Hernán D. Seoane-Bernadaz

Bio

Hernán D. Seoane is Associate Professor at the Economics Department of the Universidad Carlos III de Madrid since June 2017, before that he was Assistant Professor at the same University since 2011. He received his PhD from Duke University in 2011 under the supervision of Professor Juan F. Rubio-Ramirez. His main research focuses on International Macroeconomics and Finance, Bayesian Econometrics and Numerical Methods and his research interest are related to macroeconomic instability episodes in open and emerging economies, sovereign debt crisis and financial fragility. He has published his research in the Journal of International Economics, the International Economic Review and the Journal of Economics, dynamics and control, among other journals.

Hernán holds a PhD and MA in Economics from Duke University (NC, USA), MA in Economics from Universidad de San Andrés (Argentina), and is Licentiate in Economics from Universidad de Buenos Aires (Argentina).

Selected Publications

Seoane, H. "Time-varying volatility, default and the sovereign risk premium". Accepted, International Economic Review, 2018

Seoane, H. "Markups and the real effects of volatility shocks". International Economic Review, vol 58 (3), 2017

Pancrazi, R., Seoane, H., and Vukotic, M. "The price of capital and the financial accelerator". Economics Letters, vol. 149, 2016

Seoane, H. "Parameter drifts, misspecification and the real exchange rate in emerging countries". Journal of International Economics, vol. 98, 2016

Seoane, H. "Near unit root small open economies". Journal of Economic Dynamics and Control, vol. 53, 2015

Chiu, C.W., Eraker, B., Foerster, A., Kim, T.B., and Seoane, H. "Bayesian mixed frequency VARs". Journal of Financial Econometrics, vol. 13 (3), 2015

Recent Research

Seoane, H., and Yurdagul, E. "On Overborrowing: trend shocks and capital controls". 2017

Pancrazi, R., Seoane, H., and Vukotic, M. "Welfare costs of sovereign debt crisis: the role of bailouts" 2017

Gomes, P., and Seoane, H. "Made in Europe: Monetary-Fiscal policy mix with financial frictions,". 2017

Seoane, H. "Firm dynamics, the trend and the cycle". 2013

Seoane, H. "Policy switches in emerging economies". 2011

Teaching

Monetary and Financial Macroeconomics (undergraduate), Macroeconomics (masters) Advanced Macroeconomics: Topics in International Macroeconomics (PhD)