Nestor Azcona


PhD candidate in Economics

New York University

 

 

 

 

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I am a PhD candidate at New York University, specializing in International Finance, Macroeconomics, and Applied Econometrics.

 

My job market paper is an empirical study of exchange rate models. I identify shocks to macroeconomic fundamentals using a factor-augmented VAR model, and use the estimated impulse-responses of the exchange rate to these shocks to test the implications of present-value models. In other working papers I have studied the sources of real exchange rate fluctuations, the link between sudden stops and currency crises, the role of different risk factors on emerging markets bond spreads, and monetary policy under inflation inertia.

 


 

 

 

 

 


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