Alexander Quispe

MSc. Quantitative Economics

University of Munich.

Profile Pic

About me

I am a Junior Researcher at the World Bank in the ID4D team and Lecturer in the Department of Economics at PUCP (PUCP). Currently, I collaborate with Professor Victor Chernozhukov on the creation of Econometric Packages and Tutorials about Causal Inference and Machine Learning (CI & ML).

I received my B.S. in Economics at PUCP and my M.S in Quantitative Economics at the University of Munich. During my second year, I visited the Laboratory for Innovation Science at Harvard (LISH). I worked as RA at Yale, the Max Planck Institute for Innovation and Competition (MPI) and MIT Sloan.

Here are some highlights of my experience. Please refer to my CV for more details.

Current Projects about CI & ML

Books

Inference on Causal and Structural Parameters using ML and AI with Used in the course 13.28 at MIT
[R] [Python] [Julia]

Machine Learning and Causal Inference
Used in the course MGTECON-634 at Standford
[R] [Python]

Open Source

Python Projects

llm4tesis - AI tool integrated with GPT4 engine to create research questions from the thesis repository in the Department of Economics PUCP.
csdid - Contains tools for computing average treatment effect parameters in a Difference‑in‑Differences including Double Robust Estimation.
osrm.py - Python package to calculate driving distances for free using OSRM engine
sythdid.py - Python implementation of Synthetic difference in differences method based on Athey et al. (2021)
CMLViz.py - Python version of Stata Visual Library from DIME Analytics

Julia Packages

HDMjl - Julia Package of methods for estimation in high-dimensional models based on Chernozhukov et al. (2016)
Sensemark.jl - Julia package for sensitivity analysis tools based on Cinelli et al. (2020)
synthdid.jl - Julia implementation of Synthetic difference in differences method based on Athey et al. (2021)

R packages

OSRMAreas - R package to calculate driving distances for free using OSRM engine

Working Papers

High Dimensional Metrics in Julia
Alexander Quispe, Victor Chernozhukov, Christian Hansen, Martin Spindler; 2022
[Paper]

Fertility and Education Patterns Across Different Phases of Development
Alexander Quispe; 2020
[Paper]

Estimating Heterogeneous Effects of Cash Bonuses in Retaining Teachers in Remote Peru
Alexander Quispe, Sibei Zhang, Richard Tang; 2022
[Paper]

The Growth of Low-Skill Service Jobs and the Polarizationof the US Labor Market-Extension
Alexander Quispe; 2019
[Paper]

Teaching

Causal Inference and Machine Learning
Graduate course, Pontificia Universidad Catolica del Peru, Department of Economics, 2021
[GitHub Repository] [Students]

Python Intensive Course
Graduate Course, Laboratory of Artificial Intelligence and Computational Methods in Social Sciences, PUCP, 2021
[GitHub Repository] [Students]

Python Bootcamp
Course, The Code Blinders, 2021
[GitHub Repository]

Research Team

Current RAs
Rodrigo Grijalba, Jhon Flores

Alumni
Valeria Albarracin, Franco Cáceres, Sandra Martinez(Columbia), Roberto Mendoza(Predoc-Princeton), Anzoni Quispe(Predoc-Princeton), Yosepth Ayala(RA-Columbia), Elibeth Cirilo(Univerisity of Warwick), Jesus Soto(Data Scienctist Interbank)