Jose Luise Montiel Olea

Assistant Professor of Economics, NYU Economics


José Luis Montiel Olea (Pepe) joined New York University in August 2013 after receiving a Ph.D. in Economics from Harvard University. Pepe’s primary area of interest is econometric theory. His current research concerns macro-econometric methodology for Vector Autoregressions (VARs). In particular, he is exploring the extent to which valid and efficient frequentist inference is available in partially identified Structural VAR models and VARs with stochastic volatility.


Research Interests

  • Theoretical Econometrics


Courses Taught

  • Topics in Econometrics (undergraduate)
  • Econometrics I (PhD)