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Dejanir Silva

Dejanir Silva

Assistant Professor
Finance

Education

Ph.D. in Economics, Massachusetts Institute of Technology, 2016

CV

Dejanir H. Silva is an Assistant Professor of Finance at Purdue University’s Mitchell E. Daniels, Jr. School of Business and a research affiliate of the CESifo Research Network. His research examines how monetary policy, financial intermediaries, and differences across investors shape asset prices and economic activity. He also develops computational methods that use machine learning to solve complex economic and financial models.

His research has appeared in the Journal of Finance, Journal of Financial Economics, Review of Financial Studies, Economic Journal, and Review of Economic Dynamics. He teaches investment management and doctoral courses in asset pricing.

Silva earned his Ph.D. in Economics from the Massachusetts Institute of Technology and his bachelor’s and master’s degrees in Economics from the University of São Paulo. Before joining Purdue in 2021, he was an Assistant Professor of Finance at the University of Illinois at Urbana-Champaign and a lecturer at Princeton University.

Journal Articles

  • Dejanir Silva, Nicolas Caramp (2026). "Monetary Policy and Wealth Effects: The Role of Risk and Heterogeneity." The Journal of Finance vol. 81 (2), 1011–1052. | Related Website |
  • Dejanir Silva, Victor Duarte, Diogo Duarte (2024). "Machine Learning for Continuous-Time Finance." The Review of Financial Studies vol. 37 (11), 3217–3271. | Related Website |
  • Dejanir Silva (2023). "Optimal Fiscal Consolidation Under Frictional Financial Markets." The Economic Journal vol. 133 (652), 1537–1585. | Related Website |
  • Dejanir Silva, Nicolas Caramp (2023). "Fiscal policy and the monetary transmission mechanism." Review of Economic Dynamics vol. 51 716-746. | Related Website |
  • Dejanir Silva, Felipe Iachan, Chao Zi (2022). "Under-diversification and Idiosyncratic Risk Externalities." Journal of Financial Economics vol. 143 1227-1250. | Related Website |

Forthcoming Publications

  • Saki Bigio, Dejanir Silva, Eduardo Zilberman (2027). "Heterogeneous Beliefs, Asset Prices, and Business Cycles." Journal of Financial Economics | Related Website |
  • Dejanir Silva (2027). "The Risk Channel of Unconventional Monetary Policy." The Review of Financial Studies | Related Website |

Contact

dejanir@purdue.edu
Office: KRAN 509

Quick links

Personal website

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