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Publications

by members of

Departamento Académico de Estadística
Instituto Tecnólogico Autónomo de México (ITAM)
México, Mexico

(Academic Department of Statistics, Autonomous Technological Institute of Mexico)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2023

  1. González-Rivera, Gloria & Rodríguez Caballero, Carlos Vladimir & Ruiz Ortega, Esther, 2023. "Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula," DES - Working Papers. Statistics and Econometrics. WS 37968, Universidad Carlos III de Madrid. Departamento de Estadística.

2022

  1. De Juan Fernández, Aránzazu & Poncela, Pilar & Rodríguez Caballero, Carlos Vladimir & Ruiz Ortega, Esther, 2022. "Economic activity and climate change," DES - Working Papers. Statistics and Econometrics. WS 35044, Universidad Carlos III de Madrid. Departamento de Estadística.

2021

  1. Gloria González-Rivera & Carlos Vladimir Rodríguez-Caballero & Esther Ruiz Ortega, 2021. "Expecting the unexpected: economic growth under stress," CREATES Research Papers 2021-06, Department of Economics and Business Economics, Aarhus University.

2020

  1. Carlos Vladimir Rodríguez-Caballero & J. Eduardo Vera-Valdés, 2020. "Air pollution and mobility in the Mexico City Metropolitan Area, what drives the COVID-19 death toll?," CREATES Research Papers 2020-15, Department of Economics and Business Economics, Aarhus University.
  2. Prados de la Escosura, Leandro & Rodriguez-Caballero, Carlos Vladimir, 2020. "Growth, War, and Pandemics: Europe in the Very Long-run," CEPR Discussion Papers 14816, C.E.P.R. Discussion Papers.

2019

  1. Duván Humberto Cataño & Carlos Vladimir Rodríguez-Caballero & Daniel Peña, 2019. "Wavelet Estimation for Dynamic Factor Models with Time-Varying Loadings," CREATES Research Papers 2019-23, Department of Economics and Business Economics, Aarhus University.

2018

  1. Carlos Vladimir Rodríguez-Caballero & Massimiliano Caporin, 2018. "A multilevel factor approach for the analysis of CDS commonality and risk contribution," CREATES Research Papers 2018-33, Department of Economics and Business Economics, Aarhus University.

2017

  1. Ergemen, Yunus Emre & Rodríguez Caballero, Carlos Vladimir, 2017. "Estimation of a Dynamic Multilevel Factor Model with possible long-range dependence," DES - Working Papers. Statistics and Econometrics. WS 24614, Universidad Carlos III de Madrid. Departamento de Estadística.

2016

  1. Yunus Emre Ergemen & Carlos Vladimir Rodríguez-Caballero, 2016. "A Dynamic Multi-Level Factor Model with Long-Range Dependence," CREATES Research Papers 2016-23, Department of Economics and Business Economics, Aarhus University.
  2. Carlos Vladimir Rodríguez-Caballero, 2016. "Panel Data with Cross-Sectional Dependence Characterized by a Multi-Level Factor Structure," CREATES Research Papers 2016-31, Department of Economics and Business Economics, Aarhus University.

2015

  1. Yunus Emre Ergemen & Niels Haldrup & Carlos Vladimir Rodríguez-Caballero, 2015. "Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads," CREATES Research Papers 2015-58, Department of Economics and Business Economics, Aarhus University.

2013

  1. Daniel Ventosa-Santaulària & Carlos Vladimir Rodríguez-Caballero, 2013. "Polynomial Regressions and Nonsense Inference," CREATES Research Papers 2013-40, Department of Economics and Business Economics, Aarhus University.

Journal articles

2023

  1. Ergemen, Yunus Emre & Rodríguez-Caballero, C. Vladimir, 2023. "Estimation of a dynamic multi-level factor model with possible long-range dependence," International Journal of Forecasting, Elsevier, vol. 39(1), pages 405-430.

2022

  1. Rodríguez-Caballero, Carlos Vladimir, 2022. "Energy consumption and GDP: a panel data analysis with multi-level cross-sectional dependence," Econometrics and Statistics, Elsevier, vol. 23(C), pages 128-146.
  2. Prados de la Escosura, Leandro & Rodríguez-Caballero, C. Vladimir, 2022. "War, pandemics, and modern economic growth in Europe," Explorations in Economic History, Elsevier, vol. 86(C).
  3. C. Vladimir Rodríguez-Caballero & Mauricio Villanueva-Domínguez, 2022. "Predicting cryptocurrency crash dates," Empirical Economics, Springer, vol. 63(6), pages 2855-2873, December.

2021

  1. Arnoldo López-Marmolejo & Carlos Vladimir Rodríguez-Caballero & Daniel Ventosa-Santaulà ria, 2021. "Remittances at record highs in Latin America: Time to revisit the Dutch disease," Economics Bulletin, AccessEcon, vol. 41(3), pages 2133-2146.
  2. C. Vladimir Rodríguez-Caballero & J. Eduardo Vera-Valdés, 2021. "Air Pollution and Mobility, What Carries COVID-19?," Econometrics, MDPI, vol. 9(4), pages 1-17, October.

2020

  1. C. Vladimir Rodríguez-Caballero & J. Eduardo Vera-Valdés, 2020. "Long-Lasting Economic Effects of Pandemics:Evidence on Growth and Unemployment," Econometrics, MDPI, vol. 8(3), pages 1-16, September.

2019

  1. Rodríguez-Caballero, Carlos Vladimir & Caporin, Massimiliano, 2019. "A multilevel factor approach for the analysis of CDS commonality and risk contribution," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 63(C).

2017

  1. Rodríguez-Caballero, Carlos Vladimir & Ventosa-Santaulària, Daniel, 2017. "Energy-growth long-term relationship under structural breaks. Evidence from Canada, 17 Latin American economies and the USA," Energy Economics, Elsevier, vol. 61(C), pages 121-134.

2016

  1. Ergemen, Yunus Emre & Haldrup, Niels & Rodríguez-Caballero, Carlos Vladimir, 2016. "Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads," Energy Economics, Elsevier, vol. 60(C), pages 79-96.

2014

  1. Carlos Vladimir Rodríguez-Caballero & Oskar Knapik, 2014. "Bayesian log-periodic model for financial crashes," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 87(10), pages 1-14, October.
  2. Carlos Vladimir Rodriguez-Caballero & Daniel Ventosa-Santaularia, 2014. "Granger Causality and Unit Roots," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, vol. 3(1), pages 1-7.

2013

  1. Osvaldo Espin-García & Carlos Vladimir Rodríguez-Caballero, 2013. "Metodología para un scoring de clientes sin referencias crediticias," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, May.
  2. Daniel Ventosa-Santaulària & Carlos Vladimir Rodríguez-Caballero, 2013. "Polynomial Regressions and Nonsense Inference," Econometrics, MDPI, vol. 1(3), pages 1-13, November.

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