0 under my guidance.  JoSuA2.0 has come a long way adding features, elegance, ergonomics, flexibility and more.

Some of the features of JoSuA include:

  • Jobs, Projects or Users and combinations thereof may be run completely automatically: Jobs may be emailed or web uploaded and they will run and be released without any human intervention if desired/allowed.
  • Custodians may install filters for incoming jobs or outgoing results. They may be written in any programming desired.
  • There several quotes which allow tight control.
  • A well thought out security concept as well as design principles allow for user friendly but secure operation.
  • Output may include logs as well as graphics or datasets if desired.
  • Platform independent and non invasive.

A second active installation (still in test) except the one running at the IDSC of IZA on behalf of IZA and IQB is the instance at the IAB in Nuernberg.