The Dynare Project is looking for independent Julia programmers - work remote

The Dynare Project is looking for independent Julia programmers doing remote work.
Dynare (https://www.dynare.org) is a Matlab/Octave toolbox for
solving, simulating and estimating dynamic macroeconomic models.
We are now rewriting the application in Julia (DynareJulia · GitHub)

The project is ambitious and involves many areas of Julia
computing. Among them

  • general architecture of the application, packages and modules
  • parsing an existing modeling language
  • optimizing precompilation
  • functional approximation with perturbation and projections methods
  • stochastic simulation
  • Kalman filter
  • numerical optimization
  • Bayesian estimation of linearized models
  • Nonlinear estimation and particle filters
  • Results vizualization
  • Because economic models may be large and complex, computation time
    matters and very efficient code must be written for several critical
    parts.

The aim of the Dynare project is to provide economists who aren’t
numerical analysts or computing scientists with the best tools and
algorithms currently available. The project is entirely Open Source.

There exist a vibrant community of Dynare end users
(https://forum.dynare.org/). We organize an annual conference
(Dynare Conference 2022 | Dynare) and a yearly
Summer School.

The Dynare project is based in Paris and working Western Europe
business hours, but we are flexible about coordinating with
developers in other time zones.

Different working arrangements can be considered but will always be
formalized by a contract.

Please send resume and previous code examples @MichelJuillard. Don’t
hesitate to ask for further details about this job.

38 Likes

I have some questions:
Is the work paid?
What are the professional requirements for the work?

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This is exciting stuff for a former macro guy like myself! Not to hijack your job posting, but could you elaborate on what you mean by “rewriting” Dynare in Julia? How do you see the relationship of “traditional” Matlab-Dynare to this new effort going forward?

Of course the work is paid at a daily rate to be commonly agreed upon. We are looking for developers with previous experience in Julia programing and knowledge of some of the areas described in the job posting

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Rewriting Dynare in Julia is the occasion to rething the architecture of an application written over more than 20 year. Julia should provide a solution more efficient than Matlab. The process should go back to the various algorithms and implement them in Julia, not translating existing Matlab code in Julia.
DynareJulia should be able to run the same *.mod files as Dynare Matlab. For the time being we are leveraging the same C++ preprocessor as in Dynare Matlab (see Readme · DynarePreprocessor_jll.jl)

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This took me 15+ years back in time, when I did econometric research at the Swedish central Bank. Dynare was new back then. Makes me happy that it will be rewritten in Julia. It should be an excellent fit, it makes total sense. Good luck!

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