Meet the Economists

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
Central Bank of Mexico
2012 - 2015
- SVARs with Occasionally-Binding Constraints
S. Borağan Aruoba, Marko Mlikota, Frank Schorfheide, and Sergio Villalvazo
Journal of Econometrics (Forthcoming)
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) - Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints
Borağan S. Aruoba, Pablo Cuba-Borda, Kenji Higa-Flores, Frank Schorfheide, and Sergio Villalvazo
CEPR Discussion Paper Series (2020)
See also » FRB Working Paper (2020) - Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints
Borağan S. Aruoba, Pablo Cuba-Borda, Kenji Higa-Flores, Frank Schorfheide, and Sergio Villalvazo
NBER Working Paper Series (2020)
https://doi.org/10.3386/w27991
See also » FRB Working Paper (2020) - 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 - Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints
Borağan S. Aruoba, Pablo Cuba-Borda, Kenji Higa-Flores, Frank Schorfheide, and Sergio Villalvazo
International Finance Discussion Papers (2020)
https://doi.org/10.17016/IFDP.2020.1272 - 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
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
Rising Intangibles and Fading Listed
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
Referee
- Econometrica
- Quantitative Economics
- Journal of Economic Dynamics and Control
- International Journal of Central Banking
- Macroeconomic Dynamics