The website I find most useful when it comes to looking up for authors, journal articles, working papers, books, softwares and codes, while doing research in economics is: http://ideas.repec.org/. You can find my profile at IDEAS too. I also look up www.jstor.org, www.nber.org, the working and occasional papers of the European Central Bank, discussion papers of CGBCR, the publication sections of the IMF, the World Bank and the Bank of Canada, and, more recently, the working papers of Economic Research Southern Africa (ERSA) for research ideas.
When it comes to Dynamic General Equilibrium Modeling, the place to visit is: http://dge.repec.org/. Also look up: http://www.dsge.net/ for some fantastic resources.
For loads of resources concerning Macroeconomic Policy in closed and open economic environments, visit: http://www2.bc.edu/~ghironi/monesyll.html, maintained by Fabio Ghironi.
For current research on Interest Rate Rules/ Inflation Targeting try out the following link: http://www.stanford.edu/~johntayl/PolRulLink.htm maintained by John B. Taylor.
As far as Time Series Econometrics is concerned, well there is no one better than James D. Hamilton. I have, however, also found the webpage of Walter Enders very helpful. For a great toolbox on Spatial Econometrics, in MATLAB, developed by James P. LeSage, look into: http://www.spatial-econometrics.com/
I have also found the following free softwares very helpful:
Structural VAR (by Anders Warne) and EasyRegInternational (by Herman J. Bierens).
If you are intending to work in Panel Data Econometrics, you would probably want to keep track of what Badi H. Baltagi, M. Hashem Pesaran and Jeffrey M. Wooldridge, are doing.
Recently, I have started working on application of Bayesian techniques to DSGE Models. In this regard, I found the webpages of the following four economists very helpful: Marco Del Negro, David N DeJong, M. Beth Ingram, Frank Schorfheide and Charles H. Whiteman.
For those of you interested in research on the finance-growth nexus (and lots more) look into Ross Levine's research page. (Datasets to his papers are available as well.)
For data sources, I generally use the IMF-International Financial Statistics and World Bank– World Development Indicators CD-Roms and the OECD countries database. I have at times obtained data from the website of Reserve Bank of India, especially when working on India and also from the Federal Reserve Bank of St. Louis and the NBER. Recently, I have also started using the website of the Reserve Bank of South Africa for data relating to South Africa.
The softwares I rely on for computation purposes are E-Views, GAUSS, GAMS, Mathematica, MATLAB, R, RATS, SAS, SHAZAM and SPSS.
I use LaTeX to typeset my documents. Believe me, once you start using it, you will never use anything else. To know more about LaTeX visit: www.miktex.org and www.winedt.com (WinEdt) or www.texniccenter.org (TeXnic) or www.winshell.de (WinShell). Unlike, WinEdt, TeXnic and Winshell are free window editors and are pretty stable as well. Visit www.ctan.org for all the help you need associated with LaTeX.
I found the weblink "List of Economic Journals on the Web" really helpful in deciding where to send my papers for publication. You can also check the ones indexed in Econlit, Thomson Social Sciences Citation Index and IBSS.
Economists I look up to:
The following are links to web pages of economists, I admire the most and derive my inspirations form:
Essential Text Books (Visit www.bookfinder.com, for alternate price quotations)
I found the following books very helpful:
Advanced Macroeconomics (David Romer)
An Introduction to Modern Bayesian Econometrics (Tony Lancaster)
Applied Econometric Time Series (Walter Enders)
Bayesian Econometrics (Gary Koop)
Business Cycle Theory (Finn E. Kydland)
Economic Growth (Robert J. Barro and Xavier Sala-i-Martin)
Econometric Analysis (William Greene)
Econometric Analysis of Cross Section and Panel Data (Jeffrey Wooldridge)
Econometric Analysis of Panel Data (Badi H. Baltagi)
Foundations of International Macroeconomics (Maurice Obstfeld and Kenneth S. Rogoff)
Forecasting in the Presence of Structural Breaks and Model Uncertainty (David E. Rapach and Mark E. Wohar)
Frontiers of Business Cycle Research (Thomas F. Cooley)
Handbook of Economic Forecasting (Graham Elliott, Clive W.J. Granger and Allan Timmermann)
Interest and Prices: Foundations of a Theory of Monetary Policy (Michael Woodford)
Introduction to Modern Economic Growth (Daron Acemoglu)
Lectures on Macroeconomics (Olivier J Blanchard and Stanley Fischer)
Macroeconomics (Robert J. Barro, Stephen Williamson)
Macroeconomic Policy, Credibility and Politics (Torsten Persson and Guido Tabellini)
Methods for Applied Macroeconomic Research (Fabio Canova)
Models of Business Cycles (Robert E. Lucas)
Modern Business Cycle Theory (Robert J. Barro)
Money Expectations and Business Cycles (Robert J. Barro)
Monetary Economics: Theory and Policy (Bennett T. McCallum)
Monetary and Fiscal Policy, Volume 2: Politics (Torsten Persson and Guido Tabellini)
Monetary Theory and Policy (Carl E. Walsh)
Non-Linear Time Series Models in Empirical Finance (Philip Hans Franses and Dick van Dijk)
Nonparametric Econometrics: Theory and Practice (Qi Li and Jeffrey S. Racine)
Optimization and Chaos (Mukul Majumdar, Tapan Mitra and Kazuo Nishimura)
Political Cycles and the Macroeconomy (Alberto Alesina, Nouriel Roubini and Gerald D. Cohen)
Political Economics: Explaining Economic Policy (Torsten Persson and Guido Tabellini)
Political Economy in Macroeconomics (Allan Drazen)
Recursive Macroeconomic Theory (Lars Ljungqvist and Thomas Sargent)
Recursive Methods in Economic Dynamics (Robert E. Lucas, Nancy Stokey and Ed Prescott)
Structural Macroeconometrics (David N DeJong and Chetan Dave)
Studies in Business Cycle Theory (Robert E. Lucas)
The Macroeconomics of Self-Fulfilling Prophecies (Roger Farmer)
Time Series Analysis (James D. Hamilton)
Contact Details:
Room 2-04, Tukkiewerf Building, Department of Economics,
University of Pretoria,
Pretoria 0002, South Africa.
Tel: +27 12 420 3460, E-mail: Rangan dot Gupta () up () ac () za.