Publications

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I show that the Parameterized Expectations Algorithm (PEA) can be naturally generalized via the bias-corrected Monte Carlo (bc-MC) …
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This paper provides a comprehensive review of the fast-expanding literature on household heterogeneity in macroeconomic models. It not …
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Artificial Neural Networks (ANNs) are powerful tools that can solve dynamic programming problems arising in economics. In this context, …
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We develop an urban search-and-matching model. There is a central city, where all firms and jobs are located, and a continuum of …
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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

Introduction

This blog post is about my work on a generalization of the Parameterized Expectations Algorithm, available here.

The …

47 min read

Introduction

In this blog post, I am going to present my recent work on the bias-corrected Monte Carlo operator, or more compactly …

10 min read

Introduction

Recently, I came across a simple question that led me through a quite interesting rabbit hole. The question is very simple …

21 min read
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Teaching

While completing my PhD, I have taught the following classes (assistant lecturer and sometimes lecturer):

Econometrics II (graduate), Assistant Lecturer

  • Content: OLS, GLS, IV, qualitative response models, limited dependent variables. Lecturer: Jean-Marc Robin

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

  • Content: introduction to probability theory, univariate and multivariate regression models, inference and hypothesis testing. Lecturer: Matteo Mogliani

Money and Banking (undergraduate), Assistant Lecturer

  • 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. Lecturer: Johannes Boehm

Version Control

Here is a crash course on version control with Git and Gitlab.

Computing

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

Open Source Projects

Name Role Description Status
MethodOfSimulatedMoments.jl Author A Julia package to estimate economic models using the Method of Simulated Moments. CI codecov
SMM.jl Contributor Parallel derivative-free moment optimization in Julia.
Dierckx.jl Contributor Julia wrapper for the dierckx Fortran library .github/workflows/ci.ymlCoverage Status

Contact

  • 2 Boulevard Royal, 2983 Luxembourg