UG Honors Thesis, ECON 4800

Spring - Fall, 2025

Topic : Geopolitical Risk Index and Global Commdities, an Empirical Study.

Research interest: Geopolitical Risks, Macroeconometrics, Commodity Prices, Empirical Monetary Economics

Supervisor: Professor Byoungchan LEE. (Feb - Dec, 2025)

December 18, 2025: Thesis submitted.

December 1, 2025: Final Presentation Slides Uploaded.

May 2025: ECON 3800 research proposal completed.

Resource Hub: Below are the codes I referenced in my thesis, I fully appreciate their generousity to publicize these amazing works.

A great R code for plotting structural vector autoregression: here.
Professor Byoungchan Lee's ADL Code: here.
- Baek, C., & Lee, B. (2022) "A Guide to Autoregressive Distributed Lag Models for Impulse Response Estimations,". Oxford Bulletin of Economics and Statistics 84(5), 1101-1122.
SVARX Estimation: here.
All geopolitical risks data can be found: here.

Cross-country GPR Correlation: 2010 Q1-2025 Q3

Cross-country GPR Correlation: 1985 Q1-2025 Q3

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