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ahmer-econ/README.md

Hi, I'm Ahmer Anwaar

BSc Economics undergraduate at COMSATS University Islamabad. I bridge macroeconomic theory with quantitative research, focusing on financial econometrics.

🛠 Technical Toolkit

  • Software: R | EViews | Excel | Python
  • Econometrics: Time-Series Analysis, GARCH/DCC Modeling, OLS/GLS, Cointegration, VAR, ARIMA
  • Interests: Global Financial Markets, Digital Asset Volatility, Macroeconomic Policy

🚀 Current Work

  • Undergraduate Thesis: Investigating volatility spillovers between global digital assets (Bitcoin) and domestic equity indices (KSE-100) using DCC-GARCH modeling.

📬 Let's Connect

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  1. comex-pmex-volatility-spillovers comex-pmex-volatility-spillovers Public

    DCC-GARCH analysis of volatility spillovers between COMEX and Pakistani precious metal markets (gold & silver), 2015–2024

    R

  2. ews-pakistan-currency-crises ews-pakistan-currency-crises Public

    Early Warning System for Pakistan currency crises using Probit/Logit models and KLR methodology. Monthly data 2006–2023. R.

    R

  3. pakistan-imf-local-projections pakistan-imf-local-projections Public

    Do IMF programmes work? Panel Local Projections estimating effects on Pakistan's GDP, inflation & current account | 1980–2023 | R

    R 1 1

  4. returns-to-education-iv returns-to-education-iv Public

    Returns to Education Using Instrumental Variables (2SLS) — Angrist & Krueger (1991) Quarter-of-Birth Replication | R

    R

  5. var-es-dashboard var-es-dashboard Public

    Interactive VaR and ES risk dashboard built with Python and Streamlit

    Python

  6. var-es-python var-es-python Public

    VaR and Expected Shortfall estimation for KSE-100 and COMEX Gold using Historical Simulation, Parametric, and GARCH-FHS methods with Kupiec and Christoffersen backtesting — implemented in Python.

    Python