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g-arruda/README.md

Hello, I'm Gabriel Arruda

Ph.D. Student in Economics at UFSC

I am passionate about time series econometrics, with applications in macroeconomics and finance. Currently, I focus on deepening my knowledge in economic modeling, utilizing tools that optimize the analysis and forecasting of economic behavior. I’m currently working on book of time series.

Tools

  • R: Advanced expertise for analyses, econometric modeling, process automation, and web scraping.
  • Python: Currently learning to expand my data processing and automation capabilities.
  • Julia: Growing interest to enhance computational model performance.

Why GitHub?

I use GitHub as a space to organize my projects and apply version control with Git, which allows me to continuously track and improve my work. I strongly believe that knowledge should be free and public, contributing to the community and helping those in need of resources and references in the field.

Contribution and Collaboration

I am always open to collaborating on projects and initiatives involving:

  • Econometric
  • Macroeconomics
  • Finance
  • Process automation

Contact

Feel free to explore my repositories, and if you wish to collaborate or exchange ideas, please reach out through the channels I will provide in the future.

Thank you for visiting!

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  1. Structural_dynamic_factor Structural_dynamic_factor Public

    Structural Dynamic Factor is a repository focused on the development and analysis of structural dynamic factor models used in econometrics and time series analysis.

    R

  2. series-temporais series-temporais Public

    HTML

  3. unit_root unit_root Public

    These functions automate the process of checking for unit roots and transforming data to stationarity

    R

  4. seasonality seasonality Public

    This repository contains code written in R for analyzing and handling seasonality in data.

    R

  5. svensson_yield_curve svensson_yield_curve Public

    R

  6. toda-yamamoto toda-yamamoto Public

    R function to implement Toda-Yamamoto Causality Test

    R