Hi everybody, welcome to my homepage.
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 am currently a Research Assistant in the Center for Research in Econometric Analysis of Time Series (CREATES) at Aarhus University.
My main research interests include:
I am also (secondarily) interested on Bayesian econometrics (MCMC methods) and
applied financial econometrics (bubbles, financial crises and risk management).
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.
I am also an amateur marathon runner and triathlete.
During Spring 2016, I visited Professor Carlos Velasco at the Department of Economics at Universidad Carlos III de Madrid in Spain.
In May-June 2016, as part of the ACRI Young Investigator Training Program. I also visited Massimiliano Caporin in the Department of Statistical Sciences at the University of Padova in Italy.
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 am currently a Research Assistant in the Center for Research in Econometric Analysis of Time Series (CREATES) at Aarhus University.
My main research interests include:
- Non-stationary time series analysis.
- Modelling of persistence (Long memory models).
- Panel data models and Dynamic Factor models.
- Econometrics of energy markets.
I am also (secondarily) interested on Bayesian econometrics (MCMC methods) and
applied financial econometrics (bubbles, financial crises and risk management).
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.
I am also an amateur marathon runner and triathlete.
During Spring 2016, I visited Professor Carlos Velasco at the Department of Economics at Universidad Carlos III de Madrid in Spain.
In May-June 2016, as part of the ACRI Young Investigator Training Program. I also visited Massimiliano Caporin in the Department of Statistical Sciences at the University of Padova in Italy.
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Contact information:
Tel.: 45 8716 6068 Mail: vrodriguez@econ.au.dk Aarhus BSS, Aarhus University Fuglesangs Allé 4, 8210 Aarhus V |
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