Economics
SEACEN-BOJ Course on Climate Change Economics and Policy for Central Bankers (Indonesia, 2025)
This contribution to the above course consists of three sessions. The first session begins by discussing high-level considerations for economic researchers when modelling the interaction between climate change and the macroeconomy. It then examines a pair of models from recent literature. The first of these, Sahuc, Smets, and Vermandel (2024) is well-suited to estimating the impacts of climate change and related policy on macroeconomic dynamics over the long-term, including the role for an inflation targeting central bank. The second, Carattini, Heutel, and Melkadze (2023) is well-suited for considering potential medium-term financial stability impacts and related macroprudential policy.
The second session builds a simple dynamic stochastic general equilibrium (DSGE) model incorporating climate elements. In the simplest version of the model, economic activity can simply damage productivity through environmental emissions. In a richer version, the government taxes emissions and firms have access to mitigation technology. The models are built up sequentially, and Dynare mod files are provided.
The third session examines resources and considerations which may be relevant to a central bank practitioner, including those published by the Reserve Bank of New Zealand as of the course date.
Numerical Approaches to Heterogeneity (Indiana University, 2022)
This course begins with a basic introduction to the Julia programming language, including installation and basic syntax. It then outlines more advanced tools for scientific computing, such as plotting, statistics, search, calculus, solving nonlinear equations, optimization and interpolation. Various exercises, many of which are motivated by economics applications, are included. The course concludes by sequentially building numerical solutions of baseline stationary heterogeneous agent models from Bewley (1983) and Aiyagari (1994), as well as a basic continuous time heterogeneous agent New Keynesian (HANK) model.
Discover Statistical Inference (Reserve Bank of New Zealand, 2021 and 2022)
Econ E472: Econometric Theory & Practice II (Indiana University, 2015)
Mathematics
California Institute of Technology (2013-2014)
Math 144c: Probability (Stochastic Calculus)
Math 144b: Probability (Discrete Time Stochastic Processes)
Math 145a: Introduction to Unitary Group Representations
Math 111a: Analysis II (Topics in Harmonic Analysis)
Math 142b: Ordinary and Partial Differential Equations (Nonlinear PDE)
Indiana University (2011-2012)
Math 211: Calculus I
Math 212: Calculus II
Math 118: Finite Mathematics
University of British Columbia (2005-2011)
Math 200: Calculus III
Math 100: Differential Calculus with Applications to Physical Sciences and Engineering
Math 184: Differential Calculus for Social Science and Commerce
Math 180: Differential Calculus with Physical Applications