Juan Antolin-Diaz

Juan Antolin-Diaz is an Assistant Professor of Finance at the MIT Sloan School of Management. His research focuses on macroeconomics, asset pricing, and Bayesian econometrics, with publications in journals including the American Economic Review, Journal of Econometrics, and the Journal of Monetary Economics. He holds a PhD in Economics from London Business School, where he received the AQR Asset Management Institute Fellowship Award for his work on the evolving role of government bonds as safe assets, an MSc in Economics from the London School of Economics, and a BSc in Economics from Universidad Complutense de Madrid. Before joining MIT Sloan, Juan started his career at the European Central Bank, and founded the Quantitative Research group at Fulcrum Asset Management.

Juan Antolin-Diaz is a researcher at the Massachusetts Institute of Technology with expertise in Asset Pricing, Bayesian Econometrics, Time Series, and Macroeconomics. His work explores the intersection of these fields, focusing on structural econometric methods and their applications to macroeconomic policy and financial markets. Antolin-Diaz has published extensively on topics such as structural vector autoregressions (SVARs), narrative sign restrictions, and the implications of macroeconomic shocks. His research also addresses issues like deflation risk, government spending effects, and the role of heterogeneous dynamics in economic forecasting. His contributions highlight the importance of integrating Bayesian techniques with macroeconomic modeling to better understand and predict economic behavior.