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Nikoloz Z.
Tbilisi, Georgia
100% Job Success

Macroeconomist, Econometrician, Data Analyst

I can offer expertise in statistical modelling, namely: O(B)LS, AR(I)MA, (G)ARCH, ARDL, (S)VAR, VECM, GMM, MIDAS, (G)SEM, difference-in-difference, seemingly unrelated regressions, flexible least squares, extreme bounds analysis, instrumental variables, mediation analysis, Markov switching, static and dynamic panel models, Logit/Probit models, factor models, Bayesian models, state-space models, non-linear modelling, non-parametric estimation. I have experience in building models for both forecasting and inference. I have been working as a macroeconometrician for more than five years now, and have published research papers with extensive models such as the fiscal multiplier, fiscal stance and space, VAT gap, monetary policy effects on expectations, interest rate term structure. I hold an MA in economics from College of Europe, a top university in Belgium. I can also offer quantitative and qualitative research in economics, including research writing, empirical modelling and subsequent interpretation. I have worked with many types of challenging data, with all sorts of issues such as structural breaks, non-intuitive relationships, reversal of economic theory, missing data, etc., and have experience in solving the challenges. I work with time series, cross-sectional and panel data, and am most comfortable with Stata and Eviews, with relevant do-files/programs always included for future replication.
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Skills

  • Stata
  • Mathematical Modeling
  • Statistical Analysis
  • Quantitative Analysis
  • Linear Regression
  • Statistics

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