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I'd go for the engineering major because it's what you're interested in, and you won't be just another cookie cutter econ major. I studied structural engineering in college even though I knew after my sophomore year that I didn't ever want to be a licensed PE. Be mindful that GPA deflation is real. I took a lot of Gen Eds (including 5 economics courses and a second major in a foreign language lol) to pad my GPA enough to keep over a 3.8 cumulative. I had my fair share of exams where the average was 30-40% and they got curved to an 80%, but you'll be in it together with everyone else in your class and look back on it fondly. I think in today's business environment, advanced analysis has become so accessible to clients internally that we as consultants need to go above and beyond to deliver useful insights, so this is where engineering's toolkit comes into play: computational programming, statistical techniques, and the scientific method. It's easy to hit the desk and wow people when you're the only one comfortable with numbers beyond simple Excel and Alteryx workflows in your pod, and trust me the day will come when shit hits the fan and you need to break out the big guns.

Engineering can also have huge subject matter expertise benefits in certain sectors (I'm in Industrials, but can also be true for Tech and some Digital groups). I had good rapport with my interviewing partners who were also engineering majors (instead of a case interview we just talked about heat transfer and home insulation lmao), and on one case I actually did a near copy paste of my senior capstone project for a client through pure chance (embodied carbon life cycle analysis for a certain chemical product which was key to a go/no go decision on a new factory using a sustainable manufacturing technology). Experts you interview are also more willing to share when thay can tell that you understand how their manufacturing process or technology works and what the technical trade-offs are between certain products. After starting, I made top bucket on my first review cycle and am lined up for a minimum of above average and hopefully top bucket on the next cycle which I attribute heavily to my engineering background.

The bottom line is that engineering can be fun, as long as you keep up the GPA, and it can make the job that comes after fun too. Good luck.