I work with financial institutions, policy bodies, and businesses that need rigorous, independent analysis of how monetary policy, fiscal policy, and credit conditions affect the economy — and their balance sheets. This page describes what I can help with and how to engage me. For my academic work, see Research.
What I can help with
🏦 Bank profitability & interest-rate risk
How rate changes feed through to net interest income, and why the impact differs sharply by bank size and funding model. My recent work shows mid-sized banks can lose up to 19% of net interest income after contractionary shocks — relevant for earnings stress-testing and ALM strategy.
🏠 Household debt & policy transmission
How household indebtedness changes the impact of interest-rate moves and fiscal stimulus on spending and output — essential context for forecasting in high-debt economies like the UK and Australia.
📊 Credit supply & regional growth
How bank lending shapes local economic activity, and why lender characteristics matter for assessing credit conditions, consolidation, and regional policy.
📈 Macroeconomic forecasting & methods
Applied forecasting and scenario analysis using modern time-series methods (VARs, local projections, Bayesian techniques) — as analysis, or as hands-on training for your team.
Types of engagement
- Commissioned analysis — a defined question, answered with data and a clear write-up for a non-technical audience.
- Advisory work — ongoing input on macro-financial questions: rate-cycle exposure, credit conditions, fiscal outlook.
- Training & workshops — practical courses for analyst teams on forecasting, Bayesian econometrics, and programming for economics (Julia/numerical methods). I have taught these methods to undergraduates, PhD students, and practitioners.
- Expert commentary — I am happy to speak with journalists and policy audiences about monetary policy, household debt, banking, and the UK fiscal outlook.
Why me
My research on these questions is published in peer-reviewed journals (International Review of Economics and Finance, Macroeconomic Dynamics) and my current project on productivity and the UK’s fiscal sustainability is funded by the Royal Society of Edinburgh. I hold a Lectureship at the University of Edinburgh’s School of Economics, and I have taught macroeconomics, forecasting, and quantitative methods at universities in the UK and Australia.
Forecasting Cattle Prices in Argentina
Argentina is one of the world’s largest beef producers, and cattle prices at the Mercado Agroganadero S.A. (Buenos Aires) are a key indicator for agricultural policy, rural incomes, and consumer inflation. I maintain an open, reproducible forecasting notebook that applies eight different techniques — ARIMA, exponential smoothing, VAR, state-space models, Ridge and Lasso regression, Random Forest, and LSTM neural networks — to the monthly Indice Novillo (steer price, ARS/kg live weight).
The notebook is designed to be updated with the latest market data from the Consignatarias and MAGyP monthly reports, and the forecasts refresh automatically. It draws on official data from the Ministerio de Agricultura, Ganadería y Pesca, as well as market intelligence from Entre Surcos y Corrales and the Sociedad Argentina de Angus.
Who benefits:
- Policymakers — anticipate inflationary pressures from beef prices (7–8 % of Argentina’s CPI basket) and calibrate export quotas.
- Breeders & feedlot operators — time retention and sale decisions using seasonal forecasts and feed-cost sensitivity analysis.
- Students & researchers — a rich case study in non-stationary, inflation-affected time series with model comparison across seven families.
Open the Forecasting Cattle Prices notebook →
Forecasting Pedigree Angus Vaquillona Prices
A companion notebook focuses on the pedigree and Puro Controlado (PC) Angus vaquillona market — the elite breeding-stock auctions held at major expositions such as Palermo, the Expo Angus de Otoño, and regional breed shows. Auction results are compiled from Entre Surcos y Corrales — Resultados de Cabañas, the Sociedad Argentina de Angus, and press coverage.
The key analytical insight is expressing pedigree prices as a premium ratio over the commercial novillo price — this removes the dominant inflation trend and isolates the genetics premium, which is far more stable and forecastable. Six forecasting models (ARIMA, ETS, state-space, Ridge, Random Forest, and neural network) are compared on this transformed series.
Open the Pedigree Angus Vaquillona notebook →
Forecasting Pedigree Angus Ternera Prices
A further companion notebook extends the analysis to pedigree and Puro Controlado (PC) Angus terneras (female calves) — a younger category that offers buyers early access to elite genetics at a lower entry price. Terneras are sold at the same major expositions (Palermo, Expo Angus de Otoño, regional breed shows) and data is drawn from the same sources.
The same premium-ratio approach is applied: ternera prices per head divided by the contemporary novillo price per kilogram. Ternera ratios are typically lower than vaquillona ratios — reflecting the younger age and smaller frame — but follow similar cyclical patterns. The top-3 ensemble (Random Forest, Ridge, ARIMA) achieves a MAPE of 16.7% on the test set.
Open the Pedigree Angus Ternera notebook →
Data partnerships
If your organisation holds proprietary data on lending, wages, or household finances, a research partnership can turn it into credible, independent insight — see Open Collaborations for what I offer and what I would need.
Get in touch
Email juan.zurita@ed.ac.uk with a short description of your question and your timeline, or connect on LinkedIn. I reply to serious enquiries within a few working days.