Experienced in macroeconomic time series analysis, econometric modeling, and statistical research using R and Python. Skilled in building and interpreting ARDL (Autoregressive Distributed Lag) models, conducting structural break analysis, stationarity testing, and forecasting using quarterly and longitudinal datasets. Proficient in applying advanced statistical techniques such as Bai-Perron tests, QLR statistics, OLS-CUSUM analysis, and Zivot-Andrews unit root testing. Strong background in data cleaning, visualization, econometric interpretation, and delivering actionable insights for academic, financial, and research-oriented projects. Familiar with RStudio, Python, Excel, SQL, and data visualization tools.