Financial Economists
Daniela Scidá
Daniela Scidá is a manager and financial economist in the Quantitative Supervision and Research group of the Richmond Fed’s Banking Supervision function. Scidá is currently based in Charlotte, North Carolina. Her research interests lie in the areas of applied econometrics, time series methods, network analysis, banking, financial stability and Natural Language Processing (NLP). Her recent research focuses on financial networks estimation through NLP methods.
Scidá currently leads a supervisory innovation project that leverages NLP methods. Previously, she served as deputy lead of the Pre-Prevision Net Revenue modeling team of the Federal Reserve System Stress Testing program. Scida’s supervisory experience includes model development and forecasting under stress conditions, as well as examination from participation in the CCAR program and climate scenario analysis from participation in the Fed’s Climate Scenario Analysis (CSA) Pilot. She served as coordinator of the QSR Seminars and Brown Bags series for many years. She currently manages and mentors our Research Assistants team.
Before joining the Richmond Fed in 2016, Scidá completed her doctorate in economics at Brown University. She received a bachelor’s degree in economics from Universidad Nacional de Tucumán, Argentina, a master’s degree in economics and finance from Centro de Estudios Monetarios y Financieros (CEMFI), Spain, and a master’s degree in economics from Brown University. Scidá is originally from Tucumán, a small province in the north of Argentina.
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Publications
Eric Renault and Daniela Scidá (2016). “Causality and Markovianity: Information Theoretic Measures," Essays in Honor of Aman Ullah, Advances in Econometrics, Vol. 36.
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Working Papers
“Structural VAR and Financial Networks: A Minimum Distance Approach to Spatial Modeling” (JMP) (Web appendix: Here)
"News and Networks: Using Text Analytics to Assess Bank Networks During COVID-19 Crisis" (with Sophia Kazinnik, Cooper Killen, and John Wu)
"Peer Momentum" (with Ulas Misirli and Mihail Velikov)
"Bank Mergers: Private Benefit at Public Cost" (with Farindokht Vaghefi)
"GMM with Minimum Mean Squared Errors"
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Works in Progress
"CDS Networks" (with Ping McLemore)
"High frequency and financial networks" (with Cooper Killen)
"Classifying Mergers and Acquisitions: A Text Mining Approach" (with Sophia Kazinnik)
"Efficient Inference with Locally Misspecified Models" (with David Frazier and Eric Renault)