SERGIO VILLALVAZO

Ph.D. Candidate in Economics

The University of Pennsylvania

I am a Ph.D. Candidate in the Economics Department at the University of Pennsylvania. Before moving to Philadelphia, I worked as an economist at the Central Bank of Mexico. I'm mainly interested in international economics, macro-finance, and financial crises.

Google Scholar

 

RESEARCH

Asset Prices and Sudden Stops in Small Open Economies with Uninsured Idiosyncratic Risk. (Job Market Paper)

Draft Coming Soon
Presentations: UPenn, Fed Board, Atlanta Fed, ITAM.

SVARs with Occasionally-Binding Constraints. with Boragan Aruoba and Frank Schorfheide.

Submitted. | Working Paper Version

Optimal Taxes on Capital in the OLG Model with Uninsurable Idiosyncratic Income Risk. with Dirk Krueger and Alexander Ludwig.

Under Revision

FDI Flows and Sudden Stops in Small Open Economies. 

Working Paper Version

Presentations: Macro Financial Modelling Summer Session at Cape Cod (2018), Latin American Meeting of the Econometric Society at Guayaquil (2018), European Winter Meeting of the Econometric Society at Naples (2018).

Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally-Binding Constraints. with Boragan Aruoba, Pablo Cuba-Borda, Kenji Higa-Flores and Frank Schorfheide.

Submitted. | Working Paper Version

FiPIt: A simple, fast global method for solving models with two endogenous states & occasionally binding constraints. with Enrique G. Mendoza.

Review of Economic Dynamics, Volume 37, July 2020, Pages 81-102. | Link to document | Link to UserGuide and Codes | PIER Working Paper Version

The effect of natural gas shortages on the Mexican economy. with Carlo Alcaraz.

Energy Economics, Volume 66, August 2017, Pages 147-153. | Link to document | Working Paper Version

Decomposition of financial crises in Mexico (in Spanish). 

Gaceta de Economía 34 (2015). | Link to document

 

WORK IN PROGRESS

Changing Jobs to Fight Inflation: Labor Market Reactions to Inflationary Shocks. with Gorkem Bostanci and Omer Koru.

Draft Coming Soon 

Rising Intangibles and Fading Listed. with Sara Casella and Hanbaek Lee.

Draft Coming Soon

 

EDUCATION

PHD ECONOMICS

The University of Pennsylvania, Expected May 2021

MA ECONOMICS

The University of Pennsylvania, 2018

MA ECONOMIC THEORY, HONORS

ITAM, 2015

BA ECONOMICS, HIGHEST HONORS

ITAM, 2011

 

PROFESSIONAL

June 2020 - July 2020

Dissertation Scholar. Federal Reserve Bank of Atlanta, Research Department.

June 2019 - August 2019

Quantitative Researcher. Citadel, Global Fixed Income.

2012 - 2015

Economist. Central Bank of Mexico, Economic Research Division.

 

CONTACT ME

Department of Economics

University of Pennsylvania
The Ronald O. Perelman Center for Political Science and Economics

133 South 36th Street
Philadelphia, PA 19104

vsergio (at) sas.upenn.edu

 

©2019 by Sergio Villalvazo.