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Reca Sarfati

Senior Research Analyst

Federal Reserve Bank of New York

I am a senior research analyst at the NY Fed, working with the dynamic stochastic general equilibrium (DSGE) team on academic research, policy analysis, forecasting, and model development.

I am also a lead developer of DSGE.jl, a Julia package for solving, estimating, and forecasting DSGE models, as well as SMC.jl, which implements sequential Monte Carlo (SMC) sampling for approximation of posterior distributions.

I look forward to matriculating into an economics PhD program in the fall of 2020.

All views expressed are my own, and do not reflect those of the Federal Reserve Bank of New York nor Federal Reserve System.

Interests

  • Macroeconomics
  • Economic Theory
  • Market Design
  • Development
  • Labor
  • Computation

Education

  • Non-Degree Mathematics Masters Student, 2018-20

    NYU Courant Institute of Mathematical Sciences

  • Sc.B. in Mathematics and Computer Science (magna cum laude), 2014-18

    Brown University

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