Concepedia

Sergio Villalvazo

SV

Statistics

Publications

6

Citations

159

H-Index

6

Active since

2017

Affiliations

University of Pennsylvania(Current)

Federal Reserve Board of Governors

Pfleger Institute of Environmental Research

Centre for Economic Policy Research

Federal Reserve

Sergio Villalvazo is an author at University of Pennsylvania specializing in business, economics, and public finance.

Top concepts

BusinessEconomicsLawFinanceAccountingTax PolicyEngineeringMacroeconomicsPublic FinanceComputer Science

Publications per year

2017–2024

6

Publications

6

Optimal taxes on capital in the OLG model with uninsurable idiosyncratic income risk

Dirk Krueger, Alexander Ludwig, Sergio Villalvazo · Journal of Public Economics · 2021 · 43 citations

Economics, Dynamic Economics, Public Finance +10

Piecewise-linear approximations and filtering for DSGE models with occasionally-binding constraints

S. Borağan Aruoba, Pablo Cuba‐Borda, Kenji Higa-Flores et al. · Review of Economic Dynamics · 2021 · 32 citations

Mathematical Programming, Parameter Identification, Parameter Estimation +8

The effect of natural gas shortages on the Mexican economy

Carlo Alcaraz, Sergio Villalvazo · Energy Economics · 2017 · 29 citations · Full text

Economics, Macroeconomics, Energy Trade +6

SVARs with occasionally-binding constraints

S. Borağan Aruoba, Marko Mlikota, Frank Schorfheide et al. · Journal of Econometrics · 2021 · 25 citations · Full text

Occasionally-binding Constraints, Computer Science, Variational Analysis +1

FiPIt: A simple, fast global method for solving models with two endogenous states & occasionally binding constraints

Enrique G. Mendoza, Sergio Villalvazo · Review of Economic Dynamics · 2020 · 18 citations

Fast Global Method, Endogenous States, Pde-constrained Optimization +1

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