The Dynare project at CEPREMAP is hiring a research software engineer.
Dynare is a leading economic modeling software that can handle a wide
class of economic models, in particular dynamic stochastic general
equilibrium (DSGE) models. Dynare is widely used in the academic world
for research and teaching purposes, and in various public and private
bodies for performing policy analysis exercises and as a support tool
for forecasting exercises.
The offered job consists in:
designing algorithms, or adapting existing ones, for solving a wide
array of problems that arise when solving or estimating economic
modelswriting the software implementation of these algorithmsfixing
software bugsinteracting with users on the various user support
channelsgiving training sessions at the annual Dynare Summer School
(and possibly during other events)
The ideal candidate would have skills in the following fields:
macroeconomic modeling (in particular DSGE models)econometrics (in
particular time series and Bayesian techniques)applied mathematics
(especially numerical linear algebra)computer science (basic
Experience in all these fields is not a strict requirement, but the
candidate is expected to display strong abilities to learn autonomously
in the areas where he/she lacks knowledge.
Since Dynare is written in MATLAB, Octave, C++ and Julia, some
experience with at least one of these programming languages (or with
another scientific programming language, such as Fortran, Python or R)
is a requirement. A familiarity with Git (the distributed version-
control system) is an asset, since that technology is used for managing
the source code of Dynare.
Holding a PhD in economics, computer science or applied mathematics is
an asset but is not required.
Depending on the candidate’s profile, a given percentage of the work
time could be dedicated to the pursuit of his/her personal research
The job is based in Paris, France. The CEPREMAP premises are on the
same campus as École Normale Supérieure (campus Jourdan) and Paris
School of Economics, which provide a stimulating intellectual
environment, with many world-class researchers in economics on-site and
the possibility of attending several research seminars in economics.
Knowledge of French is not a requirement.
The position is a fixed-term one year contract, starting in fall 2019.
It may be renewed or converted into a permanent position, depending on
the direction taken by the project.
Salary depends on qualification and experience.
Applications, with a resume, an example computer program and possibly a
research paper, should be sent to: recruitment(a)dynare.org
Economist at CEPREMAP
The 15th annual DYNARE Conference (http://www.dynare.org) will be held
at the Univeristy of Lausanne, Switzerland, on September 9-10, 2019. The conference
is organized by HEC Lausanne, together
with Banque de France, DSGE-net and the Dynare project at CEPREMAP.
The DYNARE conference will feature the work of leading scholars in
dynamic macroeconomic modeling and provide an excellent opportunity to
present your own research results.
Morten Ravn (University College London) and Gianluca Violante (Princeton University) will be plenary speakers.
This year’s conference focuses on “heterogeneity” of e.g. households,
firms, information, expectations, banks and financial intermediaries, etc.
Submissions of papers dealing with different aspects of DSGE modeling
and computational methods are welcome. Papers using other software
tools than DYNARE or theoretical contributions are also encouraged.
Paper submission procedure: please submit a complete manuscript or a
detailed abstract in PDF format at http://dynare.mjui.fr
You need first to create an account on that server if you don't have
one from last year.
Deadline for submissions is May 15, 2019. Authors of accepted papers
will be informed by June 15, 2019.
Accepted papers will be automatically considered for publication in
the Dynare Working Papers series (http://www.dynare.org/wp)
conditional on the agreement of the submitter. Note that publication
in the Dynare WP does not prohibit submission to another working paper
Conference organizers: Stéphane Adjemian (U. du Mans), Philippe Bacchetta (U. Lausanne), Kenza Benhima
(U. Lausanne), Florin Bilbiie (U. Lausanne), Michel Juillard (Banque
de France), Simon Scheidegger (U. Lausanne).