Jesús Fernández-Villaverde

Fernández-Villaverde

Howard Marks Presidential Professor of Economics

Director, Penn Initiative for the Study of the Markets

Co-Director, The Business, Economic, and Financial History Project

215-898-1504

521 PCPSE

Ph.D., Economics, University of Minnesota, 2001

Professor Fernandez-Villaverde is a Research Associate for the National Bureau of Economic Research (NBER) and Penn's Population Studies Center, and a Research Affiliate for the Centre for Economic Policy Research. His research agenda is in macroeconomics and econometrics, with a focus on the computation and estimation of dynamic stochastic general equilibrium (DSGE) models.

His research agenda focuses on the computation and estimation of dynamic stochastic general equilibrium (DSGE) models; the standard tool of modern quantitative macroeconomics. In particular, Fernandez-Villaverde’s research has focused on how to evaluate the likelihood on non-linear and/or non-normal DSGE models and in exploring situations where those features are important to account for the data. His two most recent papers are examples of this line: an evaluation of the effects of fiscal uncertainty on economic activity, a study of asset pricing implications of DSGE models with Epstein-Zin preferences, and an investigation of the consequences of stochastic volatility for small open economies.

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