C. Vladimir Rodríguez Caballero

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.  

I have been an Associate Professor (with granted tenure) in the Department of Statistics at Mexico Autonomous Institute of Technology (ITAM) since August 2023. 

I will be on sabbatical leave during the 2025–2026 academic year. During this time, I will be based in the Department of Economics at Duke University.

I was International Research Fellow at CREATES from 2017-2022. ​

My main research fields include:​
  • Time Series Econometrics.
  • Dynamic Factor Models.
  • Panel data models.
  • Forecasting.
My research agenda also includes the application of econometric methodologies in financial econometrics, energy economics, climate econometrics, and applied macro.

Associate Editor of Latin American Economic Review for a two-year period 2023-2025.

CONAHCyT Mexican Research System ranking: National Researcher Level II
Contact information:
Tel:              (+52) 55 5628-4000  ext 3853      
Mail:           vladimir {dot} rodriguez [at] itam (dot) mx
Address:    Departmento de Estadística. Instituto Tecnológico Autónomo de México. 
Río Hondo No.1, Col. Progreso Tizapán, Álvaro Obregón, CDMX. 01080. Mexico

ITAM official webpages:

For Spanish click here            
​For English click here

Next participation in workshops / conferences / congresses:


Midwest Econometrics Group Conference 2024


Seminars scheduled for 2025:

1) Seminar at Banco Central del Uruguay, March 14.

2) Seminar at Bank of England, April 1.

3) 65th ISI World Statistics Congress, October 6.  The Hague​​
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: Click here