CV
PDF file here: CV
Education
- Ph.D. in Economics, University of Kentucky, 2023
- M.S. in Economics, University of Kentucky, 2019
- B.A. in Mathematics, Economics, and French Literature & Language, Transylvania University, 2016
Research
Revisiting the Effect of Monetary Policy on Household Consumption: A Functional Approach
(joint with Ana María Herrera)
Using the functional approach developed by Inoue and Rossi (2021), we revisit the effect of monetary policy shocks on household consumption. Measuring shocks as shifts in the entire term structure of interest rates reveals a heterogeneous response of households to conventional and unconventional policies. We find that consumption by outright owners is more sensitive to unconventional shocks than that of mortgagors and renters. In addition, we show that younger households’ consumption is more responsive to shocks that affect medium and long-term interest rates than that of middle-age and older households. Two transmission mechanisms appear to play a key role in explaining heterogeneity in the transmission of unconventional monetary policy: differences in wealth and in the planning horizon of households.
Under a SALT Cap: The Effect of Limiting the SALT Deduction on Local Housing Markets
(joint with Kenneth Tester)
We estimated to which extent state and local taxes (SALT) are capitalized into home value using Zillow’s ZTRAX data set. To identify capitalization rates, we use the implementation of SALT caps through the passage of the TCJA to see how a national change in the price of local residence impacted housing markets. Using IRS Statistics of Information data on ZIP code level tax filings, We estimate that about 76 percent of the SALT is capitalized into the sales price. To control for local amenities and housing characteristics, we leverage a repeat sales model, identified through event study and difference-in-difference estimates. Overall, we find evidence that sales prices decline in areas with the greatest exposure to the SALT deduction, and strong evidence of partial capitalization.
Tax Expectations: Revisiting through with Functional Shocks
Work experience
- Senior Data Scientist, Rocket Mortgage
- Remote
- Summer 2022-Current
- Data Scientist, Rocket Mortgage
- Remote
- Summer 2022-Fall 2023
- Data Science Intern, Rocket Central
- Remote
- Fall 2021-Summer 2022
- Data Science Intern, Federal Reserve Bank of Minneapolis
- Remote
- Summer 2021
- Data Science Intern, Quicken Loans
- Remote
- Summer 2020 - Dec 2020
- Research Assistant, University of Kentucky
- Lexington, KY
- Supervisor: Dr. Herrera
- Summer 2020
- Teaching Assistant, University of Kentucky
- Lexington, KY
- Fall 2018 - Spring 2022
- Fulbright Grantee
- Andorra la Vella, Andorra
- Fall 2017 - Summer 2018
- Teaching Assistant, Lexington Sister City Commission
- Deauville, France
- Fall 2016 - Summer 2017
Skills
- Matlab
- Python
- Pyspark / SQL
- Object Oriented Programming
- Popular libraries: Pandas, Numpy, Request, Selenuim, Matplotlib, Pytorch, HuggingFace, SciPi, SkLearn, XGboost…
- STATA
- R
- Java
Languages
- English (native)
- French (near native)
- Spanish (Working Fluency)
- Catalan (intermediate)
- German (Beginner)
Talks
- International Institute of Public Finance: Under a SALT Cap: The Effect of Limiting the SALT Deduction on Local Housing Markets, 2022
- Midwestern Econometric Group: Monetary Policy, Interest Rate Term Structure and Consumption, 2022
- Kentucky Economics Association: Monetary Policy, Interest Rate Term Structure and Consumption, 2022
- Georgetown University, Economic Policy Academy : Income and Wealth Inequality, Summer 2020
- Fulbright Spain: Primesa, Andorran Education Systems, Spring 2017
- La Sorbonne University of Paris 1: Module d’anglais gestion des risques, Spring 2017
- Transylvania University: Financial Literacy, 2015
Teaching
Instructor of Record
R for Economists
Economic and Business Statistics
Principle of Macroeconomics
Recitation/TA