-
Tamás K. Papp obtained his PhD at Princeton University in 2009, and has been a Researcher at IHS since. He is currently a senior researcher in the research group Business Cycles, Growth and Public Finances. His main area of interest is the intersection of macroeconomics and Bayesian methods, especially how to use a Bayesian workflow for estimation, model criticism, and forecasting of structural macroeconomic models.
His current research focuses on estimating structural models with nonlinear laws of motion and non-normal shock processes, but he is also interested in reduced form models with these properties. In the course of his research he produces a lot of code, most of which is made open source as Julia libraries. He is also interested in numerical methods in general, and advances in Markov Chain Monte Carlo samplers. -