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SOFIA GKRITZALI

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SOFIA GKRITZALI

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RESEARCH PROJECTS OVERVIEW

Time Series Econometrics Projects Spring 2024

Analysis of NIKE, Inc. Stock Returns and Macroeconomic Factors: Regression Modeling and CAPM Assessment

Created regression models with CPI inflation and 6 other macroeconomic variables, assessed significance, computed excess returns and market risk premiums, programmed in R Studio with data spanning 2000-2023

Forecast of Greece's Real GDP: An ARIMA Model Analysis

Collected Data from FRED Website, build an ARIMA model after excluding the last two years of data, conducted a two-year ahead forecast and compared results with actual values

Bayesian Econometrics Research Projects Fall 2023

The Effects of Exports, Gross Fixed Capital Formulation, and Trade on the GDP per Capita of Developed Countries

Collected data across 114 countries from the World Bank Data Website and OECD National Accounts and adjusted/merged the data on Microsoft Excel and R studio
Insights were generated utilizing the Probit Estimation Model along with Direct, Indirect, and Total Effects Estimations in R studio, and authored a paper research in Microsoft Excel

The Effects of Worker's Compensation 1980 Kentucky Policy Change on Unemployment Benefits Duration Disparities and Its Differential Impact on High and Low-Income Workers

Applied Gibbs Sampler with non-informative priors to analyze high income earners’ impact on benefit duration pre- and post-policy change, used DID approach for policy assessment, programmed in R Studio, derived insights

Investigating Rationality in Housing Price Assessments: A Statistical Analysis

Utilized uniformative priors in R Studio to estimate regression models, examined the impact of assessed value increments on predicted prices, tested assessment validity, investigated effects of strong prior assumptions
Used predictions to assess potential buyer overpayment or underpayment, generated and documented results

The Impact of the 2005 Hurricane Season on United States Coastal House Prices: A Difference-in Differences Analysis

Collected data from FEMA and Census Bureau, utilized DID methodology and Bayesian regression, incorporated dummy variables, and conducted comprehensive regression analysis in R-Studio
Visualized posterior distributions with informative and non-informative prior for thorough results presentation

Spatial Econometrics Project Fall 2023

Impact of Socioeconomic Variables on Median Household Income in Tampa, FL.

Gathered variables from the Census, created additional variables, conducted OLS regression to estimate the influence of variables, evaluated multicollinearity, non-normality and heteroscedasticity tests, operated in GeoDa

Implemented a Spatial Lag Regression (SAR) model using rook-based contiguity matrix, plotted model residuals and presented findings through Moran Scatter Plot visualization, utilized GeoDa and authored results in Microsoft Word

Spatial Connectivity and Income Impact in Cincinnati Metropolitan Area

Developed a Queen-based spatial contiguity matrix (CincyW) for 14 Cincinnati metropolitan area counties
in Excel, then computed (incW) by multiplying CincyW with income vector (inc) using MMULT
Analyzed the spatial distribution of (IncW) and identified areas with highest impact, and correlation between income and spatially weighted income vectors using GeoDa