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Numerical methods for heterogeneous-agent models
Algorithms, perturbation methods and solvers for high-dimensional models.
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Understanding economic dynamics through models and computation.
Current Questions
How can heterogeneous-agent models be solved efficiently at scale?
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How should computational economics be taught to students who aren't programmers?
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How can open-source software change the practice of quantitative economics?
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Currently Working On
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Recent Activity
Occasionally binding constraints in life-cycle models
with G. Goldschmidt and N. Wonquin
Dolo 0.8: sparse Jacobians, new solvers, and more
Release
Computational Macroeconomics – Lecture Notes
ESCP MSc in Economics
Computational methods for heterogeneous-agent models
CREST Seminar
On the accuracy of perturbation methods
Research note