Macroeconomic Forecasting System
The Challenge
A large manufacturer needed better visibility into economic trends affecting their business—currency movements, commodity prices, and demand cycles—to optimize hedging and inventory decisions.
Our Solution
Developed an econometric forecasting system using VAR models, cointegration analysis, and leading indicator tracking. Built scenario analysis tools for stress testing financial plans.
Our Approach
Identified key macroeconomic variables affecting business performance
Built VAR models for currency and commodity price forecasting
Applied cointegration analysis for long-term equilibrium relationships
Created leading indicator dashboard tracking business cycle signals
Developed scenario analysis for treasury stress testing
Technology Stack
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