Nicholas Labelle St-Pierre is a Principal Economist in the Projection Division of the Canadian Economic Analysis Department at the Bank of Canada. His research interests include macroeconomics, monetary policy and numerical methods. Nicholas holds an MSc and a BSc in Economics from the University of Quebec in Montreal (UQAM) and has passed CFA Level III.
When we set out to build the modelling language for StateSpaceEcon.jl, our package for macroeconomic models, we did not yet know that Julia was the perfect language for the task. When faced with hundreds of variables, shocks, equations, parameters, lags and expectation terms, what the economist needs most is an intuitive and expressive domain-specific language to help keep all that complexity under control. Join us as we share our experience – it might help you enhance your own packages.