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 econark. 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 TwoAsset Savings Model with an IncomeContribution Scheme:
 Working paper describing the model and its solution.
 Model’s implementation in EconARK’s HARK, an opensource toolbox for heterogeneousagent models.
 Live demo.
 Efficiently computing aggregates in heterogeneousagent economies with permanent income shocks using Harmenberg’s (2021) method:
 A notebook that demonstrates the method
and quantifies its gains in efficiency.
 A notebook that demonstrates the method
and quantifies its gains in efficiency.
 Solving a dynamic discretecontinuous problem using Iskhakov, Jorgensen, Rust & Schjerning’s ``DCEGM’’:
 Solving and estimating a dynamic discrete choice model with three different methods:
 A machine replacement problem (code ready, text in progress).
 A machine replacement problem (code ready, text in progress).
Data
 SCFIncWealthDist
 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.