education
Ph.D. in Economics, Duke University, Durham, NC, USA (2011)
M.A. in Economics, Duke University, Durham, NC, USA (2008)
M.A. in Economics, Universidad de San Andrés, Buenos Aires, Argentina (2006)
B.A. in Economics, Universidad de Buenos Aires, Buenos Aires, Argentina (2003)
specialization: macroeconomics and bayesian econometrics
employment
Associate Professor in Economics (with tenure), Economics Department UC3M, June 2017 –
Ramon y Cajal Fellow, Economics Department UC3M, January 2022 -
Juan de la Cierva Research Fellow, Economics Department UC3M, February 2017 – 2019
Assistant Professor in Economics, Economics Department UC3M, August 2011 – June 2017
other appointments
Senior research fellow at RedNIE since 2020
Visiting Research fellow, Sveriges Bank Research Unit, 2023 (October)
Invited lecturer, Economics Department, Universisidad de San Andrés, April 2022 (two weeks)
Visiting Research Fellow, Collegio Carlo Alberto, October 2021 (two weeks)
Visiting Research fellow, Bank of Finland Research Unit, November 2019 (one week)
Invited lecturer, FEP, University of Porto, October 2019 (one week), October 2021 (one week)
European University Institute, Firenze, Italy, Fernand Braudel Fellow, September 2017
UBA-Conicet, Argentina, Visiting Scholar, IIEP-Baires: Dec 2015, July 2016, July 2017, July 2018
BCRA Central Bank, Argentina, Visiting Researcher, BCRA, July 2007
publications
"Welfare Gains of Bailouts in a Sovereign Default Model", with R. Pancrazi and M. Vukotic, Journal of Economic Dynamics and Control, vol 113, april 2020
“Trend shocks and sudden stops”, with E. Yurdagul, Journal of International Economics, vol 121, november 2019. 103252.
“Time-Varying Volatility, Default and the Sovereign Risk Premium”, International Economic Review, vol 60 (1), February 2019, pp. 283-301
“Markups and the real effects of volatility shocks”, International Economic Review, Volume 58, Issue 3, August 2017, pp. 807–828.
“The price of capital and the financial accelerator”, with R. Pancrazi and M. Vukotic, Economics Letters, vol. 149, December 2016, pp. 86-89.
“Parameter Drifts, Misspecification and the Real Exchange Rate in Emerging Countries”, Journal of International Economics, vol. 98, January 2016, pp. 204-215.
“Near Unit Root Small Open Economies”, Journal of Economics Dynamics and Control, vol. 53, April 2015, pp 37-46.
“Bayesian Mixed Frequency VARs” with J. Chiu, B. Eraker, A. Foerster and T. B. Kim, Journal of Financial Econometrics, vol. 13 (3), Summer 2015, pp 698-721.
Comment on "From Austerity to growth in Europe: some lessons from Latin America", by Stephany Griffith-Jones, Round Table IEA-AAEP, 2012. IEA Volume Debt Crises - "How to Prevent them, how to manage them, how to ensure there is life after debt" (eds. D. Heymann and J. Stiglitz, Palgrave 2014).
academic honors, grants and awards (selected)
Ramón y Cajal, Mininstry of Science and Innovation (Spain) 2022-2027
Visiting Research Fellowship, Collegio Carlo Alberto, October 2021 (scheduled)
Fernand Braudel Fellowship for the Department of Economics at the EUI, September 2017
Juan de la Cierva-Incorporación, Mininstry of Economics and Competitiveness (Spain) 2017-2019
Ramón Areces Foundation: Research Grant in Economics, 2015-2017 (P.I. Seoane, H.)
@Duke: Full Scholarship PhD in Economics, Distinguished Economics Department Graduate Fellowship (2006-2007), Econ Dept Summer Research Fellowship (2010), GradSchool Summer Research Fellowship (2009)
Merit Scholarship for Graduate Studies, San Andres Foundation (Scholarships Fund), (2004)
conference presentations
Society for Economic Dynamics (SED) Meeting, Barcelona 2024 (scheduled)
Computational Economics and Finance (CEF), Singapore 2024 (scheduled)
Barcelona Graduate School of Economics Summer Forum, Barcelona 2024 (scheduled)
Annual Conference of the Banco Central do Brasil, 2024
UdeSA Alumni, Buenos Aires 2023
LACEA Meetings, Bogota 2023
Dynare Conference, Malta 2023
Paris School of Economics (PSE) Macro Days, Paris 2023
EEA-ESEM, Barcelona 2023
Society for Economic Dynamics (SED) Meeting, Cartagena 2023
Theories and Methods in Macro. T2M, Paris 2023
LACEA Meetings, Lima 2022
Academic workshop on Sustainable Development in Latin America and the Caribbean, CAF, Buenos Aires, 2022
Leuven Summer Event on International Macroeconomics, Leuven, Belgium, 2022
EconPol Annual Meeting 2020 (online)
ADEMU Prague Macro Workshop, CERGE-EI, Prague, 2018
Alumni Conference, Universidad de San Andrés, Argentina, 2017
Workshop Macroeconomía y Desarrollo, UBA-RIDGE 2017, Argentina, 2017
REDg Workshop in Macroeconomic Dynamics, UAB, Barcelona 2017
Workshop THUIT I, Universidad Complutense de Madrid, Madrid 2016
Asian Meeting of the Econometric Society, Kyoto 2016
Society for Economic Dynamics (SED) Meeting, Toulouse 2016
North American Summer Meeting of the Econometric Society, Philadelphia 2016
SCE 22nd Int. Conf. on Computing in Economics and Finance CEF, Bordeaux 2016
Barcelona Graduate School of Economics Summer Forum, Barcelona 2016
Fiscal Week, Fiscal Sustainability in the XXI Century, Banco de España 2016 (discussant)
UC3M and CEMFI Macroeconomics workshop, 2016
Alumni Conference, Universidad de San Andrés, Argentina, December 2015
Workshop on Sovereign Debt, RIDGE 2015, Argentina, December 2015
Workshop Macroeconomía y Desarrollo, UBA-RIDGE 2015, Argentina, December 2015
Simposio Asociación Española de Economía, Girona, Spain, December 2015
Econometric Society World Congress, Montreal Canada, August 2015
4th UECE Conference on Economics and Financial Adjustment, (ISEG, Portugal), July 2015
13th Macroeconomic Policy Research Workshop, MNB Budapest, October 2014
North American Summer Meeting of the Econometric Society (U. of Minnesota, USA), June 2014
ENTER Jamboree (plenary speaker), SSE and the SU (Stockholm, Sweden), March 2014
Workshop on Macroeconomics, Financial Frictions and Asset Prices (Pavia, Italy), 2013
Financial Markets and the Real Economy (Warwick at Venice, Venice, Italy), 2013
ZEW SEEK Workshop in Non-linear Econ Modelling (Mannheim., Germany), 2012
13th IWH-CIREQ Macro-Econometric Workshop (Halle, Germany), 2012
6th CSDA Int. Conference on Computational and Financial Econometrics (Oviedo, Spain), 2012
“Life after Debt” Round Table IEA-AAEP (discussant, UBA, Buenos Aires, Argentina), 2012
Workshop in Time Series Econometrics (Zaragoza, Spain), 2012
Canadian Economic Association (Calgary, Canada), 2012
seminar invitations
2024: Federal Reserve Bank of Philadelphia, Navarra U (scheduled)
2023: RedNIE, UdeSA, Sovereign Debt Workshop IMF, Di Tella, UIB
2022: U del Centro de Estudios Macroeconómicos de Argentina UCEMA, Universidad de San Andrés, Sveriges Riksbank, PUC-Chile
2021: Collegio Carlo Alberto, U of Porto, U de Navarra; U de Chile;
2019: Glasgow U, U of Porto, Bank of Finland Research Unit;
2018: EIEF, Central Bank of Chile, PUC-Chile, Central Bank of Argentina;
2017: Durham U, Kent U, Konstanz U, European University Institute EUI, CUNEF;
2016: Sophia University;
2015: HEC Montreal, UC3M IID Seminar, Universitat Autónoma de Barcelona;
2013: University of Illinois at Urbana-Champaign, Norges Bank, CEMFI, Central Bank of Chile, UTDT, Universidad de San Andrés, UC3M IID Seminar, Pontificia Universidad Católica Argentina;
2011: Central Bank of Chile, Universidad de San Andrés, Pontificia Universidad Católica Argentina, Central Bank of Argentina, UC3M, U Pública de Navarra, West Virginia University, BlackRock, Duke University;
2008: U de Buenos Aires
professional activities
Associate Editor: SERIEs – Journal of the Spanish Economic Association, since 2020-2023
Referee: ERC-Starting Grants 2021
Referee: FONDECYT-CHILE, 2019, 2020 and 2021
Programme committee member of the Econometric Society European Meetings 2022, 2023, 2024
Co-organizer Doctoral workshop on quantitative dynamic economics, Konstanz 2022, 2023
Scientific Committee in Empirical MacroII, annual conference of the Int Association of Applied Econometrics (IAAE), (Rotterdam, The Netherlands), 2021
Scientific Committee in Empirical Macro, 7th annual conference of the Int Association of Applied Econometrics (IAAE), (Kings College London, UK), 2020
Referee: Economics Department Pontificia UCA (Argentina),
Co-organizer UC3M and CEMFI Macroeconomics workshop, 2016
Scientific Committee Simposio, SAEe 2013, (Santander, Spain), 2013
Referee for the following Journals: American Economic Journal: Macroeconomics, American Economic Review: Insights, B.E. Journal of Macroeconomics, Bulletin of Economic Research, Canadian Journal of Economics, Eastern Economic Journal, Economic Journal, Economic Modelling, Economica (UNLP), European Journal of Political Economy, International Economic Review, International Journal of Central Banking, IMF Economic Review, Journal of Applied Economics, Journal of Econometrics, Journal of Economics Dynamics and Control, Journal of International Economics, Journal of Money Credit and Banking, Macroeconomic Dynamics, North American Journal of Economics and Finance, Oxford Economic Papers, Review of Economic Dynamics, Review of Economics and Statistics, SERIEs (Journal of the Spanish Economic Association)
discussions
Comment on “Fiscal Rules and Sovereign Default” by L. Alfaro and F. Kanczuk, Fiscal Sustainability, XXI Century, Banco de España and BGSE, 2016
Comment on “Towards a New Inflation Targeting Framework in Latin America and the Caribbean: Rationalizing Unconventional Monetary Policies'' by J. Garcia-Cicco y E. Kawamura, AAEP 2013
Comment on "From Austerity to growth in Europe: some lessons from Latin America", by Stephany Griffith-Jones, Round Table IEA-AAEP, 2012
teaching
Advanced Macro, U CEMA, 24hs, 2023
Advanced Macro, U de San Andrés, 18hs, 2022, 2023
Advanced Macro, U de Porto, 10hs, 2019 + 15hs, 2021
Macro III (UC3M, MAE/ Econ Ph.D.), 2018-2021
International Macro (EUI, Econ Ph.D.), September 2017, 10hs
Topics in Advanced Macro: “International Macroeconomics” (UC3M, Econ Ph.D.), 2013 - 2017
Macroeconomics (UC3M, MEDEG), 2012 – 2020
Economic Growth (UC3M, MEDEG), 2013
Monetary and Financial Macroeconomics (UC3M, Undergraduate), 2012 - 2020
Bayesian Metrics & Time Series Analysis (BBVA), 2013, 25hs
departmental service
Representative Claustro UC3M, 2018-2019
Macro Seminar Co-Organizer, 2014 - 2019
IID Seminar Co-Organizer, 2013 - 2017
PhD Placement collaborator 2013, 2014
Coordinator Monetary and Financial Macroeconomics, 2013 - 2022
Master Thesis Defense – Member of the Macro Committee, 2011, 2012, 2013, 2015, 2016, 2021
PhD admission and Junior Hiring Recruitment (collaborator/ reviewer) since 2012
advising
PhD Advising: José Manuel Carbo (2017, Co-Advisor), María Bru-Muñoz (2022), Alvaro Salazar-Perez (2023), Florencia Soledad Airaudo (2023), Camila Figueroa (in progress @UAM, Co-Advisor), Sofia Sanchez (in progress).
PhD Thesis Committee Member: Olga Croitorov (2014, UC3M), Iacopo Morchio (2015, UC3M), Alessandro Galesi (2015, CEMFI), Lovleen Kushwah (2017, UC3M), Damian Pierri (2017, UdeSA), Rui Leite (2018, FEP, Universidade do Porto), Morteza Ghomi (2023).
Master: José Manuel Carbo (2014, Co-Advisor MAE), Edgar Silgado (2015 MAE), Manuel Mosquera (2016 MAE), Richard Jaimes (2016 MAE), Fabrizio Leone (2017 MAE), Maria Bru (2017 MAE), Carla Varona (2018 MAE), Isaac Lopez (2019, MADE), Alvaro Hernandez Blanco (2019, MADE), Florencia Airaudo (2019, MAE), David Saraza Flores (2021, MADE), Serkan Kocabas (2022, Co-Advisor MAE), Sofia Sanchez (2022 MAE), Birger Eerke (2023, MAE), Samuel Alarcon (2023, MAE).
Undergraduate: David Pavón (2013), Carla Varona (2015), Fernando Espejo (2015), Laura Piedelobo (2016), Pablo González (2016), Juan Orts Bas (2018), Sebastian Tiedemann (2020), Elena Gonzalez-Conde Maiz (2021), Claudia Fraga-Bugallo (2021), Irene Gonzalez Trigueros (2021), Alejandro Lopez Gonzalez (2021), Christany Mayoral-Alvarez (2022), María Castro-Anguita (2022), Celia Lozano-Fernandez (2022), María Van Halen (2023)