Projects

Estimating New Keynesian DSGE Models with Rare Disaster Risk

This project investigates DSGE models with rare disaster risk. More information and a working paper coming soon.

GMM/SMM/GIRF-Matching Estimation in Dynare

In this project we develop a GMM/SMM/GIRF-matching toolbox for Dynare.

Dynare tutorials and videos

We want to provide better documentation and a new user guide for Dynare. Therefore, I will post and update my teaching materials as written tutorials and create several videos on YouTube.

Skewness Matters

This project investigates the impact of skewness on the identifiability and estimability of parameters in linear and nonlinear DSGE models with rare disasters, downward wage rigidity and asymmetric production innovation using new statistical distributions and econometric methods.

Linux Stuff

My favorite Linux distributions are Pop!_OS, Ubuntu and Fedora. In this project, I am covering my installation processes, experiences, and personal setup for the different distributions. Also you will find here my contributions to different projects, e.g. Timeshift-autosnap-apt.