Teaching
Técnicas Econométricas
Econometría II
Advanced Econometrics (phD, Economics)
Research Interests
- Econometrics
- Time Series
- Applied Macroeconomics and Finance
- Climate Change
Recent Research
- Nonlinear Cointegration, Summability and Cosummability (with Vanessa Berenguer-Rico).
- Predictability by Regimes (with Jean-Yves Pitarakis)
- Price discovery (with Isabel Figuerola-Ferreti)
- Nonlinear Factor Models (with Juan José Dolado and Liang Chen)
- Global Warming (with Lola Gadea)
- Realized Risk (with Abderrahim Taamouti and Fabian Rinnen)