Computational Economics @ Bundesbank: link
Deep Learning for Solving Dynamic Economic Models?, with Lilia Maliar and Serguei Maliar, Journal of Monetary Economics, 2021 (paper)
The Stochastic Lower Bound, with Riccardo Masolo, Economics Letters, 2019 (paper)
Financial Integration and Growth in a Risky World, with Hélène Rey and Nicolas Coeurdacier, Journal of Monetary Economics, 2019. (paper)
Managing Capital Outflows with Limited Reserves, with Suman S. Basu, Atish R. Ghosh and Jonathan D. Ostry, IMF Economic Review, 2018 (paper)
Inequality, Leverage and Crises, Michael Kumhof and Romain Rancière, American Economic Review, 2015 (paper)
The Risky Steady-State, with Helene Rey and Nicolas Coeurdacier, American Economic Review, Papers and Proceedings, 2011. (paper)
A LARCH(∞) Vector Valued Process, with Paul Doukhan and Gilles Teyssière, Lecture Notes in Statistics, 187, Springer, New York, 2006. (paper)
Dolo is a library for economic modeling in python and and julia.