I will be joining the Federal Reserve Board in the Financial and Macroeconomic Stability Studies section next Fall.
I received my Ph.D. and M.A in Economics from The University of Pennsylvania in 2021. I also hold an M.A. in Economic Theory and B.A. in Economics from ITAM in Mexico City. Before moving to Washington D.C., I worked as a Quantitative Researcher at Citadel in Greenwich and as an Economist at the Bank of Mexico. My research focuses on international economics, macro-finance, and public economics.
RESEARCH & PUBLICATIONS
Inequality and Asset Prices during Sudden Stops. (Job Market Paper)
Working Paper Version
Presentations: 2020: Penn, Atlanta Fed, ITAM, Fed Board.
2021: Chicago Fed, Queen Mary U London, World Bank, Bank of England, Fed Board, Tufts University, Penn State, UT Austin, SUNY Albany, Dallas Fed, ITAM, U Maryland.
FDI Flows and Sudden Stops in Small Open Economies.
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.
Review of Economic Dynamics (Forthcoming). | Link to document | Working Paper Version | NBER extended WP
Replication Files: Julia Replication NK DSGE Model (Main Paper), Julia Replication Consumption-Savings Model (Appendix)
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 | NBER extended WP
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.
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