Senior Economist @ FHFA since 2020
PhD Economics @ Iowa State University
Welcome to my GitHub! I specialize in applying advanced econometric theory and time series forecasting to real-world problems in finance, banking, and housing.
- Role: Senior Economist at the Federal Housing Finance Agency (FHFA)
- Expertise:
- Econometric Theory
- Time Series Forecasting
- Credit Risk Modeling
- Probability of Default Modeling
- Languages: Python | R
Check out my repositories for Python and R notebooks on risk modeling, forecasting, and more.
- Sailing enthusiast, short distance coastal crusing.
- Website: kdduncan.github.io
- X: @kddncn
- Bluesky: @kdduncan
Always up for collaborating on quantitative finance, data science, or just talking shop about music and sailing!
