Econometric Model Development for Sovereign Credit Ratings

Job ID: 38733259

Budget: €250 – €750 EUR

I'm seeking a skilled econometrician to assist with developing a model to assess the impact of various determinants on sovereign credit ratings.

Your tasks will include:
1. Research Approach: Providing a detailed explanation of the overall research approach before specifying the model, with a focus on data collection from Moody's and other credit rating agencies. You will identify the key variables to be analyzed, including GDP, the inflation rate and the debt-to-GDP ratio.
2. Empirical Analysis: After identifying the econometric model, you will conduct an analysis using linear regression to explain how different determinants affect sovereign credit ratings.
3. Inclusion of a New Determinant: The model should incorporate a new specification or determinant for further analysis.

Ideal candidates will have:
- Extensive experience in econometric modeling
- Proficiency in linear regression
- Strong understanding of economic variables and their potential impact on credit ratings.