Carlos Vladimir Rodríguez Caballero
PhD Employee
Aarhus Universitet
School of Business and Social Science
Center for Research in Econometric Analysis of TimE Series

Contact Information:
Fuglesangs Allé 4, 8210 Aarhus V
Building 2622 (C), office 203
(1) vrodriguez@creates.au.dk
(2) vladimir.rodriguez@ciencias.unam.mx


Field of Research:
Time-series econometrics

Research Interests:
Non-stationary time series
L
ong-range dependence

Updated: June 2015
Education

PhD in Economics and Business
(E
xpected 2016)
Aarhus Universitet
School of Business and Social Science
CREATES
Field: Long Memory, Panel data and Factor
models


MSc. in Econometrics (2011)
Department of Economics and Finance at
University of Guanajuato
Field: Nonstationary Time-Series

BSc. in Actuarial Science (2005)
Faculty of Science at UNAM
Field: Bayesian Econometrics
RESUMÉ
Articles
Book / Articles in Books

(4) Rodríguez-Caballero, C.V. and Knapik, O. (2014) Bayesian Log-Periodic model for financial crashes. European
Physical Journal B, vol.87, no.10. [
File]

(3) Rodríguez-Caballero, C.V. and Ventosa-Santaulària, D. (2013) Granger Causality and Unit Roots. Journal of Statistics
and Econometrics Methods. Vol. 3, No. 1, Pp. 97-114 [
File]

(2) Rodríguez-Caballero, C.V. and Ventosa-Santaulària, D. (2013). Polynomial Regressions and Nonsense Inference.
Econometrics. Vol. 1 (3), Pp. 236-248 (
File)

(1) Espin-García, O. and Rodríguez-Caballero, C.V. (2013). Metodología para un scoring de clientes sin referencias
crediticias.
(File)     [Cuadernos de economía Vol 32 Num. 59]
Master
Essays in Granger causality
(Granger causality in presence of
unit root processes )


Advisor: Daniel Ventosa Santaulària
PDF File
(in Spanish)
 
Bachelor
Bayesian inference for the volatility
in Black & Scholes model


Advisors:
Alejandro Villagraán Hernandez
Ramsés Mena Chávez
PDF File
(in Spanish)

Matlab code
(If you want to use this code you will need these data )

Play with Bayesian results,

try to check differences when you run this
matlab code with c = 0.72 and any other value for c
BOOK:

Espin-García, O. and Rodríguez-Caballero, C.V. (2012). Matemáticas financieras. Editorial GAFRA.

ARTICLES IN BOOKS:

(1) Rodríguez-Caballero, C.V. (2010). La inferencia bayesiana en la administración de riesgos. Administración de Riesgos
Volumen II.

(2) Rodríguez Caballero, C.V. (2013). Granger causalidad espuria en la relación de cartera total y vencida de créditos.
Administración de riesgos. Vol IV.
Dissertations
EXTRAS
SOME RePEC RANKINGS:

Econometrics:                                      
Institutions        Authors

Econometric Time Series:                    Institutions        Authors

Forecasting:                                        Institutions        Authors

Operation Research:                           Institutions        Authors

Risk Management:                               
Institutions        Authors

Sport & Economics:                             Institutions  
The world through my eyes.

Desde hace muchos años he ido agregando mis fotos a Panoramio como recuerdo
muy personal de los mejores días de mi vida en los que ya sea solo o con la gente
que amo, he podido admirar y conocer distintos países, ciudades, culturas, historia,
monumentos, memoriales y bellezas naturales.

For many years I have been u
ploading my photos in Panoramio. These are the
personal memories o
f the best days of my life. Either alone or with the people I love,
I have admired and learned about different countries
and cities as well as their  
cultures, histor
ies, monuments, memorials and natural wonders.