C. Vladimir Rodríguez-Caballero
Time Series Econometrics

Associate Professor of Statistics at ITAM

Visiting Professor in the Department of Economics at Duke University (2025–2026).

PhD in Econometrics, Aarhus University & CREATES.

Research fields:

  • Time-series econometrics and long memory
  • High-dimensional factor models
  • Macroeconometrics & empirical forecasting
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Next Participation in Workshops / Conferences / Congresses

  • 2025: Financial Econometrics Lunch Group, Oct 20th, Duke University.
  • 2025: Taller de frontera. CIMAT 45 Aniversario. By zoom. November 14th.

News

  • Jan 2026: New accepted paper. Annals of Applied Statistics.
  • Dic 2025: New accepted paper. International Journal of Forecasting.
  • Nov 2025: Appointed Visiting Professor at Duke University