José L. Fillat
Senior Financial Economist
Risk and Policy Analysis Unit
Supervision, Regulation and Credit
T: 617-973-3342
Jose.Fillat@bos.frb.org
Primary fields of research:
Finance, asset pricing, macroeconomics, economic dynamics
José L. Fillat is a Financial Economist at the Federal Reserve Bank of Boston. His research is focused on macro-finance, asset pricing, portfolio choice, and international finance. He has studied the asset pricing implications of long-run risks in consumption and housing. He also works on portfolio allocation dfecisions in the presence of housing. In the international finance field, his work is focused on the study of multinational firms' returns and the value premium.
He earned a B.A. and M.Sc. in Economics from Universitat Pompeu Fabra in Spain, and he obtained a Ph.D. in Economics from the University of Chicago in 2008.
- Publications
- Education
- Work Experience
Publications
Working papers
"Evidence on Housing Price Predictability," with Stefano Corradin (ECB) and Carles Vergara-Alert (IESE), 2010.
"Multinational Banks," with Stefania Garetto (BU) and Martin Goetz (FRB Boston).
"Risk, Returns, and Multinational Production," with Stefania Garetto, FRB Boston QAU Series, paper no. QAU10-5, 2010.
“Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs,” with Stefano Corradin and Carles Vergara-Alert, FRB Boston QAU Series, paper no. QAU10-2, 2010.
“Housing as a Measure for the Long-Run Risk in Asset Pricing,” University of Chicago, 2007.
“GMM Estimation of an Asset Pricing Model with Habit Persistence,” with Hugo Garduño, University of Chicago, 2005.
“The Role of Habits in Returns Behavior: Evidence from the Stock Market,” Berkeley Program in Law & Economics. Latin American and Caribbean Law and Economics Association Annual Papers, Paper 2, 2005.
Education
Ph.D., Economics, The University of Chicago, 2008
M.A., Economics, The University of Chicago, 2003
MSc, Economics, Universitat Pompeu Fabra, Barcelona, Spain, 2001
B.A., Economics, Universitat Pompeu Fabra, Barcelona, Spain, 2000
Work Experience
- Federal Reserve Bank of Boston
- Financial Economist, 2008-
- The University of Chicago
- Lecturer, Teaching Assistant, 2004-2008
- Universitat Pompeu Fabra
- Teaching Assistant, Research Assistant, 2000-2002
- Research Assistant, Research Center on Economics and Health (CRES), 2000
- Banca Catalana (BBVA Group)
- Banking Analyst, 1999
