Quelques collègues et amis m’ont enjoint à partager certains résumés de lecture. Les livres concernés sont souvent des essais cités par de multiples acteurs médiatiques ou universitaires. Leur lecture proprement dite reste toutefois marginale par…
Recently, working on k-order perturbation in dynare, I had to compute high-order derivatives of composite vector-valued functions. In their 2004 mimeo « Solving Stochastic Dynamic Equilibrium Models: A k-Order Perturbation Approach », Michel Juillard and Ondra Kamenik…
I have recently written a small Julia package LRESolve.jl to solve systems of Linear Rational Expectation equations. It currently embeds the well-known algorithms of Sims (2001), Uhlig (1998) and Anderson and Moore (1985). Importantly, the…
I recently wrote a first version of a new working paper entitled « Waiting for the Prince Charming: Fixed-Term Contracts as Stopgaps ». You can download it here, see the replication code on the associated GitHub repository…
As a Ph.D. Student, I recently had to write up a curriculum vitæ. I did not find any template that would suit to my tastes, though. Following James Allen’s tutorial, I wrote a class to…