Even when every dataset is nicely formatted and documented it can be time consuming to merge two or more datasets when, for example, they use different identifiers for countries.
Giulia Catini, Ugo Panizza and Carol Saade have started a Macro Data 4 Stata repository which collects and creates common identifiers for the Penn World Tables, Barro and Lee's Educational data, the World Bank's Development Indicators and about 20 other datasets commonly used in macroeconomics. Any dataset in the repository can be merged with any other with just a couple of standard commands.
Check it out and please do add your own data!
The kountry command in stata is supposed to be very helpful for this as well: http://ideas.repec.org/c/boc/bocode/s453301.html
Thanks! I haven’t done much stata work recently but way back when I spent a fair amount of time figuring out how to handle this. kountry definitely helped too but sounds like this is even better.
check out the command -kountry- (ssc install). possibly more useful and thorough.
R users can also try this package: http://cran.r-project.org/web/packages/countrycode/index.html
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