My work so far involves a mix of open-source tools and economic projects. Here’s a selection of each.
So far, I’ve RA’d information dynamics problems for Laura Veldkamp (then at NYU, now at NYU/Columbia), and computational macro problems for Jesse Perla at UBC. For example:
Perla, Tonetti, and Waugh (2018): Was responsible for (along with another RA) building out the Julia codebase. This included things like (a) solving the stationary model, (b) solving ODE and DAE formulations of the transition dynamics, (c) optimizing the code for things like type stability and numerical accuracy.
Perla and Peters (2018): Worked on the MATLAB codebase for a finite recursive model. Included features to iterate quickly over various regions of the parameter space, and grab/digest equilibrium information.
Veldkamp, Boyarchenko, and Lucca (2016): Calculated equilibrium objects for various information-sharing regimes.
Veldkamp and Fogli (2016): Implemented the model of endogenous network structure in Julia. Link here.
Here are a few things I maintain or had a hand in creating:
The Expectations.jl Julia package, which creates callable expectation operators that wrap around Julia distribution objects (i.e.,
E = expectation(Normal(0, 3) would define an object, and
E(x -> x^2 + x) would use it). There’s support for different specialized quadrature schemes, as well as “linear-operator” behavior (i.e.,
2E*f.(x) for a function
f on the nodes).
The Syzygy Julia Docker environment which supports ECON628 at UBC. The environment lets us deploy an immutable backend for students (say, containing a
Julia install and a fixed set of packages), but allows students to make local changes as they see fit.
The InstantiateFromURL.jl utility, which lets us bind dependency information to Julia assets simply by specifying a URL, as opposed to passing around a