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. April 30, Prof. Cornelia Pokalyuk. Goethe University, Frankfurt, Germany. 1 pm CDT
  2. May 13, Prof. Wei Wei, Monash University. 4pm CDT (TBC)