The Federal Reserve Bank of Philadelphia
Research Scientist | 2016-2020
Causal Inference (Matching): Studied the effect of reducing federal funds rate on mortgage interest rates between US counties with the high market power of banks (treatment group) and the low ones (control group). Applied Propensity Score Matching to match the counties and quantify the causal effect.
The Wharton School of Business, University of Pennsylvania
Data Scientist | 2018
Studied the impact of fellowship amount on acceptance rates for MBA admitted applicants. Applied Regression Discontinuity (RD) Design to quantify the causal effect.
The Wharton School of Business, Finance Department, University of Pennsylvania
Graduate Research Assistant | 2016-2018
Provided expert research assistance for an academic paper* published in Journal of Finance, 2020. Cleaned and prepared complex panel surveys including longitudinal individual-level data. Estimated panel regression (fixed effect).
*Houses as ATMs: mortgage refinancing and macroeconomic uncertainty
The Central Bank of Iran
Quantitative Model Developer | 2010-2012
Forecasting Methods: Estimated forecasting models (Arima and Garch) for economic growth in Iran.
Sharif University of Technology, Economic Research Center
Research Analyst | 2010-2012