Pranay Gundam

I’m currently a research analyst at the New York Fed, working on the Dynamic Stochastic General Equilibrium (DSGE) team; as part of the group I lead the ongoing development of ModelConstructors.jl, SMC.jl, and DSGE.jl, which are open source packages that implement, estimate, and forecast DSGE models respectively.

I graduated from Carnegie Mellon University in 2023 with a dual degree: a B.S. in Economics & Mathematical Sciences and a B.S. in Computational Finance. I’m looking to apply for graduate school in economics. My economic research interests lie in macroeconomics with particular interests in spatial general equilibrium models, monetary policy, HANK, bayesian estimation methods, and building open source packages.

Outside of my academic interests I enjoy soccer, cooking, rock climbing, any anything related to sci-fi. Check out my blog for my thoughts on anything above.