Analyzed the impact of sovereign credit ratings on FDI and FPI across 8 emerging economies (2000–2024) using panel data econometrics. Applied fixed effects regression, incorporated CDS spreads as a market-based risk measure, and evaluated how sovereign creditworthiness influences foreign capital inflows and investor behavior.

An econometric analysis of the USD/GBP exchange rate using a Vector Error Correction Model (VECM). The study applies ADF unit root tests, Johansen cointegration, VAR lag selection, Wald causality tests, diagnostic analysis, and forecast evaluation to examine long-run equilibrium, short-run dynamics, and exchange rate predictability.

Excel-based regression analysis of macroeconomic indicators to study their relationship with India’s GDP growth

End-to-End quantitative (Python) decision support system for optimizing economic resilience against disasters. Implements updated MRIA model using multi-regional supply-use tables, three-step optimization algorithm, and comprehensive impact assessment to identify vulnerabilities from production concentration and logistical constraints.

End-to-End Python implementation of the research methodology, from "Geometric Dynamics of Consumer Credit Cycles", by Sudjianto & Setiawan (2025). Implements Clifford Algebra embeddings and Linear Attention for explanatory macroeconomic analysis; i.e. economic regime analysis.

Macroeconomic analytics pipeline analysing 10 economies across 24 years and S&P 500 sector performance, delivering a country economic scorecard and sector rotation framework with 5 strategic investment recommendations.