Repositório com algumas funções de econometria em Python

An econometrics vector autoregression model (VAR) for analysis of multivariate time series of macroeconomics phenomena. Python Jupyter notebook based model is presented here although other packages like R statistical programming language with R Studio could also be used.

Multivariate time series Vector Autoregression Model (VAR) on real world GDP and DPI (and some other indexes). Bayesian Structured Time Series (BSTS).

Mobile App Solution for Portfolio Analytics and Investment Management

Analysis of income inequality and pollution (water and air) in India.

En este repositorio encontrará el desarrollo de un proyecto para realizar la predicción del euro y el dólar respecto al peso colombiano y el bitcoin con respecto al dólar estadunidense, mediante la aplicación de series temporales y redes neuronales

Notebooks for a short course on urban econometrics, also covering causal inference methods such as experiments, matching, difference in difference, instrumental variables, etc.

Files to reproduce my Ph.D. thesis, entitled "Carry trade effects in developed and developing countries: the cases of Switzerland and Brazil". This thesis was defended on February 15, 2022 at the Univ. Grenoble Alpes (UGA). I finished the Ph.D. programme in Economis in the Centre for Research in Economics in Grenoble (CREG), which is linked to t…

Contains R scripts and markdowns documenting my learning journey on econometrics and portfolio optimization. Looking to include machine learning in the future.

Análise da série histórica Dados Históricos Petrobras Ações Ordinárias - PETR3_SA 2020-10-07 00:00:00 até 2023-10-06 00:00:00

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

Our group intended to do a state-wise analysis over the course of 6 years (2010-2015) to analyze the performance of Indian states and Union Territories post the implementation of the Right to Education Act of 2009, which came into force in 2010. The variables with respect to which we’ll be checking the performance of the states are- 1) No. of sc…

Coding projects I have worked on, in R and Python. Predominantly includes utilizing code to recreate the Black Sholes Model, Greek Option calculator, Stochastic Process and Brownian Motion and other data science applications for finance. Python was also used primarily for machine learning applications in finance, using various functions from skl…

Stardew Valley earnings by different crop type calculator

2SLS IV regression with Python

An Econometric Analysis of North Carolina Crime Data from 1987

Data and Methodology for Synthetic Control and DiD Estimation of Gun Law Mortality Research

Data about 5,634 married women (out of which 3,286 are reported being in the labor force) is taken from the Wooldridge Current Population Survey (CPS91) Database for Wage/Income analysis. There are 24 variables that give information about married women, their husbands, their demographics, if they belong to any unions, or are a part of labor forc…

Proyecto sobre la volatilidad de las criptomonedas con Econometría.