Freelance Researcher - Empirical Trade and GVAR Modelling in Applied Macroeconomics
Job Purpose:
To support an applied macroeconomic research project by conducting a Global VAR (GVAR) empirical analysis, including trade share matrix construction, model estimation, and robustness testing based on methodologies like the referenced IRAN paper. The role also involves preparing theoretical and empirical sections in LaTeX and assisting with journal submission revisions.
Required Qualification:
Master's or Ph.D. in Economics, Econometrics, Development Economics, or related fields.
Strong background in international trade, macroeconomics, and panel/time-series econometrics.
Tools to be Familiar:
Proficiency in R for time-series modelling and Global VAR estimation.
Familiarity with GVAR frameworks, VAR/VECM models, and dynamic interlinkages in macroeconomic data.
Experience in building trade share matrices using databases like UN Comtrade, IMF DOTS, or World Bank WITS.
Ability to write and compile academic papers in LaTeX.
Strong analytical writing and documentation skills.
Required Experience
At least
2 years of experience
in empirical macroeconomic modeling or international economics research.
Prior experience with
multi-country datasets
,
panel VAR/GVAR
, or
forecasting models
is highly desirable.
Demonstrated experience in publishing or supporting submissions to peer-reviewed journals is a plus.
Deliverables
Trade share matrices and cleaned datasets (Excel/CSV).
Full GVAR model scripts and outputs (R/Stata).
Empirical report detailing results and diagnostics.
Draft and final LaTeX manuscripts.
Response letters and revised documents as needed during journal submission.
Construct valid
trade weight matrices (W)
for the Global VAR framework using trade volume or trade value data.