GMM/SMM/IRF-Matching Estimation in Dynare

In this project (joint with the Dynare Team) we plan to provide an interface for a GMM/SMM/IRF-matching toolbox in Dynare.

Dynare tutorials and videos

We want to provide better documentation and a new user guide for Dynare 4.7. Therefore, I will post and update my teaching materials as written tutorials here as well as 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 Manjaro. 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.