coding

current coding projects and associated github repositories

heterogeneous agent macro

This is a collection of my coding projects centered around heterogeneous agent macroeconomic models.

My work spans both policy and research domains, with a focus on developing models that investigate the implications of policy on income and wealth inequality. At IMPA, I developed the Julia-lang code base that implements the core model of the institution. On the research front, I have a keen interest in the latest solution methods for heterogeneous agent models, and have Julia-based implementations of some of these methodologies.

Pull requests welcome!

project thumbnail

IMPA Model

A heterogeneous agent DSGE model with a household sector featuring overlapping generations, uninsurable income risk, and savings in stocks and bonds
project thumbnail

Sequence Space Jacobian

Julia-based implementation of the Auclert et. al. (2020) method for solving HANK models in the sequence space
project thumbnail

Newton-Raphson HANK

Julia-based implementation of the Boehl (2024) method for solving HANK models using Automatic Differentiation

other stuff

Some fun projects that make my life easier. More to come (when I finally get around to cleaning those repos up).

project thumbnail

Log Linearizer

SymPy-based code package to log-linearize a system of dynamic equations.