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olepaech/README.md

Hi, I'm Ole 👋

Research Master student in Economics at Tilburg University, working at the intersection of macroeconometrics, monetary economics, and computational methods.

🔬 Research Interests

  • Structural VAR identification and monetary policy transmission
  • Heterogeneous agent models and incomplete markets
  • Time-series econometrics and bootstrap inference
  • Financial stability analysis

📂 Projects

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

🛠️ Tools & Skills

MATLAB R Python LaTeX Git
Structural VAR · Bootstrap Inference · Value Function Iteration · Time-Series Econometrics

📬 Contact

Email Portfolio

Pinned Loading

  1. Bachelor-Thesis Bachelor-Thesis Public

    MATLAB and R code for bachelor thesis on transmission of financial market stress to real and financial outcomes using VAR models

    MATLAB

  2. Hugett-Economy-incomplete-markets Hugett-Economy-incomplete-markets Public

    Huggett/Aiyagari incomplete markets model in MATLAB with VFI, stationary joint distribution, and bisection on the interest rate to find general equilibrium

    MATLAB

  3. Macroeconometrics-Gertler-and-Karadi-2015-Paper-replication Macroeconometrics-Gertler-and-Karadi-2015-Paper-replication Public

    Replication of Gertler and Karadi (2015) Proxy-SVAR with three alternative monetary policy identification strategies in MATLAB

    MATLAB 1 1

  4. nbssma nbssma Public

    R package for analyzing and visualizing SMA survey data at NBS with static and interactive charts

    R

  5. smareport smareport Public

    R package with ggplot2 chart functions for automated Systemic Risk Assessment reports at NBS

    R