Research and Policy Analysis

We wil lhelp design your policy evaluation framework or carry out an evaluation of implemented policies?

We provide identificaiton strategies to isolate the causal effect and estimate it in the most efficient way.

We always do "red team" sensitivity analysis, with careful placebo tests, robustness and placebo analysis. If we don't know, we will tell you we don't know.

We have experience with building economic models for our central banks, hedge funds, and government agencies and ministries.

Semi-structural and structural projection and simulation models, multi-country models, and near-term forecasting machine learning models.

For nowcasting and near-term forcasting we use state-of-art econometric and machine learning techniques.

Integrated approach to valuation and pricing of key asset classes: equities, residential and commercial real estate, and fixed income.

Macro-financial models for valuation of equities and fixed income. Exploiting non-ergodicity, behavioral biases, and stochastic models. Thorough risk analysis.

Residential and commercial house prices analysis and valuation.