Projects

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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.

Labor Income Shocks Along the Business Cycle

I develop a model of the labor market with frictions that endogeneously reproduces the income risks that different types of workers and firms face across the business cycle.

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.

Spatial Equilibrium and Commuting Costs

I analyze a French reform that led to a drop in commuting costs in 2015 using a regression discontinuity design. I find that the reform led to job creations for municipalities benefiting from the reform.

Teaching

2018-2019

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

Previous Teaching Positions

2016-2017-2018

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

During my PhD, I was lucky enough to secure access to a cluster maintained by a University. If your University or workplace does not …
7 min read

A Primer to Parallel Computing with Julia With this post, my aim is to provide a non-technical introduction to parallel computing using …
5 min read

NOTE This post is outdated. With the advent of Julia 1.0, the workflow for creating packages was significantly altered. An excellent …
4 min read

In my previous post, I discussed how the the simulated method of moments can be used to estimate parameters without using the …
7 min read

As Thomas Sargent said: “A rational expectations equilibrium model is a likelihood function” However in many cases, the …
6 min read
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Computing

For computational 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