Curriculum Vitae
Office Contact Information
Research Division Federal Reserve Bank of St. Louis
P.O. Box 442 St. Louis, MO 63166-0442
Personal Information
Citizenships: Italian/Argentinean
Languages: Spanish (native), English (fluent), German (medium), Italian (medium)
Current Position
Economist, Research Division, Federal Reserve Bank of St.Louis, 2008-
Education
PhD in Economics, University of Warwick, 2004-2008
MSc in Economics (Distinction), University College London, 2003-2004
Licenciatura in Economics (First Class Honors), Universidad de Buenos Aires, Argentina, 1997-2001
Research Fields
Primary fields: International Economics, International Finance
Secondary fields: Applied Econometrics
Publications
“Sources of Exchange rate Fluctuations: Are they real or nominal?”, Journal of International Money and Finance, 30(5), 2011.
“Asset Prices, Exchange Rates and the Current Account” (with Marcel Fratzscher and Lucio Sarno), European Economic Review, 54(5), 2010.
“Threshold Adjustment in Deviations from the Law of One Price” (with Mark P. Taylor), Studies in Nonlinear Dynamics and Econometrics, 12(3), 2008.
"Las cuentas públicas y la crisis de la convertibilidad en Argentina” (with Mario Damill and Roberto Frenkel), Desarrollo Económico 170, (43), Buenos Aires, 2003.
Book Chapters
“Las cuentas públicas y la crisis de la convertibilidad en Argentina” (with Mario Damill and Roberto Frenkel), Robert Boyer and Julio Neffa (editors), La economía argentina y su crisis (1976-2001). CEIL-PIETTE, Miño y Dávila, Buenos Aires, 2004.
Research Papers
" Export Market Diversification and Productivity Improvements: Theory and Evidence for Argentinean Firms" (with Paulo Santos Monteiro), available as Federal Reserve Bank of St. Louis Working paper 2013-015.
"Financial Integration, Globalization, Risk Adjusted Growth and Systemic Risk" (with Gianni De Nicolo), available as Federal Reserve Bank of St. Louis Working paper 2010-012B.
“Trade and Synchronization in a Multi-Country Economy” (with Paulo Santos Monteiro), available as Federal Reserve Bank of St. Louis Working paper 2010-038, submitted.
"Speculation in the Oil Market" (with Ivan Petrella), available as Federal Reserve Bank of St. Louis Working Paper 2011-027A.
Media Coverage
"Speculation in the Oil Market" received media coverage from:
The Washington Post Wonkblog: Was Wall Street to Blame for High Oil Prices?, October 2011.
The Washington Post Wonkblog: Are Speculators to Blame for High Gas Prices?, March 2012.
ABC News: Gas Prices Spiked by Speculators, Congressmen Claim, March 2012.
SFGATE: Wall Street Speculation Blamed for Gas Price Spike, March 2012.
LATimes: Obama Proposes Steps to Curb Oil Market Manipulation, April 2012.
Federal Reserve Bank of St. Louis Review Articles
“Mexico’s integration into NAFTA markets: A View From Sectoral Real Exchange Rates” (with Rodolphe Blavy), Federal Reserve Bank of St. Louis Review, 91(5), 2009.
Other Federal Reserve Bank of St. Louis Publications
“Capital Controls by Any Other Name” (with Brett Fawley), International Economic Trends, August 2011.
“Commodity Price Gains: Speculation vs Fundamentals” (with Brett Fawley), Federal Reserve Bank of St. Louis The Regional Economist, July 2011.
“Why Fixing China's Currency is no Quick Fix” (with Brett Fawley), Federal Reserve Bank of St. Louis The Regional Economist, April 2011.
“Unemployment and the Role of Monetary Policy” (with Brett Fawley), Monetary Trends, Dec 2010.
“Monetary Policy and Asset Prices,” Monetary Trends, May 2010.
“International Trade Integration and Business Cycle Synchronization,” International Economic Trends, November 2009.
“Asset Prices and their Effect on the U.S. Trade Balance,” International Economic Trends, July 2009.
Conference/Workshop Presentations
Computing in Economics and Finance, Vancouver, July 2013
Workshop on "Energy and Financial Market Linkages", Energy Information Administration, Washington DC, September 2012
Society for Economic Dynamics, Cyprus, June 2012
Midwest Macroeconomic Meetings, University of Notre Dame, Indiana, May 2012
Computing in Economics and Finance, San Francisco, July 2011
Summer Meetings of the Econometric Society, Washington University, St. Louis, June 2011
System Committee in International Economic Analysis, FRB Atlanta, April 2011
Royal Economic Society Annual Conference 2011, Royal Holloway University of London, UK, April 2011
Midwest Economic Association, St. Louis, March 2011
European Economic Association, Glasgow University, Glasgow, August 2010
Computing in Economics and Finance, City University, London, July 2010
Midwest Macro Meetings, Michigan State University, East Lansing, April 2010
LACEA, 14th Annual Meeting, Universidad Torcuato Di Tella, October 2009
WEAI, 84th Annual Meeting, Vancouver, June, 2009
13th International Conference on Macroeconomic Analysis and International Finance, University of Crete, Rethymno, May 2009
LAMES, 13th Annual Meeting, IMPA, November 2008
Applied Econometrics and Forecasting in Macroeconomics and Finance Workshop, FRB St. Louis, October 2008 Midwest Econometrics Group Conference, University of Lawrence, October 2008
System Committee International Economics Meeting, Federal Reserve Board, October 2008
WEF/ESRC Workshop on Incentive Governance and Global Finance, University of Warwick, July 2008
Royal Economic Society, 3rd PhD Presentation Meeting, University College London, January 2008
LACEA, 12th Annual Meeting, Universidad de Los Andes, October 2007
39th Money Macro and Finance (MMF) Research Group Conference, University of Birmingham, September 2007 European Economic Association, 22nd Annual Congress, Budapest, August 2007
11th International Conference on Macroeconomic Analysis and International Finance, University of Crete, Rethymno, May 2007
Royal Economic Society Annual Conference 2007, University of Warwick, April 2007
1st ESRC Seminar Series: Nonlinear Economics and Finance Research Community, Keele University, February 2007
38th Money Macro and Finance (MMF) Research Group Conference, University of York, September 2006
3rd Leicester PhD Conference in Economics, University of Leicester, May 2006
Seminar Presentations
2012-2013: Inter-American Development Bank (scheduled)
2011-2012: QMUL, Universidad Carlos III Madrid, Bank of Serbia, International Monetary Fund
2010-2011: Fordham University, Bank of Canada, Bank of France, Inter-American Development Bank
2009-2010: Universidad de Chile, Erasmus University Rotterdam
2007-2008: Trinity College Dublin, Bank of Spain, City University of New York, Federal Reserve Bank of St Louis, University of East Anglia, Federal Reserve Board, International Monetary Fund, Bank of England
2005-2006: European Central Bank, University of Warwick
Conference Organization
"Challenges in Open Economy Macroeconomics After the Financial Crisis," St. Louis Fed, June 2011 (jointly with Charles Engel and Silvio Contessi)
Academic Visits
International Monetary Fund (IMF), Western Hemisphere Department, October 2008
Bank of France, July 2011
Research Experience
International Monetary Fund (IMF), Internship, Western Hemisphere Department, February-April 2007
European Central Bank (ECB), Internship, International Policy Analysis Division, July-November 2006
CEDES (Centre for the Study for the State and Society), Buenos Aires, Argentina, External Researcher, 2001-present
Referee
Federal Reserve Bank of St. Louis Review, Economics Letters, European Journal of Finance, Fiscal Studies, International Economic Journal, Journal of Business Finance and Accounting, Journal of Empirical Finance, Journal of International Economics.
Honors, Scholarships, and Fellowships
CEPR/ESI Prize for the Best Central Bank Research Paper (joint with Marcel Fratzscher and Lucio Sarno), October 2007
Warwick Postgraduate Research Fellowship, 2004-2008
Overseas Research Student Awards Scheme (ORS), 2005-2007
Gorman Scholarship, University College London (declined), July 2004
Inter-American Development Bank (IDB) Scholarship to attend the M.Sc. in Development Studies at the LSE (declined), June 2003
Shell Centenary Chevening Scholarship to attend the M.Sc. in Economics at the University College London (UCL), 2003-2004
Ford Foundation Research Fellowship to attend the Master in Economics at the School of Economics, University of Buenos Aires (declined), March 2003
Teaching Experience
Pre-Sessional Maths and Statistics Course, Lecturer (MSc. Economics), University of Warwick, 2007
Macroeconomics (MSc. Economics and Finance), Teaching Assistant, University of Warwick, 2005-2008
Dissertation Supervision (MSc. Economics and Finance), 2005-2007
Macroeconomics 2 (second year Undergraduate), Teaching Assistant, University of Warwick, 2005-2008
Macroeconomics 1 (first year Undergraduate), Teaching Assistant, University of Warwick, 2004-2005
Statistical Methods B (first year Undergraduate), Teaching Assistant, University of Warwick, 2004-2005
Macroeconomics (second year Undergraduate), Teaching Assistant, University of Buenos Aires, 1999-2003
References
Professor Valentina Corradi, Department of Economics, University of Warwick, Email: v.corradi@warwick.ac.uk
Professor Lucio Sarno, Cass Business School Email: Lucio.sarno@city.ac.uk