Computation lab

Stata and R code to replicate the analysis of the Hodrick-Prescott (HP) Filter, Hamilton Filter, and Growth Rates for macroeconomic time series.

Money, Capital and Exchange Rate Fluctuations

Course project designed as TA for Linear Algebra, utilizing Markov Chains to model economic dynamics.

This study examines the applicability of the Austrian Business Cycle Theory (ABCT) to the Brazilian context between 2004 and 2024 using VARX modeling.

End-to-End Python implementation of Markov-Switching VAR framework for detecting endogenous financial fragility. Replicates Delli Gatti et al.'s (2025) methodology using EM algorithm, Hamilton filtering, and HP spectral decomposition to empirically test Minsky's Financial Instability Hypothesis in macroeconomic data.

Code for solving quantitative models in economics

Personal macroeconomic and market regime research/reports analyzing U.S. economic data, financial markets, and cross-asset relationships using primary economic releases and market data.

This project uses large Canadian monthly macro data to examine COVID-19 shocks on the GDP of various sectors in the economy from January 1981 to some of Q4 2021. It visualizes trends, calculates the annualize and year-over-year growth rates, and comments on the impact of COVID-19.