Houtan Bastani
CEPREMAP, 142 rue du Chevaleret, 75013 Paris ― houtan.bastani AT ens.fr ― +33 1 40 77 84 14
Education
2000-03: BS Economics & Computer Science, College of William & Mary
Graduated Summa Cum Laude, Phi Beta Kappa
Fellowships, Honors and Awards
2003-04: Fulbright Scholar, Italy
- Research project on the fiscal impacts of immigrants to Italy.
2002: Elected member of Phi Beta Kappa honor society
2001, 2002: NSF REU Program
1999-03: Dean’s List
1998: H-B Woodlawn Alumni Scholarship
Work Experience
2009-present: Researcher/Developer on the Dynare Team, CEPREMAP
- Focused on development of the user interface and preprocessing aspects of Dynare.
- Responsible for compilation and distribution of software on Mac OS.
- Integrated Sims, Waggoner and Zha MS-SBVAR code into Dynare
- Simplified the IMF GPM6 model using the Dynare macroprocessor
- Member of the GPM Team at CEPREMAP
- Programming preprocessor for Dynare 5
2011: Consultant for the Center for Quantitative Economic Research, Federal Reserve Bank of Atlanta
- Worked for Dan Waggoner and Tao Zha, creating an interface for use with their Regime-Switching DSGE models.
2006-08: Research Assistant, Board of Governors of the Federal Reserve System
- Worked in the Trade and Financial Studies section of the International Finance Division (IF), focusing on research improving the numerical methods for estimating parameters of Dynamic General Equilibrium models (see publications)
- Developed simple forecast average models in EViews, producing forecasts of foreign real GDP growth and foreign inflation, to be used within IF
- Generated FRB/Global alternative simulations to be included in the Greenbook every FOMC cycle
- Conducted literature reviews
2005-06: Programmer, Board of Governors of the Federal Reserve System
- Programmed various projects including the Check 21 survey for banks and Web Census. Both projects involved programming in VB .Net and database design.
2001-03: Research Assistant, Dr. Nikos Chrisochoides, College of William & Mary
- Ported parallel communication software from Linux to Windows so that multiple platforms could be used in parallel within a computing cluster. Found inconsistencies between the Microsoft implementation of the Message Passing Interface for parallel communication and the industry standard.
2001: Teaching Assistant for Introductory Italian, College of William & Mary
- Taught Italian to eleven undergraduate students two times a week, fostering conversation and assessing participation.
Publications
Estimation of DSGE Models Made Easier
with Gary Anderson and Luca Guerrieri, mimeo. (Luca's presentation)
Dynare: Reference Manual, Version 4
with Stéphane Adjemian, Michel Juillard, Ferhat Mihoubi, George Perendia, Marco Ratto and Sébastien Villemot, Dynare Working Papers, no. 1, CEPREMAP, April 2011.
On the Application of Automatic Differentiation to the Likelihood Function for Dynamic General Equilibrium Models
with Luca Guerrieri, Advances in Automatic Differentiation, Eds. Bischof, C.H., et. al. Berlin: Springer-Verlag, 2008. 303-314
Computer skills
Operating systems: OS X, Linux, Windows
Programming languages: C, C++, Fortran, Python, Java, Matlab, VB .Net
Other: Flex & Yacc, PLY, EViews, SQL, Emacs, Git, general web development
Languages
English (native); Farsi (fluent); Italian (intermediate), French (intermediate/B1).
Interests
Avid badminton and squash player. Enjoy playing soccer recreationally.
Have travelled extensively
Personal
Citizenship: USA, Iran
Resident: France
Date: 2012-05-09 16:55:50 CEST
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