José L. Fillat

Senior Economist at Federal Reserve Bank Of Boston

José L. Fillat is a senior economist in the Federal Reserve Bank of Boston Research Department. His research focuses on macro-finance, asset pricing, housing, and the links between international trade and finance. He has studied the asset pricing implications of long-run risks in consumption and housing. He also investigates portfolio allocation decisions in the presence of housing. In the international trade and finance fields, he studies the relationship between firms' risk premium and their international presence. His research has been published in the Quarterly Journal of Economics, Review of Financial Studies and Journal of International Economics. Fillat earned a PhD in economics from the University of Chicago and a BA and MSc in economics from Universitat Pompeu Fabra in Spain. He joined the Boston Fed in 2008, first working in the Banking Supervision Department, where he contributed to the system-wide implementation of Basel II Advanced Approaches and was member of a system committee overseeing the development of models for Dodd-Frank Act Stress Testing. Fillat teaches Economics of Banking and Insurance in the Applied Economics graduate program at the Woods College of Advancing Studies (WCAS) at Boston College, and he has taught economics at Harvard University. He also serves on the Board of Advisors of the MS in Applied Economics at the WCAS.