My name is Jeremy Bejarano. I'm a Ph.D. student in the Department of Economics at the University of Chicago. My interests are in macroeconomics and finance, with a emphasis on asset pricing.


Short-Run vs. Long-Run Centrality: Production Networks and the Term Structure of Equity
(Job Market Paper)

Works in Progress

Asset Pricing and the Importance of Sectoral Shocks


Course Material

Here I include material that I developed for courses that I have taught in the past.


  • Interactive Plot and Widget Demo. Here I present examples of the kinds of interactive plots and widgets that can be easily embedded into a website using tools that work well with or are based in the Python/R ecosystem.
  • Jupter Notebook: Fixed and Random Effects Models in Python, R, and Stata . This should be updated, but some have found this useful. It's a Jupyter notebook in which I replicate some examples from Wooldridge's panel data book. It provides side-by-side code showing how to implement fixed and random effects models in Python (using the statsmodels and linearmodels packages), R, and Stata.