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Publications

by members of

Instituto Tecnólogico Autónomo de México (ITAM) → Departamento Académico de Estadística

Autonomous Technological Institute of Mexico → Academic Department of Statistics

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

2026

  1. Bellocca, Gian Pietro Enzo & Garrón Vedia, Ignacio & Rodríguez Caballero, Carlos Vladimir & Ruiz Ortega, Esther, 2026, "The empirical distribution of sequential LS factors in Multi-level Dynamic Factor Models," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 49336, Feb.

2025

  1. Bellocca, Gian Pietro Enzo & Garrón Vedia, Ignacio & Rodríguez Caballero, Carlos Vladimir & Ruiz Ortega, Esther, 2025, "FARS: Factor Augmented Regression Scenarios in R," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 48180, Oct.

2024

  1. C. Vladimir Rodr'iguez-Caballero & Esther Ruiz, 2024, "Temperature in the Iberian Peninsula: Trend, seasonality, and heterogeneity," Papers, arXiv.org, number 2406.14145, Jun.
  2. Fausto Hern'andez Trillo & C. Vladimir Rodr'iguez-Caballero & Daniel Ventosa-Santaul`aria, 2024, "Monopoly Unveiled: Telecom Breakups in the US and Mexico," Papers, arXiv.org, number 2407.09695, Jul.
  3. Garrón Vedia, Ignacio & Rodríguez Caballero, Carlos Vladimir & Ruiz Ortega, Esther, 2024, "International vulnerability of inflation," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 44814, Nov.

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, Universidad Carlos III de Madrid. Departamento de Estadística, number 37968, Jul.
  2. Gloria Gonzalez-Rivera & Vladimir Rodriguez-Caballero & Esther Ruiz, 2023, "Expecting the unexpected: Stressed scenarios for economic growth," Working Papers, University of California at Riverside, Department of Economics, number 202314, Nov.

2022

  1. Ar'anzazu de Juan & Pilar Poncela & Vladimir Rodr'iguez-Caballero & Esther Ruiz, 2022, "Economic activity and climate change," Papers, arXiv.org, number 2206.03187, Jun, revised Jun 2022.

2021

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

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, Department of Economics and Business Economics, Aarhus University, number 2020-15, Dec.
  2. Prados de la Escosura, Leandro & Rodriguez-Caballero, Carlos Vladimir, 2020, "Growth, War, and Pandemics: Europe in the Very Long-run," CEPR Discussion Papers, Centre for Economic Policy Research, number 14816, May.

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, Department of Economics and Business Economics, Aarhus University, number 2019-23, Dec.

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, Department of Economics and Business Economics, Aarhus University, number 2018-33, Dec.

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, Universidad Carlos III de Madrid. Departamento de Estadística, number 24614, May.

2016

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

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, Department of Economics and Business Economics, Aarhus University, number 2015-58, Dec.

2013

  1. Daniel Ventosa-Santaulària & Carlos Vladimir Rodríguez-Caballero, 2013, "Polynomial Regressions and Nonsense Inference," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-40, 11.

Journal articles

2026

  1. Garrón, Ignacio & Rodríguez-Caballero, Vladimir & Ruiz, Esther, 2026, "International factors and inflation risks," International Journal of Forecasting, Elsevier, volume 42, issue 3, pages 889-908, DOI: 10.1016/j.ijforecast.2025.12.003.

2025

  1. Fausto Hernández Trillo & Carlos Vladimir Ródriguez-Caballero & Daniel Ventosa-Santaulària, 2025, "Monopoly unveiled: Telecom breakups in the US and Mexico," Economics Bulletin, AccessEcon, volume 45, issue 4, pages 1989-1995.

2024

  1. Massimiliano Caporin & C. Vladimir Rodríguez-Caballero & Esther Ruiz, 2024, "The factor structure of exchange rates volatility: global and intermittent factors," Empirical Economics, Springer, volume 67, issue 1, pages 31-45, July, DOI: 10.1007/s00181-023-02542-3.

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, volume 39, issue 1, pages 405-430, DOI: 10.1016/j.ijforecast.2021.12.004.

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, volume 23, issue C, pages 128-146, DOI: 10.1016/j.ecosta.2020.11.002.
  2. Prados de la Escosura, Leandro & Rodríguez-Caballero, C. Vladimir, 2022, "War, pandemics, and modern economic growth in Europe," Explorations in Economic History, Elsevier, volume 86, issue C, DOI: 10.1016/j.eeh.2022.101467.
  3. C. Vladimir Rodríguez-Caballero & Mauricio Villanueva-Domínguez, 2022, "Predicting cryptocurrency crash dates," Empirical Economics, Springer, volume 63, issue 6, pages 2855-2873, December, DOI: 10.1007/s00181-022-02229-1.

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, volume 41, issue 3, pages 2133-2146.
  2. C. Vladimir Rodríguez-Caballero & J. Eduardo Vera-Valdés, 2021, "Air Pollution and Mobility, What Carries COVID-19?," Econometrics, MDPI, volume 9, issue 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, volume 8, issue 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, volume 63, issue C, DOI: 10.1016/j.intfin.2019.101144.

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, volume 61, issue C, pages 121-134, DOI: 10.1016/j.eneco.2016.10.026.

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, volume 60, issue C, pages 79-96, DOI: 10.1016/j.eneco.2016.09.008.

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, volume 87, issue 10, pages 1-14, October, DOI: 10.1140/epjb/e2014-41085-6.
  2. Carlos Vladimir Rodriguez-Caballero & Daniel Ventosa-Santaularia, 2014, "Granger Causality and Unit Roots," Journal of Statistical and Econometric Methods, SCIENPRESS Ltd, volume 3, issue 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.
  2. Daniel Ventosa-Santaulària & Carlos Vladimir Rodríguez-Caballero, 2013, "Polynomial Regressions and Nonsense Inference," Econometrics, MDPI, volume 1, issue 3, pages 1-13, November.

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