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Public/Personal Projects | Views are my own | Finance PhD UChicago Booth
causal-ml-auto-inference. Python
5jobs-ai-exposure. Occupation- and industry-level AI exposure estimates built from BLS Occupational Outlook Handbook data.
4PINN-examples. Jupyter Notebook
3applied-methods-phd. Repo for Yale Applied Empirical Methods PHD Course
2imf-api-example. In progress. Code demonstrates how to access the IMF API in Python
2kalshi-urate-pmf. Extract unemployment rate probability distributions from Kalshi strike prices and compare to Chicago Fed model forecasts
2LaTeX-Templates. TeX templates for academic journal, problem set, and cheat sheet
1BootCamp2019. Repository of syllabi, lecture notes, Jupyter notebooks, code, and problem sets for OSE Lab Boot Camp 2019
1CrossSection. Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
1STEG_Lecture2. Income Accounting
1BCF-Workshop. Materials for the mini-course on deep learning and macro-finance.
1templates. Templates of all kind
1BDA_course_Aalto. Bayesian Data Analysis course at Aalto
1ML-Finance_Group.
1crouzet-tourre-replication. Partial replication of Crouze-Tourre (2021)
1mostly-harmless-replication. Replication of tables and figures from "Mostly Harmless Econometrics" in Stata, R, Python and Julia.
1econ35101. Public repository for UChicago's Econ 35101 "International Macroeconomics and Trade" PhD class
1press-minutes-parser. End-to-end pipeline to scrape FOMC meeting documents and analyze trends in Federal Reserve discussions of immigration and productivity
1fed-president-interactions-extended. Extended Drechsel Fed chair–president meeting dataset with scripts and charts that add the most recent interactions beyond the original Political Pressure Shocks study.
1Fed-Dot-ID.
1fev-macro. Reproducible fev benchmark for US GDP forecasting across baseline, classical, ML, and Chronos-2 models.
1warsh-monetary-stance. Scores Kevin Warsh speeches and op-eds on policy-rate and balance-sheet stance (−5 to +5), compares direct OpenAI vs GABRIEL outputs, and exports reproducible CSV/PNG analyses.
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