Projects

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.

Teaching

2017-2018

Applied Statistics for Business and Economics (graduate)

  • Lecturer: Matteo Mogliani, Senior Economist at the Banque de France
  • Content: introduction to probability theory and regression analysis with a focus on applications in finance and economics

Previous Teaching Positions

2016-2017

Money and Banking (undergraduate)

  • 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

Introduction to Econometrics and Statistics (graduate)

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

Econometrics II (graduate)

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

Publications

This paper explores some of the potential determinants of efficiency and contestability in the banking systems of major emerging countries, using a sample of 24 countries over the period 2004 -2013. Efficiency is estimated using both stochastic frontier and data envelopment analyses. Market contestability is measured with the Panzar-Rosse H-statistic. Potential drivers of efficiency and market contestability are then discussed.
In OECD Journal: Economic Studies
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Recent Posts

Dynare is a rich software to solve, estimate and analyse rational expectation models. While it was originally designed to solve and estimate DSGE models, Dynare has also recently been used to solve and simulate heterogeneous agents models (see Winberry and Ragot for two very different approaches). Below is a simple example on how to solve and simulate a simple RBC model using Dynare. A simple model The economy is composed of a representative agent who maximizes his expected discounted sum of utility by choosing consumption $C_t$ and labor $L_t$ for $t=1,…,\infty$ $$ \sum_{t=1}^{+\infty}\big(\frac{1}{1+\rho}\big)^{t-1} E_t\Big[log(C_t)-\frac{L_t^{1+\gamma}}{1+\gamma}\Big] $$

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Contact

  • 28 rue des Saints-Pères, 75007 Paris