Projects

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

Replications

• A replication of “Consumption and Portfolio Choice Over the Life Cycle” by Cocco, Gomes, & Maenhout (2005), using econ-ark. Collaboration with Matt Zahn.
  

• A Python implementation of Echenique (2007)’s algorithm for finding all the equilibria of games with strategic complementarities.
  

Methodological Illustrations

• A Two-Asset Savings Model with an Income-Contribution Scheme:
  • Working paper describing the model and its solution.
  • Model’s implementation in Econ-ARK’s HARK, an open-source toolbox for heterogeneous-agent models.
  • Live demo.
    
    
• Efficiently computing aggregates in heterogeneous-agent economies with permanent income shocks using Harmenberg’s (2021) method:
  • A notebook that demonstrates the method and quantifies its gains in efficiency.
    
    
• Solving a dynamic discrete-continuous problem using Iskhakov, Jorgensen, Rust & Schjerning’s ``DCEGM’’:
  • Saving and writing a will.
    
    
• Solving and estimating a dynamic discrete choice model with three different methods:
  • A machine replacement problem (code ready, text in progress).
    
    

Data

• SCF-IncWealthDist
  • A repo that produces summary statistics on the distribution of wealth and income for the United States using the SCF.
  • Produces statistics for different ages, education levels, and years.
  • Its main purpose is to use these moments to calibrate quantitative macroeconomic models.
  • Contains a script to automatically download all the available SCF waves.