• Auto req ID 224BR
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Job Description

KAPSARC is looking for a creative and experienced Research Fellow for the Energy and Macroeconomics Program. The selected candidate must have experience with build models of energy markets (oil, coal, natural gas, electricity), multi-sector energy models, or CGE models; specializes in mathematical modeling and has strong experience in operational research applied to economics



Required qualifications

  • Master’s or Ph.D. in economics, econometrics and other relevant fields.
  • Experience in macroeconomic (fiscal, monetary) and/or energy modeling is highly desirable.
  • Publications in respected peer review journals are highly desirable.
  • Experienced in statistical platforms and software: EViews, Stata, or SAP.
  • Strong communication skills.
  • Strong analytical skills.
  • Fluency in English.

Justification

  • The applied econometrician will work directly with the modeling team on various aspects of the macroeconometric model, including but not limited to:
  • Conduct Box–Jenkins type modeling type data analysis;
  • Stationarity (Unit Root) analysis using different tests, such as Augmented Dickey Fuller, Dickey Fuller GLS, Kwiatkowski-Phillips-Schmidt-Shin; structural break version of the tests is desirable;
  • Cointegration and error-correction analysis employing residual-based, single-equation-based and system-based approaches.
  • Conduct causality and impulse-response analysis using Vector Autoregressive models.
    Additionally, performing in sample and out of sample forecasting, working with forecast statistics. Moreover, the candidate will be able to run macroeconometric models for policy scenario analysis. Furthermore, the candidate must be able to leverage his/her knowledge on economic theory in modeling, interpretation, and evaluation of the results.

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