"Exploring the financial forces that shape global economic cycles" 

I am Yacouba Ouattara, Ph.D. Candidate in Economics at the Sherbrooke University, specializing in International Macroeconomics. 

My research interests span International Macroeconomics, Business-Cycle Skewness, Macroprudential Regulation, Financial Crises, Financial Regulation, Sovereign Debt, Fiscal Policy, and advanced techniques in Economic Forecasting.

Currently, my work focuses on :

- the transmission and amplification mechanisms of financial shocks to the real economy,

- the role of shifting sources of financial shocks in business-cycle skewness, and

- the design and effectiveness of macroprudential policies in mitigating systemic risks. 

Research Tools and Econometric Models 

In my research, I rely on a combination of advanced software environments and methodological frameworks:

Software tools:

- Matlab (with Dynare) for solving and estimating DSGE models,

- Python for data analysis, visualization, and econometric forecasting,

- Stata and EViews for standard econometric estimations (time-series, panel data) and robustness checks,

- R for advanced statistical methods and forecasting applications.

Methodological approaches and models:

- DSGE models for capturing structural macroeconomic dynamics,

- Bayesian estimation methods for parameter inference and structural identification,

- VAR and SVAR models to analyze dynamic interactions and structural shocks,

- Econometric forecasting models (ARIMA, AR, ARCH-GARCH and extensions) for volatility modeling and predictive analysis of macro-financial series.

This methodological toolkit allows me to examine economic cycles and financial imbalances through a dual perspective: structural (via DSGE and SVAR models) and empirical/predictive (via econometric forecasting techniques). 

📧 Contact :
yacouba.ouattara@usherbrooke.ca | yacoubaaouattara@gmail.com
📍 Sherbrooke, Québec, Canada