glegisi
Proactive professional with hands-on experience in assessing financial stability risks, implementing macroprudential instruments and conducting policy research.
Saint Petersburg, Florida
Pinned Repositories
ETSmodel
I implement a ETS (ANN) and ETS (AAA) model, followed by a Simple Exponential Smoothing, Holt and Holt-Winters model. In conclusion I compare the results and recommend the best alternative.
PhillipsCurve.R
A modified Philips Curve to estimate U.S. inflation at risk using R programming. The data is imported from FRED using API.
TaylorRule.R
I prepared a modified version of the Taylor Rule to measure inflation at risk for the U.S. economy using R programming.
glegisi's Repositories
glegisi/ETSmodel
I implement a ETS (ANN) and ETS (AAA) model, followed by a Simple Exponential Smoothing, Holt and Holt-Winters model. In conclusion I compare the results and recommend the best alternative.
glegisi/PhillipsCurve.R
A modified Philips Curve to estimate U.S. inflation at risk using R programming. The data is imported from FRED using API.
glegisi/TaylorRule.R
I prepared a modified version of the Taylor Rule to measure inflation at risk for the U.S. economy using R programming.