Artificial Neural Networks to solve dynamic programming problems: a bias-corrected Monte Carlo operator

I develop a new algorithm to solve economic models using neural networks.

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

This paper explores the connection between commuting costs and local employment dynamics, exploiting a spatial discontinuity introduced by a reform in France in September 2015.

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.


I have taught the following classes (assistant lecturer and sometimes lecturer):

Econometrics II (graduate), Assistant Lecturer

  • Lecturer: Jean-Marc Robin
  • 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
  • Content: introduction to probability theory, univariate and multivariate regression models, inference and hypothesis testing

Money and Banking (undergraduate), Assistant Lecturer

  • Lecturer: Johannes Boehm
  • 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

Version Control

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


Quickly discover relevant content by filtering publications.

We develop an urban search-and-matching model. There is a central city, where all firms and jobs are located, and a continuum of …

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

Recent Posts

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

Introduction The curse of dimensionality is at the heart of dynamic programming. And dynamic programming is the cornerstone of modern …

Introduction In a previous post, I discussed why Artificial Neural Networks (ANN) are very popular tools: (i) they can approximate a …


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


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