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…