Research Master student in Economics at Tilburg University, working at the intersection of macroeconometrics, monetary economics, and computational methods.
- Structural VAR identification and monetary policy transmission
- Heterogeneous agent models and incomplete markets
- Time-series econometrics and bootstrap inference
- Financial stability analysis
| Repository | Description | Stack |
|---|---|---|
| Macroeconometrics-Gertler-and-Karadi-2015-Paper-replication | Proxy-SVAR replication of GK (2015) + three alternative identification strategies | MATLAB |
| Hugett-Economy-incomplete-markets | Huggett/Aiyagari incomplete markets model with VFI and general equilibrium bisection | MATLAB |
| Bachelor-Thesis | VAR-based analysis of financial market stress transmission to real outcomes | MATLAB · R |
| smareport | R package with ggplot2 chart functions for automated SMA reports | R |
| nbssma | R package for analyzing and visualizing SMA survey data at NBS | R |
| robustperiod | MODWT wavelet decomposition + Huber M-periodogram for multiple periodicity detection in time series | R · Python |
MATLAB R Python LaTeX Git
Structural VAR · Bootstrap Inference · Value Function Iteration · Time-Series Econometrics
