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. 

On sabbatical leave during the 2025–2026 academic year. Department of Economics at Duke University.

My main research fields include:​
  • Time Series Econometrics.
  • High-Dimensional Data & Forecasting.
  • ​Applied studies (mostly in financial econometrics, energy, climate and macroeconomics).

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
                    vladimir {dot} rodriguez [at] duke (dot) edu
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:

Financial Econometrics Lunch Group, Oct 20th, Duke University. 

Taller de frontera. CIMAT 45 Aniversario. By zoom. November 14th.


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