Meet the Researchers
Sergio Villalvazo
Education
- Ph.D., Economics, University of Pennsylvania, 2021
- M.A., Economics, University of Pennsylvania, 2019
- M.A., Economic Theory, ITAM, 2015
- B.A., Economics, ITAM, 2012
- Financial Frictions and Heterogeneity
- Macroprudential Policies
Economist
Board of Governors of the Federal Reserve System
2021 - presentVisiting Scholar
Federal Reserve Bank of Atlanta
2020Quantitative Researcher
Citadel
2019Economist
Banco de Mexico
2012 - 2015
- Inequality and Asset Prices during Sudden Stops
Sergio Villalvazo
International Finance Discussion Papers (2024)
https://doi.org/10.17016/IFDP.2024.1388 - FDI flows and sudden stops in small open economies
Sergio Villalvazo
Journal of Macroeconomics (2024)
https://doi.org/10.1016/j.jmacro.2024.103586 - Disclosure Regulation, Intangible Capital and the Disappearance of Public Firms
Sara Casella, Hanbaek Lee, and Sergio Villalvazo
Finance and Economics Discussion Series (2023)
https://doi.org/10.17016/FEDS.2023.050 - SVARs with occasionally-binding constraints
S. Borağan Aruoba, Marko Mlikota, Frank Schorfheide, and Sergio Villalvazo
Journal of Econometrics (2022)
https://doi.org/10.1016/j.jeconom.2021.07.013 - Optimal Taxes on Capital in the OLG Model with Uninsurable Idiosyncratic Income Risk
Dirk Krueger, Alexander Ludwig, and Sergio Villalvazo
Journal of Public Economics (2021)
https://doi.org/10.1016/j.jpubeco.2021.104491 - Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally-Binding Constraints
S. Borağan Aruoba, Pablo Cuba-Borda, Kenji Higa-Flores, Frank Schorfheide, and Sergio Villalvazo
Review of Economic Dynamics (2021)
https://doi.org/10.1016/j.red.2020.12.003
See also » FRB Working Paper (2020) - Essays on Financial Crises
Sergio Villalvazo Martin
Dissertations (University of Pennsylvania) (2021) - FiPIt: A simple, fast global method for solving models with two endogenous states & occasionally binding constraints
Enrique G. Mendoza and Sergio Villalvazo
Review of Economic Dynamics (2020)
https://doi.org/10.1016/j.red.2020.01.001 - The effect of natural gas shortages on the Mexican economy
Carlo Alcaraz and Sergio Villalvazo
Energy Economics (2017)
https://doi.org/10.1016/j.eneco.2017.06.006
conference
2024MEA at Chicago
Financial Development and the Severity of Crises
conference
20239th Annual West Coast Workshop in International Finance at UBC
Inequality and Asset Prices during Sudden Stops
conference
2023EEA-ESEM at Barcelona
Inequality and Asset Prices during Sudden Stops
conference
2023NASMES at Los Angeles
Disclosure Regulation, Intangible Capital and the Disappearance of Public Firms
conference
2023FRB Macro Finance Workshop
Inequality and Asset Prices during Sudden Stops
conference
2023NBER IFM Spring Meeting
Inequality and Asset Prices during Sudden Stops
conference
2022SEA at Fort Lauderdale
Inequality and Asset Prices during Sudden Stops
conference
2022NASMES at Miami
Inequality and Asset Prices during Sudden Stops
conference
2022EEA-ESEM at Milan
Inequality and Asset Prices during Sudden Stops
conference
2022Midwest Macro at Utah
Inequality and Asset Prices during Sudden Stops
conference
2021Latin American Meeting of the Econometric Society at Bogota
Inequality and Asset Prices during Sudden Stops
conference
2021ITAM
Disclosure Regulation, Intangible Capital and the Disappearance of Public Firms
conference
2021European Summer Meeting of the Econometric Society at Copenhagen
Inequality and Asset Prices during Sudden Stops
conference
2021SED (Society of Economic Dynamics) at Minnesota
Inequality and Asset Prices during Sudden Stops
conference
2021IAAE (International Association for Applied Econometrics) at Rotterdam
SVARs with Occasionally-Binding Constraints
conference
2021North American Summer Meeting of the Econometric Society at Quebec
SVARs with Occasionally-Binding Constraints
seminar
2021Chicago Fed, QMUL, World Bank, Bank of England, FRB, Tufts University, Penn State, UT Austin, SUNY Albany, Dallas Fed, ITAM, U Maryland
Inequality and Asset Prices during Sudden Stops
conference
2020ITAM
Inequality and Asset Prices during Sudden Stops
seminar
2020Federal Reserve Bank of Atlanta
Inequality and Asset Prices during Sudden Stops
seminar
2019University of Pennsylvania
FDI Flows and Sudden Stops in Small Open Economies
seminar
2018Macro Financial Modelling Summer Session at Cape Cod
FDI Flows and Sudden Stops in Small Open Economies
seminar
2018Latin American Meeting of the Econometric Society at Guayaquil
FDI Flows and Sudden Stops in Small Open Economies
seminar
2018European Winter Meeting of the Econometric Society at Naples
FDI Flows and Sudden Stops in Small Open Economies
Awards
- 2021
Citi-Banamex Prize
Honorable Mention
- 2020
Federal Reserve Bank of Atlanta
Summer Fellowship
- 2019
University of Pennsylvania and PIER
Matching Grant
- 2018
University of Pennsylvania
The President Gutmann Leadership Award
- 2018
Princeton University
Macro-Finance Initiative
Conference Organization
May 9-10, 2024 | Federal Reserve Board
FRB Conference on the Macroeconomic Seeds of Financial Imbalances
Co-Organizer
Referee
- Econometrica
- International Economic Review
- International Journal of Central Banking
- Journal of Applied Econometrics
- Journal of Economic Dynamics and Control
- Journal of International Money and Finance
- Journal of Macroeconomics
- Journal of Monetary Economics
- Macroeconomic Dynamics
- Quantitative Economics
Professional Affiliation
- American Economic Association
- Econometric Society
- European Economic Association
- Macro-Finance Society