econometrics-model

Estimating oil price shock pass-through to Thai inflation using Local Projections

This repository contains the assignment of Macro-Econometric Forecasting by IMFx.

This is a project done in Stata, for an econometrics class. The goal of the project was to show how job retention was different in rural vs urban areas during the early stages of the Covid-19 pandemic.

A discrete choice model created for Rstudio

Repositorio académico para el cálculo del Índice de Pobreza Multidimensional (IPM) a partir del algoritmo oficial del DANE, incluyendo scripts en R y visualizaciones analíticas.

FastForecast is an R package that aims to provide a fast and accurate forecasting method for time series data.

Stock price forecasting pipeline using Yahoo Finance data, technical indicators (MA & RSI), and Random Forest Regressor.

A Coursera Guided Project Network with R

ECM time series analysis using Python to examine the short-run and long-run relationship between GDP and Retail Sales.

Infraestructura vial y transmisión de shocks macroeconómicos en Nicaragua: evidencia con nighttime lights (VIIRS) y datos municipales 2020-2025

R pipeline from my MSc Financial Risk Management thesis: turns ~90,000 World Values Survey responses into survey-weighted national risk profiles, merges them with Global Preference Survey and World Bank data, and tests whether national risk attitudes predict stock market volatility (OLS with HC3 SEs, bootstrap, out-of-sample replication).

Spatial panel data modeling analyzing the interaction of urban pollution and heat.

Research Paper written under the supervision of Dr. Kuehnert at UC Davis

Inflation is a key macroeconomic indicator that directly impacts economic stability, business operations, and financial decision-making. The goal in this project is to forecast future inflation rates and evaluate economic impact.

Rによる経済予測シミュレーション

Do files employed in my research

Fabiana's Programming Projects