I am an economics and mathematics researcher and educator. My research focuses on constructing rigorous solutions to Dynamic Stochastic General Equilibrium (DSGE) models, used by macroeconomists to understand the business cycles and the effects of monetary policy, with a view to computation and empirical testing. These are a class of mean field game with common noise in infinite time. The implications of my work are two-fold. Mathematicians have a new set of problems to study, which force us to think more like game theorists or statisticians. Economists have a new set of solutions, which under plausible conditions are better able to capture the dynamics of macroeconomic data, as well as the trade-offs faced by monetary policymakers. I am looking currently for funding and coauthors from both disciplines to develop my broad research agenda. I am keen to disseminate findings from my work to the widest possible audience. My contacts are below.
email: stainesdj@gmail.com