Details about Sergio Villalvazo

Access statistics for papers by Sergio Villalvazo.

Last updated 2024-03-06. Update your information in the RePEc Author Service.

Short-id: pvi447

Working Papers

2024

1. Inequality and Asset Prices during Sudden Stops
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)
2. Nonlinear Effects of Loan-to-Value Constraints
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)

2023

3. Disclosure Regulation, Intangible Capital and the Disappearance of Public Firms
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)

2021

4. Online Appendix to "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints"
   Online Appendices, Review of Economic Dynamics View citations (14)
   See also Journal Article Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2021) View citations (17) (2021)
5. Optimal taxes on capital in the OLG model with uninsurable idiosyncratic income risk
   ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR) View citations (10)
   See also Journal Article Optimal taxes on capital in the OLG model with uninsurable idiosyncratic income risk, Journal of Public Economics, Elsevier (2021) View citations (10) (2021)
6. SVARs With Occasionally-Binding Constraints
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (11)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021) View citations (8)
   See also Journal Article SVARs with occasionally-binding constraints, Journal of Econometrics, Elsevier (2022) View citations (7) (2022)

2020

7. Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (7)
   Also in International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2020) View citations (12)
   Working Papers, Federal Reserve Bank of Philadelphia (2020) View citations (9)
   NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (8)
   CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (6)
   See also Journal Article Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2021) View citations (17) (2021)

2019

8. FiPIt: A Simple, Fast Global Method for Solving Models with Two Endogenous States & Occasionally Binding Constraints
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (5)
   See also Journal Article FiPIt: A Simple, Fast Global Method for Solving Models with Two Endogenous States & Occasionally Binding Constraints, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2020) View citations (14) (2020)

Journal Articles

2024

1. FDI flows and sudden stops in small open economies
   Journal of Macroeconomics, 2024, 79, (C)

2022

2. SVARs with occasionally-binding constraints
   Journal of Econometrics, 2022, 231, (2), 477-499 View citations (7)
   See also Working Paper SVARs With Occasionally-Binding Constraints, NBER Working Papers (2021) View citations (11) (2021)

2021

3. Optimal taxes on capital in the OLG model with uninsurable idiosyncratic income risk
   Journal of Public Economics, 2021, 201, (C) View citations (10)
   See also Working Paper Optimal taxes on capital in the OLG model with uninsurable idiosyncratic income risk, ICIR Working Paper Series (2021) View citations (10) (2021)
4. Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints
   Review of Economic Dynamics, 2021, 41, 96-120 View citations (17)
   See also Working Paper Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints, PIER Working Paper Archive (2020) View citations (7) (2020)
   Working Paper Online Appendix to "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints", Online Appendices (2021) View citations (14) (2021)
   Software Item Code and data files for "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints", Computer Codes (2021) (2021)

2020

5. FiPIt: A Simple, Fast Global Method for Solving Models with Two Endogenous States & Occasionally Binding Constraints
   Review of Economic Dynamics, 2020, 37, 81-102 View citations (14)
   See also Working Paper FiPIt: A Simple, Fast Global Method for Solving Models with Two Endogenous States & Occasionally Binding Constraints, NBER Working Papers (2019) View citations (5) (2019)
   Software Item Code and data files for "FiPIt: A Simple, Fast Global Method for Solving Models with Two Endogenous States & Occasionally Binding Constraints", Computer Codes (2020) (2020)

2017

6. The effect of natural gas shortages on the Mexican economy
   Energy Economics, 2017, 66, (C), 147-153 View citations (15)

Software Items

2021

1. Code and data files for "Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article Piecewise-Linear Approximations and Filtering for DSGE Models with Occasionally Binding Constraints, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2021) View citations (17) (2021)

2020

2. Code and data files for "FiPIt: A Simple, Fast Global Method for Solving Models with Two Endogenous States & Occasionally Binding Constraints"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article FiPIt: A Simple, Fast Global Method for Solving Models with Two Endogenous States & Occasionally Binding Constraints, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2020) View citations (14) (2020)