Student Assistant in Macroeconomic Forecasting and Data Science

Overview

The KOF Swiss Economic Institute at ETH Zurich, recognized as a leading institute for applied research in economics in Switzerland, is seeking a dedicated and capable individual to join a dynamic team. The environment at KOF promotes collaboration among research and administrative staff, emphasizing rigorous, applied research on relevant policy topics with ties to Switzerland.

Project Background

This position is vital in supporting a research project within the KOF Research Division focused on macroeconomic reanalysis data and machine-learning-based economic forecasting. The project aims to develop a harmonized dataset that consolidates various macroeconomic indicators, maintains real-time data vintages, and establishes a reproducible data framework suitable for contemporary forecasting methodologies. The initial engagement is set for six months, starting as soon as possible.

Responsibilities

Individuals in this role will engage in an array of tasks, including but not limited to:

• Collecting macroeconomic data from diverse sources, including public statistical offices, central banks, and international organizations.
• Conducting research into the availability of real-time data vintages, release schedules, publication lags, variable definitions, and data revisions.
• Cleaning, harmonizing, transforming, and documenting macroeconomic time series across different dimensions.
• Assisting in the creation of a reproducible macroeconomic reanalysis dataset, encompassing metadata and transformation codes.
• Building and maintaining data acquisition processes, leveraging APIs, web scraping, and automated download methods where applicable.
• Performing descriptive analysis and conducting consistency checks of macroeconomic indicators.
• Supporting the preparation of datasets for forecasting models, including dynamic factor models and machine learning approaches.

Candidate Profile

Successful candidates must be enrolled at a Swiss University, demonstrating a strong interest in applied macroeconomics, economic forecasting, and data science. Willingness to work one to two days per week (approximately 15 hours) is essential. The role offers flexibility to accommodate academic commitments while collaborating effectively with the KOF research staff.

What We Offer

Engaging with ETH Zurich provides a unique opportunity to contribute to a meaningful cause while promoting personal and professional growth. Our benefits include:

• Health Benefits: Discounts on health-related services.
• Flexible Working Environment: Options for flexible hours and a supportive learning atmosphere.
• Professional Development: Opportunities for further education initiatives to enhance career prospects.

Diversity and Sustainability

ETH Zurich values inclusion, promoting equality and diversity within our community. We foster a respectful and open environment for all staff and students, ensuring that everyone has the chance to thrive. Sustainability is pivotal to our mission, and we are committed to working toward a climate-neutral future.

Curious About Joining Us?

For more information about the KOF Swiss Economic Institute and our ongoing projects, please visit our website. We are excited to welcome individuals who are eager to be part of this innovative research landscape.