#Stefano Luca Salvigni Projects Portfolio

#Project 1:Advanced Econometrics Project

• This is a project that was developed for the Advanced Econometrics module of my BSC in Economics with econometrics
• It contains a Time Series analysis (Impact of TCU on Inflation Rate) and a Panel Data analysis (Causes of Maternal Mortality across countries)
• Tools: R and RMarkdown
• Data source:
• TIME SERIES->Database fetched directly from the Fred Website in the beginning of May 2022 (If you run this code now, results might be different from my interpretation as when you fetch data directly from the website you get an up-to-date version)
• PANEL DATA-> World Bank Data
• Techniques employed:
• TIME SERIES ANALYSIS-> models run both in levels and first differences, Unit Root tests (ADF,PP,KPSS), cointegration tests (Engle-Granger, Johansen), ARDL model and PSS bounds test, diagnosis tests (Shapiro-Wilk, Breusch-Godfrey, Jarque-Bera) and Impulse Response Functions, VAR and Granger-Causality test, Cholesky-Decomposition and IRFs, ARIMA
• PANEL DATA ANALYSIS-> random effects (RE) model, fixed effects (FE) model using the ‘within’ estimator, pooled OLS and test for poolability, Hausman test, fixed effects model with individual effects only time effects only and with two-way effects, diagnostic tests on the residuals of each model (white noise: auto-correlation and heteroskedasticity), instrumental variable (IV), 2SLS model, GMM model.
• Project PDF
• RMarkdown Script

#Project 2: Superstore Sales Dynamic Dashboard

• Dynamic Dashboard for Data Visualization using Excel
• The dataset used for the project was downloaded from a Kaggle Dataset
• A description of the dataset and relevant credits can be found here
• The dashboard itself is the result of my own work
• Dashboard

#Project 3: Financial modeling and analysis in Excel

• Excel practice workbook in financial modeling and analysis inspired by Corporate Finance Institute online course
• Formulas, functions, shortcuts, and best practices required for financial modeling and analysis in Excel
• Excel Workbook

#Project 4: Advanced Quantitative Economics Project

• Exploratory Data Analysis developed for a University Project using excel
• Project topic: Regional inequalities and determinants of spending by secondary schools in England
• Project Questions:

1. What is the extent of regional inequalities in expenditure by secondary schools?
2. What has been the recent evolution of total gross expenditure by secondary schools?
3. What are the determinants of secondary school expenditure?

• Dataset downloaded from the DfE
• Developed in Excel
• Techniques: Data Cleaning, Pivot Tables, Data Visualization, Regression Analysis
• Project PDF
• Project Excel Spreadsheet

#Project 5: Econometrics Project

• This paper explores the argument of reducing the gender wage gap to boost economic growth. The hypothesis is that reducing the gender wage gap would lead to increase the rate of GDP growth. Standard econometrics techniques are employed to determine the effects of a reduction in gender wage gap on GDP and obtain quantitative data to quantify the effects of the reduction in wage gap through an increase in average hourly wage rate of female workers. First, standard OLS estimates are obtained through the classic linear multiple regression model. After conducting test for autocorrelation, unit root test, and cointegration, a regression model in first differences and an autoregressive distributed lag model are produced to test the hypothesis. Each model confirms the hypothesis that reducing the gender wage gap would lead to an increase in GDP.
• Project PDF
• R Script