About
Research Master student at Tilburg University with a focus on macroeconometrics and empirical monetary economics. Interested in structural VAR identification, central bank communication, and applied time-series methods.
Projects
Replication of Gertler & Karadi (2015) monetary policy identification via Proxy-SVAR, extended with three alternative identification strategies: Jarociński & Karadi (2020) sign-filtering, identification through heteroskedasticity (Lanne-Lütkepohl 2008), and the MPI instrument (Miranda-Agrippino & Ricco 2021).
Huggett/Aiyagari incomplete markets model with VFI, stationary joint distribution, and bisection on the interest rate to find general equilibrium. Households face idiosyncratic labor productivity risk with a 5-state Markov chain; the firm sector is Cobb-Douglas.
robustperiod
R · Python
R and Python implementation of the RobustPeriod algorithm (Wen et al. 2021) for multiple periodicity detection in time series. Uses MODWT wavelet decomposition to isolate frequency bands, Huber M-periodogram for robust spectral estimation, and Fisher G-test for significance.
Skills & Tools
MATLAB
R
Python
Structural VAR
Time-Series Econometrics
Bootstrap Inference
Monetary Economics
LaTeX
Git