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Rayhan Momin


I am a Finance PhD candidate at the University of Chicago Booth School of Business, where I also received an MBA en route to the PhD. Previously, I worked as a research assistant at the Federal Reserve Board of Governors and as an analyst at JPMorgan. I graduated from Columbia College, Columbia University with a BA in Economics-Mathematics.

Research Interests

  • Asset Pricing
  • Banking
  • International Finance
  • Macro-Finance
  • Monetary Policy

Contact

Rayhan Momin's Projects

18s191 icon 18s191

Course 18.S191 at MIT, fall 2020 - Introduction to computational thinking with Julia:

ard icon ard

Code for 'Recovering Network Structure from Aggregated Relational Data Using Penalized Regression'

bcf-workshop icon bcf-workshop

Materials for the mini-course on deep learning and macro-finance.

bootcamp2019 icon bootcamp2019

Repository of syllabi, lecture notes, Jupyter notebooks, code, and problem sets for OSE Lab Boot Camp 2019

crosssection icon crosssection

Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"

data-cleans icon data-cleans

This repo has code to do primary data cleaning for Compustat / Crsp from WRDS

dcegm icon dcegm

Matlab implementation of DC-EGM algorithm from Iskhakov, Jorgensen, Rust and Schjerning (QE, 2017)

did icon did

Keeping track of what is going on with the latest DiD innovations.

dse2019 icon dse2019

Teaching materials from DSE2019 summer school at Chicago Booth

dsge.jl icon dsge.jl

Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)

econ35101 icon econ35101

Public repository for UChicago's Econ 35101 "International Macroeconomics and Trade" PhD class

economictracker icon economictracker

Download data from the Opportunity Insights Economic Tracker — https://tracktherecovery.org/

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