USC Dornsife’s Econ PhD sharpens theory with terabytes of alternative data. Scholars estimate DSGE models that fold wildfire PM2.5 into TFP, scrape satellite-night-lights to map informal-sector cycles, and test auction algorithms on a 2-sided lab marketplace wired with eye-tracking. Joint seminars with Marshall price tokenized carbon futures, while policy fellowships at the Fed’s LA branch crunch CPI microdata hours after release. Graduates publish in *AER* and brief central banks on real-time shocks.
Climate-VAR estimating hurricane landfall on muni-bond spreads
Experimental platform auctioning EV-charging permits
Graph neural net predicting currency crises from trade webs
Heterogeneous-agent DSGE with green-tech learning curves
Satellite-night-light now-cast of informal employment
Synthetic-control of UBI pilots on consumption volatility
Carbon dividend calculator across income deciles
Neural DCC-GARCH for crypto–equity contagion
LLM sentiment index of FOMC transcripts vs. 2-yr yields
Causal forest measuring childcare subsidy labor supply
Dynamic game of vaccine patent bargaining with patent pools
Meta-analysis scraper auto-updating growth regressions
NFT market microstructure event study on wash-trading bans
Bayesian structural-time series of housing supply shocks
Policy memo on IMF SDR carbon-reserve proposals
Model, test and forecast the forces steering global prosperity.
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