Photo of Sergio Villalvazo

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
Current Research Topics
  • Financial Frictions and Heterogeneity
  • Macroprudential Policies
  • Economist

    Board of Governors of the Federal Reserve System

    2021 - present
  • Visiting Scholar

    Federal Reserve Bank of Atlanta

    2020
  • Quantitative Researcher

    Citadel

    2019
  • Economist

    Central Bank of Mexico

    2012 - 2015
  • SVARs with Occasionally-Binding Constraints
    S. Boragan 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
  • 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

    2021

    Latin American Meeting of the Econometric Society at Bogota

    Inequality and Asset Prices during Sudden Stops

  • conference

    2021

    ITAM

    Rising Intangibles and Fading Listed

  • conference

    2021

    European Summer Meeting of the Econometric Society at Copenhagen

    Inequality and Asset Prices during Sudden Stops

  • conference

    2021

    SED (Society of Economic Dynamics) at Minnesota

    Inequality and Asset Prices during Sudden Stops

  • conference

    2021

    IAAE (International Association for Applied Econometrics) at Rotterdam

    SVARs with Occasionally-Binding Constraints

  • conference

    2021

    North American Summer Meeting of the Econometric Society at Quebec

    SVARs with Occasionally-Binding Constraints

  • seminar

    2021

    Chicago 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

    2020

    ITAM

    Inequality and Asset Prices during Sudden Stops

  • seminar

    2020

    Federal Reserve Bank of Atlanta

    Inequality and Asset Prices during Sudden Stops

  • seminar

    2019

    University of Pennsylvania

    FDI Flows and Sudden Stops in Small Open Economies

  • seminar

    2018

    Macro Financial Modelling Summer Session at Cape Cod

    FDI Flows and Sudden Stops in Small Open Economies

  • seminar

    2018

    Latin American Meeting of the Econometric Society at Guayaquil

    FDI Flows and Sudden Stops in Small Open Economies

  • seminar

    2018

    European Winter Meeting of the Econometric Society at Naples

    FDI Flows and Sudden Stops in Small Open Economies

Awards
  • 2021

    Citi-Banamex

    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
Last update: June 30, 2022