Dr Tom Dumitru Holden

Researcher and macroeconomist in the Deutsche Bundesbank’s research department.

DPhil (PhD) University of Oxford, 2013.

Most of my code is in my personal GitHub repository. This includes:

  • DynareOBC, a toolkit for simulating models with occasionally binding constraints, and assessing their properties.
  • DoubleDouble, a MATLAB library for extended (“double double”) precision, giving close to quad precision.
  • MatlabSetAffinity, a tool for setting processor affinity for MATLAB workers.
  • DynareTransformationEngine, a set of mod files for automatically transforming variables and adding shocks.
  • DynareRemoveLocalVariables, an alternative preprocessor to remove model local variables from a .mod file.
  • ParallelFastNonLinearACD, a parallel version of Loshchilov, Schoenauer and Sebag’s (2012) adaptive coordinate descent algorithm for non-linear optimization.