Reca Sarfati
PhD Candidate In Economics And Statistics
Cambridge, Massachusetts, United States
Summary
👤
Senior🎓
Top SchoolReca Sarfati is a PhD candidate in Economics and Statistics at MIT and an NSF Graduate Research Fellow, with a focus on econometrics and experimental design. He previously served as a Senior Research Analyst at the Federal Reserve Bank of New York, where he worked on implementing, estimating, and forecasting DSGE models in Julia. He earned a BS in Mathematics and Computer Science from Brown University and has held research roles across Brown and MIT, along with internships with the U.S. Department of State. Based in Cambridge, Massachusetts, he combines rigorous quantitative methods with policy-relevant economic modeling. More at recasarfati.com.
9 years of coding experience
4 years of employment as a software developer
International Baccalaureate, High School Diploma, International Baccalaureate, High School Diploma at Seoul Foreign SchoolDoctor of Philosophy - PhD, Doctor of Philosophy - PhD at Massachusetts Institute of TechnologyGraduate School of Arts and Sciences, Graduate Studies, Graduate School of Arts and Sciences, Graduate Studies at New York UniversityBachelor of Science - BS, Bachelor of Science - BS at Brown University
Korean, German, Spanish, English
Github Skills (32)
online-algorithms10
custom-model10
routines10
stochastic10
solve10
macroeconomics10
dynamical-systems10
econometrics10
kalman-filter10
distributions10
fsm-library10
economics10
mcmc10
stochastic-processes10
state-space10
Programming languages (1)
Github contributions (5)
FRBNY-DSGE/SMC.jl
Jul 2019 - Mar 2020
Sequential Monte Carlo algorithm for approximation of posterior distributions.
Contributions:2 releases, 430 commits, 121 pushes in 7 months
distributionsposteriorbayesian-inferencemonte-carlosequential-monte-carlo
rsarfati/ExtensiveFormGames
Apr 2019 - Feb 2020
Contributions:49 commits, 25 pushes, 2 branches in 10 months
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