Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC  20551. USA

[Last update July 2019,  PDF version]

Email: andres.m.schneider[at]frb[dot]gov

Website: www.andresschneider.com

Education

Ph.D. in Economics, Universtiy of California, Los Angeles (UCLA)                                                                 

Maestria en Economia, Universidad Torcuato Di Tella (UTDT)                                     

Licenciatura en Economia, Universidad de Buenos Aires (UBA)                                  

2012 - 2018

2009 - 2011

2003 - 2007

Employment

Economist, Board of Governors of the Federal Reserve System                                                               

Research assistant, The World Bank . Office of the Chief Economist for Latin America                    

Research assistant, Inter-American Development Bank                                                                 

 

 

2018 - 

2011 - 2012

2009 - 2011

Research

A Macrofinance View of US Sovereign CDS Premiums [paperJournal of Finance, forthcoming

(with Mike Chernov and Lukas Schmid). Warga Best Fixed Income Paper Award SFS Cavalcade 2016

Liquidity Shocks, Business Cycles and Asset Prices [paper] European Economic Review,  Aug. 2017, Vol. 97, PP. 108-130

(with Saki Bigio)

Risk Sharing and the Term Structure of Interest Rates [paperJuly 2019

UCLA Marcia & Herbert Howard Macroeconomics Best Paper Award

 

Who Should Buy Stocks When Volatility Spikes?  [paperJune 2019

Financial Intermediaries and The Yield Curve [coming soon]

 

Academic Interests

Macroeconomics, Finance

Seminars and Conferences

2019: Adam Smith Workshops in Asset Pricing and Corporate Finance; Midwest Finance Association; SFS Cavalcade (discussant); San Francisco FED Research Scrum; 7th Conference on Fixed Income Markets*;

2018: Fed Board; C.T. Bauer; UT Austin McCombs; Chicago Booth; Einaudi; Bocconi; Imperial College; Goldman Sachs Research; Pimco; St Louis Fed; Copenhagen Business School; Emerging Scholars in Banking and Finance conference;  WFA (discussant); 

2017: Tel-Aviv University; University of Haifa; The Hebrew University of Jerusalem; UCLA Anderson Brown Bag Seminar; UCSB Graduate Student Workshop; The Central Bank of the Argentine Republic; St. Louis Fed Seminar; Fed Board Financial Stability Seminar; Fed Board Monetary and Financial Market Analysis Seminar; TADC @ London Business School

2015-2016: NBER Asset Pricing Meeting; SITE Summer Workshop; Advances in MacroFinance Tepper-LAEF Conference

 

Honors, Awards, and Fellowships

Federal Reserve Board Summer Fellowship                                                                                          

Federal Reserve Bank at Saint Louis Summer Fellowship                                                                     

UCLA Marcia & Herbert Howard Fellowship Macroeconomics Proseminar Best Paper Award       

Becker Friedman Institute MFM Summer Camp @ Bretton Woods                                                      

Dissertation Year Fellowship UCLA                                                                                                           

Macro-Finance Society travel award                                                                                                          

Princeton Macro-Finance Initiative                                                                                                           

MIT Sloan Summer School                                                                                                                          

Graduate Student Fellowship UCLA                                                                                                           

World Bank Vice Presidency Unit Team Award. Office of the Chief Economist for LAC                   

Annual Award on Economic Research. The Central Bank of Argentina                                              

 

2017

2017

2017

2017

2017

2016

2016

2015

2012-2016

2012

2008

Teaching

Quantitative Asset Management (MFE UCLA Anderson, Bernard Herskovic)

Financial Risk Management (MFE UCLA Anderson, Valentin Haddad)

Statistical Arbitrage (MFE UCLA Anderson, Olivier Ledoit)

Graduate Macro (UCLA Econ PhD, Gary Hansen)

Finance (UCLA, Instructor; Andy Atkeson);

Investments (UCLA, Pierre-Olivier Weill)

Statistics; Macroeconomics (UCLA)

Introduction to Economics (UCLA, UBA, UTDT)

Money and Banking; Econometrics (UBA)

 

References

Andrew Atkeson 

Stanley M. Zimmerman Professor of Economics and Finance

UCLA Department of Economics

Email: andy@atkeson.net

Phone: +1 (866) 312 9770

Stavros Panageas 

Associate Professor of Finance

UCLA Anderson School of Business

Email: stavros.panageas@anderson.ucla.edu 

Mikhail Chernov

Professor of Finance

UCLA Anderson School of Business

Email: mikhail.chernov@anderson.ucla.edu

Pierre-Olivier Weill 

Professor of Economics

UCLA Department of Economics

Email: poweill@econ.ucla.edu