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  • Riga, LV / Milan, IT

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ajnikitins/README.md

Artūrs Jānis Ņikitins

MSc Economic and Social Sciences Student @ Bocconi | Former Senior Economist @ Latvijas Banka

I am interested in empirical macro-finance and applied macroeconomics, with a focus on monetary policy transmission, banking, forecasting and granular financial data.

Research

Selected projects

  • Macroeconomic forecasting – forecasting of Australian GDP growth using AR, VAR, ARDL, ARMA and ARMAX models.
  • State-space modelling – HMMs and dynamic linear models with Kalman filtering/smoothing, spatial covariance modelling and forecasting.
  • BSc thesis – large-scale empirical project combining transaction, conflict, news and social-media data with NLP/transformer classification and econometric analysis.
  • r.loaders – R utilities for retrieving and caching ECB Data Portal data and connecting programmatically to SQL Server.
  • r.autopres – R/Python tools for automating data-driven PowerPoint presentations from existing templates.

Tools

  • Research: R, Python, SQL, Stata, LaTeX
  • Data & development: SQL Server, MongoDB, Git, Docker
  • Other: JavaScript/TypeScript

Pinned Loading

  1. bsc-thesis bsc-thesis Public

    BSc thesis using text-as-data, transformer-based NLP and econometric analysis of donations to Ukraine

    R

  2. australia-forecasting australia-forecasting Public

    Econometric forecasting of Australian GDP growth using AR, VAR, ARDL and ARMA/ARMAX models

    R 1

  3. temperature-state-space temperature-state-space Public

    State-space modelling and spatial temperature forecasting using HMMs, DLMs and Kalman filtering

    R

  4. r.loaders r.loaders Public

    R utilities for retrieving and caching ECB Data Portal data and connecting to SQL Server

    R

  5. r.autopres r.autopres Public

    R/Python tools for automating data-driven PowerPoint presentations from existing templates

    R