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econometric-analysis

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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.

  • Updated Jul 2, 2021
  • Jupyter Notebook

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

  • Updated Aug 16, 2022
  • Jupyter Notebook

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 Université Grenoble Alpes (UGA). The Ph.D. was completed in Economics at the Centre for Research in Economics in Grenoble (CREG).

  • Updated Jun 15, 2026
  • HTML

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