Bespoke written-research and reports covering:

 

Macro-econometrics: VAR, VECM and SEM among other models, cointegration analysis, structural break analysis, policy impact assessment (using reduced-form time-series techniques (no SVAR or DSGE)), and macroeconomic forecasting models.

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Financial Econometrics: ARCH, GARCH, TGARCH, EGARCH, and GARCH with dummy variables; volatility forecasting; ARDL and first-difference regression models among others to estimate the effects of macroeconomic variables on bond yields, stock returns, and exchange rates—all implemented in EViews without programming.

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Macro-Industrial Econometrics: Sector-macro linkages, industrial production modeling, capacity utilization analysis, and supply chain econometrics.

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Macro-Financial Econometrics: Banking-economy interactions, financial stability indicators, credit channel assessment.

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Note: We use only Eviews econometric software.