Projects

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Rental Housing Market and Directed Search

I explore the rental housing market in the Paris area using a novel dataset.

Labor Policy in a Dynamic Search-Matching Model with Heterogeneous Workers and Firms

We analyse the consequences of the minimum wage on employment and sorting in a model of the labor market with search frictions, heterogeneous workers and firms, and business cycle fluctuations.

Labor Tax in a Dynamic Search-and-Matching Model

We analyse the impact of labor income tax in an heterogeneous workers framework with search frictions and aggregate shocks.

Spatial Equilibrium and Commuting Costs

I exploit a spatial discontinuity introduced by a French reform in September 2015 to measure the links between commuting costs, employment and location decisions.

Labor Income Shocks Along the Business Cycle

I explore the determinants of labor income shocks along the business cycle with a frictional model of the labor market.

Teaching

Econometrics II (graduate), Assistant Lecturer

  • Lecturer: Jean-Marc Robin, Professor Sciences Po and UCL
  • Content: OLS, GLS, IV, qualitative response models, limited dependent variables

Applied Statistics for Business and Economics (graduate), Lecturer

  • Content: introduction to probability theory and regression analysis with a focus on applications in finance and economics

Introduction to Econometrics and Statistics (graduate), Assistant Lecturer

  • Lecturer: Matteo Mogliani, Senior Economist at the Banque de France
  • Content: introduction to probability theory, univariate and multivariate regression models, inference and hypothesis testing

Money and Banking (undergraduate), Assistant Lecturer

  • Lecturer: Johannes Boehm, Assistant Professor Sciences Po
  • Content: inter-temporal consumption and saving decisions, quantity theory of money, neo-keynesian models, central bank’s inflation bias, commitment vs discretion in monetary policy, bank runs

Publications

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This paper explores some of the potential determinants of efficiency and contestability in the banking systems of major emerging …
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Recent Posts

Coming from an Economics/Econometrics background, I have always been a bit puzzled by the way several Machine Learning (ML) textbooks I …
6 min read

Finding solutions to economic models with heterogeneity and aggregate uncertainty is a notoriously difficult task. It is an active area …
7 min read

In a previous post, I introduced the logic for the Linear Time Iteration (LTI) method (Pontus Rendahl (2017)). Now it’s time to …
10 min read
See all posts

Computing

For computationally intensive programs, I use Julia. For statistics, I mainly use R and Stata. For everything else, I use Python. I have made contributions to the following open source projects:

Open Source Projects

Name Role Description Status
SMM.jl Author A Julia package to estimate economic models using the Simulated Method of Moments. Build Status
MomentOpt.jl Contributor Parallel derivative-free moment optimization in Julia. Build StatusBuild Status
Dierckx.jl Contributor Julia wrapper for the dierckx Fortran library Build StatusBuild status

Contact

  • 28 rue des Saints-Pères, 75007 Paris