Fernando C. Barbi
My current research areas are Blockchain economics and Macro-Finance. I use Econometric and Machine Learning models to predict key economic and finance indicators (GDP, inflation, and prices or “Stochastic Discount Factors”).
My Doctorate is from the São Paulo School of Economics (FGV) where I studied Monetary Policy, Asset Pricing and Financial Risk Management.
My primary contact is fcbarbi AT gmail DOT com
ARDL is a R package to estimate Auto-Regressive Distributed Lag models. I am using this in Macroeconomic models.
Ip2as is a Pyhon 2.7 package to analyze ipv4 traffic and classify it according to their origin network, as indicated by their ASN (Autonomous System Number). This is networking engineering stuff from a previous life.
“Does FDI matter for Sustainable Growth in Sub Saharan Africa ? Evidence from a Heterogeneous Panel” (2016)
“Bayesian Forecasting of Interest Rates: Do Priors Matter?” (2014)