C. Vladimir Rodríguez-Caballero
Time Series Econometrics

Associate Professor of Statistics at ITAM

PhD in Econometrics, Aarhus University & CREATES.

Research fields:

  • Scenario-based predictive densities and stress testing
  • High-dimensional time series and factor models
  • Shocks, structural breaks, and long-run growth
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Next Participation in Workshops / Conferences / Congresses

  • 2026: Econometric Models of Climate Change Conference, Aalborg, Denmark. August 20-21, 2026
  • 2026: Congreso Multidisciplinario UTCV, Veracruz, Mexico. November 5-7, 2026.
  • 2026: North Carolina Agricultural and Technical State University, North Carolina, USA. November 10, 2026
  • 2026: LACSC-TIES-EnviBayes-EnvrASA 2026: International Conference on Statistics, Data Science, and Computing for the Environment and Climate Change, December 7 -11, 2026. Mexico City, Mexico

News

  • Oct 2026: New accepted paper. Econometrics and Statistics.
  • Mar 2026: New accepted paper. Journal of Statistical Software.
  • Jan 2026: New accepted paper. Annals of Applied Statistics.
  • Dic 2025: New accepted paper. International Journal of Forecasting.

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