My research interests include macroeconomics, international finance, and asset pricing.
Juan Carlos Hatchondo is an economist in the Research Department. Before joining the Richmond Fed in 2005, he worked as a consultant in the economic research department of Deloitte & Touche in Montevideo, Uruguay.
Ph.D., University of Rochester, 2005
M.A., University of Rochester, 2002
B.A. equivalent, Universidad de la República (Uruguay), 1998
"Quantitative Properties of Sovereign Default Models: Solution Methods Matter." (with Leonardo Martinez and Horacio Sapriza). Review of Economic Dynamics (forthcoming).
"Heterogeneous Borrowers in Quantitative Models of Sovereign Default." (with Leonardo Martinez and Horacio Sapriza). International Economic Review 50, no. 4 (November 2009): 1129-1151.
"Long-Duration Bonds and Sovereign Defaults." (with Leonardo Martinez). Journal of International Economics 79, no. 1 (September 2009): 117-125.
“Asymmetric Information and the Lack of Portfolio Diversification.” International Economic Review 49, no. 4 (November 2008): 1297-1330.
| Issue | Title | Author(s) |
|---|---|---|
| Summer 2009 | The Behavior of Household and Business Investment over the Business Cycle | Kausik Gangopadhyay Juan Carlos Hatchondo |
| Winter 2008 | A Quantitative Study of the Role of Wealth Inequality on Asset Prices |
Juan Carlos Hatchondo
|
| Summer 2007 | Quantitative Models of Sovereign Default and the Threat of Financial Exclusion |
Juan Carlos Hatchondo
Leonardo Martinez Horacio Sapriza |
| Spring 2007 | The Economics of Sovereign Defaults |
Juan Carlos Hatchondo
Leonardo Martinez Horacio Sapriza |
| Paper | Title | Author(s) |
|---|---|---|
| 09-13 October 2009 |
On the Cyclicality of the Interest Rate in Emerging Economy Models: Solution Methods Matter |
Juan Carlos Hatchondo
Leonardo Martinez Horacio Sapriza |
| 08-2R May 2008 |
Long-Duration Bonds and Sovereign Defaults (Revised July 2009) |
Juan Carlos Hatchondo
Leonardo Martinez |
| 07-1R March 2007 |
Heterogeneous Borrowers in Quantitative Models of Sovereign Default (Revised: Sep. 2008) |
Juan Carlos Hatchondo
Leonardo Martinez Horacio Sapriza |
| 06-11 December 2006 |
Computing Business Cycles in Emerging Economy Models |
Juan Carlos Hatchondo
Leonardo Martinez Horacio Sapriza |
| 05-7 September 2005 |
Asymmetric Information and the Lack of International Portfolio Diversification |
Juan Carlos Hatchondo
|
| 05-6 August 2005 |
The Value of Information with Heterogeneous Agents and Partially Revealing Prices |
Juan Carlos Hatchondo
|