Current Northwestern Economics PhD Student. Former Research Analyst @FRBNY-DSGE.
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Northwestern University
- Evanston, IL
- http://www.michaelcai.com/
- @michaeldcai
Pinned Loading
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FRBNY-DSGE/DSGE.jl
FRBNY-DSGE/DSGE.jl PublicSolve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)
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FRBNY-DSGE/StateSpaceRoutines.jl
FRBNY-DSGE/StateSpaceRoutines.jl PublicPackage implementing common state-space routines.
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macrofoundations_notes
macrofoundations_notes PublicTranslated notes from Matlab to Python for Dave Backus's Macrofoundations class.
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EstimatingNonlinearModels_JuliaCon2018
EstimatingNonlinearModels_JuliaCon2018 PublicPresentation for JuliaCon2018 at University College of London
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sequence-jacobian
sequence-jacobian PublicForked from shade-econ/sequence-jacobian
Interactive guide to Auclert, Bardóczy, Rognlie, and Straub (2019): "Using the Sequence-Space Jacobian to Solve and Estimate Heterogeneous-Agent Models".
Jupyter Notebook 1
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