Carlos Vladimir Rodriguez-Caballero
Carlos Vladimir Rodriguez-Caballero holds a PhD in Economics (Econometrics) from CREATES at Aarhus University. He worked from 01/2017 to 07/2018 at Carlos III University of Madrid (UC3M) as Assistant Professor of Econometrics (on Tenure Track).
Since August 2018, as Assistant Professor (on Tenure Track) at Mexico Autonomous Institute of Technology (ITAM).
His main research interests include:
- Non-stationary time series analysis.
- Modelling of persistence (Long memory models).
- Panel data models and Dynamic Factor models.
He is also (secondarily) interested on forecasting, financial econometrics, energy economics, and applied macroeconometrics.
Vladimir Rodríguez-Caballero, C. & Eduardo Vera-Valdés, J. (2020). Long-lasting economic effects of pandemics: Evidence on growth and unemployment. Econometrics, 8(3), [37]. https://doi.org/10.3390/econometrics8030037
Ventosa-Santaulària, D. & Rodríguez-Caballero, C. V. (2013). Polynomial Regressions and Nonsense Inference. Econometrics, 1(3), 236-248. https://doi.org/10.3390/econometrics1030236
Rodríguez-Caballero, C. V. & Ventosa-Santaulària, D. (2014). Granger Causality and Unit Roots. Journal of Statistical and Econometric Methods, 3(1), 97-114. http://www.scienpress.com/journal_focus.asp?main_id=68&Sub_id=IV&Issue=1097
Rodríguez-Caballero, C. V. & Knapik, O. (2014). Bayesian log-periodic model for financial crashes. European Physical Journal B. Condensed Matter and Complex Systems, 87(10), [b131085]. https://doi.org/10.1140/epjb/e2014-41085-6
Rodríguez-Caballero, C. V. & Ventosa-Santaulària, D. (2017). Energy-growth long-term relationship under structural breaks. Evidence from Canada, 17 Latin American economies and the USA. Energy Economics, 61, 121-134. https://doi.org/10.1016/j.eneco.2016.10.026
Rodríguez-Caballero, C. V. & Caporin, M. (2019). A multilevel factor approach for the analysis of CDS commonality and risk contribution. Journal of International Financial Markets, Institutions and Money, 63, [101144]. https://doi.org/10.1016/j.intfin.2019.101144
Rodríguez-Caballero, C. V. (2022). Energy consumption and gdp: a panel data analysis with multi-level cross-sectional dependence. Econometrics and Statistics, 23(1), 128-146. https://doi.org/10.1016/j.ecosta.2020.11.002
Rodríguez-Caballero, C. V. & Vera-Valdés, J. E. (2021). Air pollution and mobility, what carries covid-19? Econometrics, 9(4), [37]. https://doi.org/10.3390/econometrics9040037
Rodríguez-Caballero, C. V. & Villanueva-Domínguez, M. (2022). Predicting cryptocurrency crash dates. Empirical Economics, 63(6), 2855-2873. https://doi.org/10.1007/s00181-022-02229-1
Prados de la Escosura, L. & Rodríguez-Caballero, C. V. (2022). War, pandemics, and modern economic growth in Europe. Explorations in Economic History, 86, [101467]. https://doi.org/10.1016/j.eeh.2022.101467
López-Marmolejo, A., Rodríguez-Caballero, C. V. & Ventosa-Santaulària, D. (2021). Remittances at record highs in Latin America: Time to revisit the Dutch disease. Economics Bulletin, 41(3), 2003-2011.
Ergemen, Y. E., Haldrup, N. & Rodríguez-Caballero, C. V. (2016). Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads. Energy Economics, 60(November), 79-96. https://doi.org/10.1016/j.eneco.2016.09.008
Ergemen, Y. E. & Rodríguez-Caballero, C. V. (2023). Estimation of a Dynamic Multi-Level Factor Model with Possible Long-Range Dependence. International Journal of Forecasting, 39(1), 405-430. https://doi.org/10.1016/j.ijforecast.2021.12.004
Cataño, D. H., Rodríguez-Caballero, C. V., Peña, D. & Chiann, C. (2022). Wavelet estimation for factor models with time-varying loadings. International Journal of Wavelets, Multiresolution and Information Processing, 20(1), [2150033]. https://doi.org/10.1142/S0219691321500338
Assistant Professor
Mexico Autonomous Institute of Technology (ITAM)
E-mail: vladimir.rodriguez@itam.mx