Introduction
Throughout my time as a researcher, I have developed a workflow that has worked well for my own projects. I have learned from many bright individuals, from the NY Fed and at Kellogg, and so would like to share my workflow process with anyone interested. I think this is particularly useful for PhD students or RA's that are beginning to conduct empirical research.
This document provides tips for how to set up a research workflow, with examples from my project Bank Relationships and the Pricing of Loans (with Benjamin Marrow), with the entire code on Github. The reason I chose this project as a sample is that nearly all of the data is commercially available through WRDS, so any PhD student at an institution that subscribes can replicate nearly all of the analyses we conduct in the paper. The data not included is the debt and equity underwriting data from SDC . In addition, I cover relational databases and Git.
Tips For the Kellogg Linux Cluster
This document is primarily for Kellogg affiliates to show how to integrate the Kellogg Linux Cluster (KLC) into their workflow.
I have written up my reflections (along with some of Raul's) on the finance PhD job market.
Corresponding Files:
The following are files that correspond to the research workflow document above.