Cristian Fuenzalida is a PhD candidate in Economics at New York University. His research interests include empirical macroeconomics, econometrics, machine learning, financial volatility and asset pricing.

In his most recent research, Cristian seeks to disentangle identification issues in a general equilibrium setting, with a focus on developing new algorithms for Central Bank modeling. His paper proposes a new framework for estimation of medium-scale DSGE models featuring a financial sector. Other research interests include developing volatility models for low-frequency volatility in the financial markets with semi-supervised manifold learning theory,  dimensionality reduction techniques to solve for monetary policy rules, deep learning applied to future markets, and the study of the balance sheet of financial institutions as a source of asset pricing factors.

Fuenzalida is the founder of Bayesquare, a non-profit research organization devoted to the study of advanced data science algorithms, which are then applied to the analysis of social sciences problems. Prior to entering his PhD program, he worked as a macroeconomic adviser at the Ministry of Finance in Chile.


2017, Macro Financial Modeling Fellowship, Becker-Friedman Foundation
2017, Dissertation Fellowship, New York University
2013-2016, McCracken Fellowship for Doctoral Studies, New York University