gmd: The Global Macro Database Stata Command

gmd is a Stata command that provides direct access to the Global Macro Database (GMD), the world's most comprehensive source of macroeconomic statistics.

The GMD represents the largest macroeconomic database harmonizing and integrating more than 100 historical and modern sources into a single, consistent dataset. The gmd command allows you to download the latest version of the data, access historical vintages for reproducibility, and even retrieve the underlying cleaned raw data from more than 100 providers.

Installation

You can install the package directly from SSC (once available) or from this repository.

To install from SSC:

ssc install gmd, replace

To install the latest version from GitHub:

net install gmd, from("https://raw.githubusercontent.com/KMueller-Lab/Global-Macro-Database-Stata/main/stata") replace

Note: This command requires the missings package (ssc install missings).

Usage

The basic syntax is:

gmd [varlist] [, options]

Simply typing gmd loads the most recent version of the complete dataset.

Options

Option	Description
version(YYYY_MM)	Load a specific version of the database (e.g., 2025_03) for reproducibility. current shows the loaded version. version(list) lists all available versions.
country(ISO3)	Filter data for specific countries (e.g., USA, GBR). country(list) lists available codes.
vars(list)	List all available variables with definitions and units.
sources(name)	Load cleaned raw data for a specific source (e.g., IMF_IFS). sources(list) lists available sources.
raw	Load all raw data sources for a single specified variable.
cite(key)	Generate BibTeX citations for a specific source.
print(type)	Display APA and Bibtex style citations for GMD or Stata command.
network(yes)	Bypass internet check and force connection.

Examples

1. Load the latest full dataset:

gmd

2. Load specific variables (e.g., Nominal GDP and Population):

gmd nGDP pop

3. Load data for a specific country (e.g., Singapore):

gmd, country(SGP)

4. Load a specific vintage (e.g., September 2025) for reproducibility:

gmd, version(2025_09)

5. Access raw data for a specific variable:

gmd nGDP, raw

6. Access data from a specific source (e.g., IMF World Economic Outlook):

gmd, sources(IMF_WEO)

Documentation

You can find the paper describing the package in detail in this repository.

You can find the Technical Appendix on the official website.

Please visit this repository to access the project source code.

Citation

When using the Global Macro Database, please cite the following NBER Working Paper:

Müller, K., Xu, C., Lehbib, M., & Chen, Z. (2025). The Global Macro Database: A New International Macroeconomic Dataset (NBER Working Paper No. 33714).

BibTeX:

@techreport{mueller2025global,
    title = {{The Global Macro Database: A New International Macroeconomic Dataset}},
    author = {Müller, Karsten and Xu, Chenzi and Lehbib, Mohamed and Chen, Ziliang},
    institution = {National Bureau of Economic Research},
    type = "Working Paper",
    series = "Working Paper Series",
    number = "33714",
    year = "2025",
    month = "April",
    doi = {10.3386/w33714},
    URL = "http://www.nber.org/papers/w33714",
}

If you use this Stata command, please additionally cite:

Lehbib, M. & Müller, K. (2025). gmd: The Easy Way to Access the World's Most Comprehensive Macroeconomic Database. Working Paper.

BibTeX:

@techreport{lehbib2025gmd,
    title = {{GMD: The Easy Way to Access the World's Most Comprehensive Macroeconomic Database}},
    author = {Mohamed Lehbib and Karsten M{\"u}ller},
    year = {2025},
    type = {Working Paper}
}

Authors

• Mohamed Lehbib (National University of Singapore) - lehbib@u.nus.edu
• Karsten Müller (National University of Singapore) - kmueller@nus.edu.sg - Website

License & Terms of Use

The data is available for non-commercial use only. By using this package, you agree to the terms of use outlined on the GMD website.

For license enquiries, please email kmueller@globalmacrodata.com.