Student Assistant in Macroeconomic Forecasting and Data Science

The KOF Swiss Economic Institute at ETH Zurich is the leading institute for applied research in economics in Switzerland. For the KOF Research Division Macroeconomic Forecasting and Data Science, a student assistant is sought to support a research project on macroeconomic reanalysis data and machine-learning-based economic forecasting. The position is available as soon as possible for an initial duration of six months. The project aims to build a harmonized macroeconomic reanalysis dataset that combines international, national, and sub-national macroeconomic indicators, preserves real-time data vintages, documents publication lags and revisions, and creates a reproducible data backbone for modern forecasting methods.

• Support the collection, cleaning, harmonization, and documentation of macroeconomic data.
• Collect macroeconomic data from public statistical offices, central banks, international organizations, and data providers such as Macrobond.
• Research the availability of real-time data vintages, release calendars, publication lags, variable definitions, and data revisions.
• Clean, harmonize, transform, and document macroeconomic time series across countries, sectors, regions, and frequencies.
• Support the creation of a reproducible macroeconomic reanalysis dataset, including metadata, transformation codes, and versioning routines.
• Build and maintain data acquisition routines, including APIs, web scraping, and automated downloads where feasible.
• Conduct descriptive analysis and consistency checks of macroeconomic indicators.
• Support the preparation of datasets for forecasting models, including dynamic factor models, BVARs, and machine-learning-based approaches.