We have just released the codes for the globally nonlinear projection algorithm developed in Petrosky-Nadeau and Zhang (2017) titled "Solving the Diamond-Mortensen-Pissarides Model Accurately" published at Quantitative Economics.

Please see Codes as well as Article, Slides, and the video presentation:

The codes for our 2018 article "Endogenous Disasters" at American Economic Review have already been released. Please see Codes as well as Article, Slides, and the video presentation:

Happy Computing!

I am honored to deliver my keynote on "Toward A Theory of Everything?" at the 6th Annual University of Connecticut Finance Conference this morning. The talk summarizes my scientific research program that aims to explain the equity premium puzzle in general equilibrium production economies, by integrating macro labor with asset pricing.

Please see below for the video presentation, which might help with insomnia.

While on the subject of vlog, I repost below my keynote on ”The Investment CAPM: Latest Developments” delivered at Swedish House of Finance Annual Conference on August 19, 2019.