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 where I am currently affilitiated as Junior Research Fellow.  I 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, I am working as Assistant Professor (on Tenure Track) at Mexico Autonomous Institute of Technology (ITAM).
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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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Official webpages:

For Spanish click here

For English click here