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

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

I am currently working as Assistant Professor of Econometrics (on Tenure Track) at the Department of Statistics at Carlos III University of Madrid (UC3M).
I am also affilitiated in CREATES at Aarhus University as Junior Research Fellow.

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

I have previous practical banking and financial services experience having worked for some years in two multinationals and one local bank in Mexico. Specifically, I have worked in the Risk Management and Marketing Intelligence departments.
Contact information:
Tel.:           +34916249890          
Mail:           carlosvladimir.rodriguez@uc3m.es
Address:    C/ Madrid, 126, 28903 Getafe, Madrid (Spain). 
                    Despacho, 10.0.11.
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