The site contains information about published and ongoing research as well as some R & Matlab codes related to my research and some extra links related to my personal interests.  

I hold a  PhD in Economics (Econometrics) from CREATES at Aarhus University.  

Since August 2018, I am working as Assistant Professor (on Tenure Track) at Mexico Autonomous Institute of Technology (ITAM).

I am International Research Fellow at CREATES.
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My main research interests include:
  • Non-stationary time series analysis.
  • Modelling of persistence (Long memory models). 
  • Panel data models and Dynamic Factor models.
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I am also (secondarily) interested on forecasting, financial econometrics, energy economics, and applied macroeconometrics.

I often work as External Consultant at Inter-American Development Bank.
Contact information:
Tel:              (+52) 55 5628-4000  ext 3853      
Mail:           vladimir.rodriguez@itam.mx
Address:    Departmento de Estadística. Instituto Tecnológico Autónomo de México. 
Río Hondo No.1, Col. Progreso Tizapán, Álvaro Obregón, CDMX. 01080. Mexico
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ITAM official webpages:

For Spanish click here

For English click here


CREATES official webpage: click here
I am currently in charge of the Seminars Series of the Department of Statistics at ITAM.
Enjoy,   Click here

Send me an e-mail if you require more information about seminars, working papers, etc.
Next guests:
  1. January 29,  Prof. Jeffrey Rosenthal, Toronto University.  11am CDT.
  2. February 12,  Prof. Ingrid Van Keilegom, CORE, Université Catholique de Louvain.  1pm CDT.
  3. February 26. Prof. Dean Fantazzini, Moscow School of Economics (Moscow State University). 11am CDT.
  4. March 12,  Prof. Andrew Harvey, Cambridge University.  1 pm CDT.
  5. March 26, Prof. Helena Veiga (UC3M) and Isabel Casas (University of Deusto). 11 am CDT
  6. Available spots: April 16 and April 30
  7. May 13, Prof. Wei Wei, Monash University. 4pm CDT