Publications
[19] Gonzalez-Rivera, G., Rodriguez-Caballero C.V., and Ruiz, E. (2024). Expecting the unexpected: Stressed scenarios for economic growth. Journal of Applied Econometrics [Forthcoming]
DOI: Scimago: Q1 in Economics and Econometrics JIF: 2.36 / Q1 A preliminary version circulates with the title Expecting the unexpected: economic growth under stress. Creates Working paper 2021 UCR Working paper 2023 [18] Caporin, M., Rodriguez-Caballero, C. V., & Ruiz, E. (2024). The Factor Structure of Exchange Rates Volatility: Global and Intermittent Factors. Empirical Economics [Forthcoming] SSRN version DOI: https://doi.org/10.1007/s00181-023-02542-3 Scimago: Q2 in Economics and Econometrics JIF: 3.2 / Q2 [17] López-Marmolejo, A. & Rodríguez-Caballero, C.V. (2023). "Assessing the effect of gender-related legal reforms on female labor participation and GDP per capita in the Central American region". Regional Statistics. Vol. 13. No. 3. 2023 DOI: 10.15196/RS130301 Scimago: Q2 in Economics and Econometrics [16] Prados de la Escosura, L & Rodríguez-Caballero, C.V. (2022). "War, pandemics, and modern economic growth in Europe". Explorations in Economic History. Volume 86, October 2022, 101467 Replication codes (R+Matlab) DOI: https://doi.org/10.1016/j.eeh.2022.101467 Scimago: Q1 in Economics and Econometrics JIF: 1.857 / Q1 (History) (A preliminary version circulates with the title "Growth, War, and Pandemics: Europe in the Very Long-Run") [15] Rodríguez-Caballero, C.V. & Villanueva-Domínguez, M. (2022). "Predicting Cryptocurrency Crash Dates". Empirical Economics, 63, 2855–2873. DOI: https://doi.org/10.1007/s00181-022-02229-1 Scimago: Q2 in Economics and Econometrics JIF: 1.713 / Q2 [14] Ergemen, Y.E & Rodríguez-Caballero, C.V. (2022). "Estimation of a Dynamic Multi-Level Factor Model with Possible Long-Range Dependence". International Journal of Forecasting. Replication codes (R+Matlab) DOI: https://doi.org/10.1016/j.ijforecast.2021.12.004 Scimago: Q1 in Economics and Econometrics JIF: 3.779 / Q1 (Previous working paper) (A preliminary version circulates with the title "A Dynamic Multi-Level Factor Model with Long-Range Dependence") [13] Rodríguez-Caballero, C. V., & Vera-Valdés, J. E. (2021). "Air pollution and mobility, what carries COVID19?" Econometrics. 9, 37. Replication codes (R+Matlab+Stata) DOI: https://doi.org/10.3390/econometrics9040037 Scimago: Q2 in Economics and Econometrics JCI: 0.520 / Q2 (A previous version circulates with the title "Air Pollution and Mobility in the Mexico City Metropolitan Area, What Drives the COVID-19 Death Toll?"). [12] López-Marmolejo, A. , Rodríguez-Caballero, C.V. & Ventosa-Santaulària, D. (2021) ''Remittances at record highs in Latin America: Time to revisit the Dutch disease'', Economics Bulletin, Vol. 41 No. 3 pp. 2133-2146 Scimago: Q3 in Economics and Econometrics This paper is a short version of a IDB technical note [1], see below. JCI: 0.150 / Q4 [11] Vera-Valdés, E. & Rodríguez-Caballero, C.V. (2021) "Air Pollution and Mobility in the Mexico City Metropolitan Area in Times of COVID-19". Atmósfera. 36(2), 343–354 DOI: https://doi.org/10.20937/ATM.53052 Scimago: Q3 in Atmospheric Science IJF: 1.128 / Q4 [10] Cataño, D.H., Rodríguez-Caballero, C. V. , Peña, D. & Chiann, C (2021) "Wavelet Estimation for Factor Models with Time-Varying Loadings". Int. Journal of Wavelets, Multiresolution and Information Processing. Volume No. 20, Issue No. 01, Article No. 2150033, arXiv version DOI: https://doi.org/10.1142/S0219691321500338 Scimago: Q3 in Applied Mathematics IJF: 1.408 / Q3 (A previous working paper version circulates with the title Wavelet Estimation for Dynamic Factor Models with Time-Varying Loadings) [9] Rodríguez-Caballero, C. V. (2021) "Energy consumption and GDP: a panel data analysis with multi-level cross-sectional dependence". Econometrics and Statistics. Volume 23, July 2022, Pages 128-146 Replication codes (Matlab) DOI: https://doi.org/10.1016/j.ecosta.2020.11.002 Scimago: Q2 in Economics and Econometrics JCI: 0.620 / Q2 (A previous working paper version circulates with the title Panel Data with Cross-Sectional Dependence Characterized by a Multi-Level Factor Structure) [8] Rodríguez-Caballero, C. V., & Vera-Valdés, J. E. (2020). Long-lasting economic effects of pandemics: Evidence on growth and unemployment. Econometrics. vol. 8, no 3, p. 37. (A short R code for replication) DOI: https://doi.org/10.3390/econometrics8030037 Scimago: Q2 in Economics and Econometrics JCI: 0.520 / Q2 (A previous working paper version circulates with the title "Long-Lasting Economic Effects of Pandemics: Evidence from the United Kingdom"). [7] Rodríguez-Caballero, C. V., & Caporin, M. (2019). A multilevel factor approach for the analysis of CDS commonality and risk contribution. Journal of International Financial Markets, Institutions and Money. Volume 63, November 2019, 101144 Replication codes (Matlab) DOI: https://doi.org/10.1016/j.intfin.2019.101144 Scimago: Q1 in Economics and Econometrics IJF: 4.211 / Q1 (Previous working paper version) [6] Rodríguez-Caballero, C. V., & Ventosa-Santaulària, D. (2017). Energy-growth long-term relationship under structural breaks. Evidence from Canada, 17 Latin American economies and the USA. Energy Economics. DOI: https://doi.org/10.1016/j.eneco.2016.10.026 Scimago: Q1 in Economics and Econometrics IJF: 7.042 / Q1 [5] Ergemen, Y. E., Haldrup, N., & Rodríguez-Caballero, C. V. (2016). Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads. Energy Economics. Replication code (Matlab) DOI: https://doi.org/10.1016/j.eneco.2016.09.008 Scimago: Q1 in Economics and Econometrics IJF: 7.042 / Q1 [4] Rodríguez-Caballero, C. V., & Knapik, O. (2014). Bayesian log-periodic model for financial crashes. European Physical Journal B. Replication code (Matlab) DOI: https://doi.org/10.1140/epjb/e2014-41085-6 Scimago: Q2 in Condensed Matter Physics IJF: 1.500 / Q3 [3] Rodríguez-Caballero, C. V., & Ventosa-Santaulària, D. (2014). Granger causality and unit roots. Journal of Statistical and Econometric Methods, 3(1), 97-114. Link Replication code (Matlab) [2] Ventosa-Santaularia, D., & Rodríguez-Caballero, C. V. (2013). Polynomial regressions and nonsense inference. Econometrics. Replication Code (Matlab and Mathematica) DOI: https://doi.org/10.3390/econometrics1030236 Scimago: Q2 in Economics and Econometrics JCI: 0.520 / Q2 [1] Espin-García, O., & Rodríguez-Caballero, C. V. (2013). Metodología para un scoring de clientes sin referencias crediticias. Cuadernos de economía, 32(59), 137-162. Link Scimago: Q3 in Social Sciences (miscellaneous) JCI: 0.09 / Q4 |
Technical notes
[1] "Remittances Payments through Central Banks: An Application to the Central American Countries Exchange Rates"
Inter-American Development Bank Technical notes. IDB-TN-1864 with Daniel Ventosa & Arnoldo López
Published in Economics Bulletin,
[2] "Assessing the Effect of Gender Equality before the Law on Female Labor Participation and GDP per capita in Central America, Panama, and the Dominican Republic "
Inter-American Development Bank Technical notes. IDB-TN-2128
with Arnoldo López, Published in Regional Statistics
Articles in books
[1] Efectos del Modelo de Atención de la Fundación Camino a Casa.
Modelo de atención para recuperar y empoderar vidas: quince años uniendo esfuerzos
IADB: Inter-American Development Bank (2023).
With Arnoldo López Marmolejo and Emmanuel Mendez Rolón
[2] Approximation of Hate Detection Processes in Spanish and Other Non-Anglo-Saxon Languages.
News Media and Hate Speech Promotion in Mediterranean Countries.
IGI Global (2023) 65-80.
[3] Granger causalidad espuria en la relación de cartera total y vencida de créditos.
Administración de riesgos. Volumen IV. 2013
[4] La inferencia bayesiana en la administración de riesgos.
Administración de Riesgos. Volumen II. 2010
Modelo de atención para recuperar y empoderar vidas: quince años uniendo esfuerzos
IADB: Inter-American Development Bank (2023).
With Arnoldo López Marmolejo and Emmanuel Mendez Rolón
[2] Approximation of Hate Detection Processes in Spanish and Other Non-Anglo-Saxon Languages.
News Media and Hate Speech Promotion in Mediterranean Countries.
IGI Global (2023) 65-80.
[3] Granger causalidad espuria en la relación de cartera total y vencida de créditos.
Administración de riesgos. Volumen IV. 2013
[4] La inferencia bayesiana en la administración de riesgos.
Administración de Riesgos. Volumen II. 2010