Munir A. Jalil

 

UNIVERSITY OF CALIFORNIA, SAN DIEGO

 

Placement Director:                              Roger Gordon                                       858.534.4828

Placement Officer:                                Nurit Mandel                                        858.822.3502

 

HOME ADDRESS AND TELEPHONE                                                            OFFICE ADDRESS AND TELEPHONE

                                                                                                                                Department of Economics, 0508

3765 Miramar St Apt F                                                                                        University of California, San Diego

La Jolla, CA 92037-1358                                                                                      9500 Gilman Drive

Tel: (858) 622-0985                                                                                               La Jolla, CA 92093

Fax: (858) 534-7040                                                                                               858.622-0985

                                                                                                                                mjalil@ucsd.edu

DATE OF BIRTH:    February 4th 1976             GENDER:   Male                  CITIZENSHIP:  Colombian (F1 visa)

 

UNDERGRADUATE STUDIES:

 

Bachelor of Arts                                                                   Universidad del Valle (Cali, Colombia)

(1993-1998)                                                                            Major: Economics (Summa cum Laude)

 

GRADUATE STUDIES:

 

Doctor of Philosophy                                                          University of California, San Diego

 

DATES:                                                                                 2000-2004

THESIS TITLE:                                                                     Essays on the effect of information on Monetary Policy             

EXPECTED COMPLETION DATE:                                  August 2004

 

THESIS COMMITTEE AND REFERRENCES:

 

Marjorie Flavin                                                     James D. Hamilton                                               Valerie Ramey

Department of Economics,                                 Department of Economics                                  Department of Economics

University of California, San Diego                  University of California, San Diego                  University of California, San Diego

9500 Gilman Drive                                                9500 Gilman Drive                                                9500 Gilman Drive

La Jolla, CA 92093                                                La Jolla, CA 92093                                                La Jolla, CA 92093

(858)534-4649                                                        (858)534-5986                                                        (858)534-2388

mflavin@econ.ucsd.edu                                  jhamilton@econ.ucsd.edu                              vramey@econ.ucsd.edu

 

DESIRED TEACHING AND RESEARCH:

 

Primary Fields:                      Public Policy, Econometrics.

Secondary Fields:                Macroeconomics, Monetary Economics.

 

TEACHING EXPERIENCE:

 

01/2004-present                                    University of California, San Diego

                                                                Research Assistant and Instructor for upper division Econometrics,

                                                                and Intermediate Microeconomics.

 

09/2000-2003                                         University of California, San Diego

                                                                Teaching assistant for upper division Econometrics, Public Policy,

                                                                Latin American Economics, Operations Research and Energy Economics

                                                               

08/1998-06/2000                                    Universidad de los Andes (Bogotá, Colombia)

                                                                Instructor for undergraduate Econometrics.

 

08/1998-06/2000                                    Universidad del Rosario (Bogotá, Colombia)

                                                                Instructor for undergraduate Econometrics.

 

09/1997-06/1998                                    Universidad del Valle (Cali, Colombia)

                                                                Instructor for undergraduate Econometrics and Principles of

                                                                Economics.

 

01/1996-07/1997                                    Universidad del Valle  (Cali, Colombia)

                                                                Teaching Assistant for undergraduate Econometrics, Quantitative Instruments

                                                                and Descriptive Economics.

 

RELEVANT POSITIONS HELD:

 

 

08/1998-08/2000                                    Banco de la República (Central Bank of Colombia)

                                                                Economist Specialized on Inflation

 

04/1997-08/1997                                    Colciencias (Colombian National Science Foundation)

                                                                Researcher for project ‘The State of the Economic Research in Colombia

 

01/1997-04/1997                                    Dane (Colombian National Department of Statistics)

                                                                Research Assistant

 

06/1996-03/1997                                    Colciencias (Colombian National Science Foundation)

Research Assistant for project ‘Investment Models and Capital Markets in Colombia

 

HONORS, SCHOLARSHIPS, AND FELLOWSHIPS:

 

10/2003                                                   University of California, San Diego

Teaching Assistant Excellence Award 2002-2003

 

05/2000                                                   Banco de la República (Central Bank of Colombia)

                                                                Scholarship award for Doctoral Studies

 

05/1998                                                   Universidad del Valle (Cali, Colombia)

                                                                Summa Cum Laude dissertation and Best Graduate Award

 

06/1993                                                   Colegio Franciscano de Pio XII (Cali, Colombia)

                                                                PIO XII Medal for academic excellence

 

RESEARCH IN PROGRESS:

 

Chronicle of the Liquidity Effect Foretold (Job Market paper)

 

Conventional accounts of the immediate mechanism whereby the Federal Reserve raises short-term interest rates require the Fed to reduce the supply of reserves in order to raise interest rates. This paper shows in popular monetary models that although the Fed can have an immediate effect on interest rates purely by announcing a change in the target without changing reserves, these models imply that by the end of the maintenance period, one should see some combination of a drop in non- borrowed reserves, drop in excess reserves, or increase in borrowed reserves in order to ratify the Fed's intended interest rate hike.

Using aggregate reserves of depository institutions data, this paper looks at what happens to various reserve measures during maintenance periods in which there was a change in the Fed funds target. An institutionally motivated time-varying parameter model is built to predict each monetary aggregate. Using three different measures of monetary policy, two of an unanticipated change in the funds target and the change in the target itself, a negative correlation between the target change and what happens to three of the five corresponding reserve aggregates is found. The sign and magnitude of the finding for the target is consistent with the standard results from the literature regarding the liquidity effect. Nevertheless, these results are not replicated when using the proxies for unanticipated changes.

 

Monetary Policy in Retrospective: A Taylor Rule inspired exercise.

 

A time varying backward looking Taylor rule, that is, a Taylor rule in which the coefficients change over time is estimated over the period 1954-2003 using current (revised) data and the years 1965-1998 using real time (unrevised) data. The findings seem to show that during the 1970s a first attempt was made in order to respond to inflation but later policymakers seemed to have stopped trying. The change to a higher response to inflation was a gradual one and it reached its peak in 1982. After that, the response was consistent and although a little bit different depending on the type of data used, the variation was clearly along the lines of the Taylor principle. Also, estimation of an alternative specification in which the chairman and election years' effects are explicitly taken care of provides evidence in favor of time variation in the inflation coefficient regardless of the type of data used. The latter indicates that instability in the monetary policy reaction function is originated by reasons that go beyond the type of data used, who the Chairman of the FOMC is, and election years.

 

WORKING PAPERS:

 

Carlos Huertas & Munir A. Jalil, .2000 "Relación entre el Índice de Precios del Productor (IPP) y el Indice de Precios al Consumidor," Borradores de Economia 144, Banco de la Republica de Colombia

 

Munir A. Jalil & Luis Fernando Melo, 2000. "Una Relación no Líneal entre Inflación y los Medios de Pago," Borradores de Economia 145, Banco de la Republica de Colombia

 

PUBLICATIONS:

 

Munir A. Jalil & Boris Salazar, 1999, "The State of the academic research in Colombia" in Where is headed the economic research in Colombia, Tercer Mundo Editores, Chapter 4, 143-174.

 

 

PROFESSIONAL ACTIVITIES:

 

Journal Referee:                                    American Economic Review

Memberships:                                       American Economic Association, Econometric Society and American

                                                                Statistical Association.