Summary
Overview
Work History
Education
Skills
Timeline
Research And Professional Experience
Articles In Progress
Generic

MARCIO PEDRO

Macroeconomist
Pretoria / Johannesburg

Summary

Dynamic macroeconomist and PhD candidate at the University of the Witwatersrand, specializing in macroeconomic modeling, monetary policy analysis, and structural unemployment dynamics. Expertise in macroeconomic forecasting and econometric modeling with large datasets, complemented by advanced skills in policy simulation and NAIRU estimation using HP filter and State-Space/Kalman methods. Research aligns with central banking priorities, including inflation targeting, monetary transmission, and macro-financial stability. Committed to driving growth through innovative research initiatives and practical applications, backed by over five years of experience in the field.

Skilled Researcher enthusiastic about supporting advancements in macroeconomics. Passionate about increasing knowledge to drive growth and needed improvements. Ready to apply knowledge and more than 5 years of experience in research.

Experienced with comprehensive research methodologies, including qualitative and quantitative analysis. Utilizes advanced data collection techniques to uncover critical insights and support strategic decision-making. Strong understanding of statistical tools and research software to ensure accuracy and reliability of findings.

Skilled Researcher enthusiastic about supporting advancements in macroeconomics. Passionate about increasing knowledge to drive growth and needed improvements. Ready to apply knowledge and more than 5 years years of experience in research.

Overview

5
5
years of professional experience

Work History

Macroeconomic Researcher & Modelling Specialist

The Macro-Finance Analysis Group (MFAG)
01.2021 - Current
  • Develop and estimate macroeconometric models for forecasting inflation, unemployment, and output.
  • Construct Taylor-rule frameworks incorporating structural variables.
  • Perform counterfactual policy simulations.
  • Apply ARDL, cointegration, 2SLS, and State-Space (Kalman filter) techniques.
  • Build automated data/model pipelines using Python, R, and EViews.
  • Translate empirical findings into policy-relevant reports and presentations.
  • University of the Witwatersrand

Education

PhD - Economics

University of The Witwatersrand (Wits), School of Economics And Finance
Pretoria, South Africa
10-2021

Master’s Degree - Economics

University of Johannesburg
Johannesburg
02-2019

Skills

Econometrics & Modelling

ARDL

Cointegration

2SLS/IV

State-Space (Kalman)

Time-Series Forecasting

Policy Simulation

Python

Pandas

NumPy

Statsmodels

Scikit-learn

R

EViews

Stata

Large dataset processing

high-frequency data handling

workflow automation

ML-assisted forecasting

Strategic macroeconomic analysis

Managing complexity

Policy communication

Attention to detail

Innovation & problem-solving

Team collaboration

Timeline

Macroeconomic Researcher & Modelling Specialist

The Macro-Finance Analysis Group (MFAG)
01.2021 - Current

PhD - Economics

University of The Witwatersrand (Wits), School of Economics And Finance

Master’s Degree - Economics

University of Johannesburg

Research And Professional Experience

Macroeconomic Researcher & Modelling Specialist, The Macro-Finance Analysis Group (MFAG), University of the Witwatersrand, 2022-01-01, Present, Develop and estimate macroeconometric models for forecasting inflation, unemployment, and output., Construct Taylor-rule frameworks incorporating structural variables., Perform counterfactual policy simulations., Apply ARDL, cointegration, 2SLS, and State-Space (Kalman filter) techniques., Build automated data/model pipelines using Python, R, and EViews., Translate empirical findings into policy-relevant reports and presentations.

Articles In Progress

  • Market Power and the NAIRU in South Africa, Examines whether rising product-market power increases structural unemployment using ARDL and 2SLS within an augmented Phillips Curve framework. Findings indicate higher markups significantly raise the NAIRU, with implications for inflation targeting.
  • Market Power and Monetary Policy Effectiveness in South Africa, Extends the Taylor Rule to incorporate structural market power. Instrumental-variable estimation and counterfactual simulations show that ignoring market power may bias policy responses and weaken monetary transmission.
  • The Peace Dividend in Angola: Evidence from Synthetic Control Methods, Applies Synthetic Control and Generalised Synthetic Control techniques to estimate Angola’s post-war growth gains relative to a counterfactual benchmark.
MARCIO PEDROMacroeconomist