Nicholas L. St-Pierre
Nicholas Labelle St-Pierre is a Principal Economist in the Projection Division of the Canadian Economic Analysis Department at the Bank of Canada. His research interests include macroeconomics and computational economics. Nicholas holds an MSc in Economics from the University of Quebec in Montreal (UQAM).
Sessions
We will show how StateSpaceEcon can be used for state space modeling in macroeconomics in Julia. This package can solve discrete-time systems of linear and non-linear equations that contain expectations of future values of the variables. The shocks to the system can be anticipated or unanticipated. This package can also find the steady state of the system and diagnose which variables are left undetermined. In addition, we will cover the Julia package TSeries to work with discrete time series.