How can I merge my other data into the SWIID using country codes?

First, add whatever country codes are needed to the SWIID data: there are routines for both Stata (kountry; type findit kountry in Stata’s command window to install) and R (countrycode, on CRAN) to generate many commonly used country codes. Then follow the instructions for merging data into the SWIID found in the “Using the SWIID.pdf” file included in the data download.