Projects

These are self-contained projects and public goods that I have developed.

Methodological Illustrations

Sequence-Space Jacobians of Life Cycle (OLG) Models

Computes sequence-space Jacobians for life-cycle/OLG models and demonstrates their use for equilibrium analysis with SSJ.

• Links: Paper, Repository, Notebook demo

Dynamic discrete-continuous choice with DCEGM

Illustrates a dynamic discrete-continuous problem using Iskhakov, Jorgensen, Rust, and Schjerning’s DCEGM method.

• Links: Method paper, Notebook illustration

Efficient aggregation in heterogeneous-agent models

Shows how Harmenberg’s method speeds up aggregate computations in models with permanent income shocks.

• Links: Method paper, Notebook illustration

Two-Asset Savings Model with an Income-Contribution Scheme

Presents a two-asset savings model and a reproducible implementation in Econ-ARK.

• Links: Working paper, Implementation in HARK, Live demo

Dynamic discrete choice with three solution methods

Implements and estimates a machine-replacement model using three solution approaches.

• Links: Repository

Data

SCF-IncWealthDist

Produces distributional moments for U.S. wealth and income (by age, education, and year) for calibration work in quantitative macro.

• Links: Repository, SCF source

Replications

Consumption and Portfolio Choice Over the Life Cycle (Cocco, Gomes, and Maenhout, 2005)

Replication project using econ-ARK, in collaboration with Matt Zahn.

• Links: Replication page, Original paper

Echenique (2007) Equilibria Algorithm

Python implementation of Echenique’s algorithm for finding all equilibria in games with strategic complementarities.

• Links: Repository, Original paper