Carlos Vladimir Rodríguez Caballero
PhD Fellow
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

Research Interests:
Time series Econometrics (Cointegration. Long memory.)
actor Analysis.
Econometrics of energy markets.
Applied financial econometrics (bubbles, financial crises and
risk management)

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

MSc. in Econometrics (2011)
Department of Economics and Finance at
University of Guanajuato
Field: Unit-Root Econometrics

BSc. in Actuarial Science (2005)
Faculty of Science at UNAM
Field: Bayesian Econometrics
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. [

(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 [

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

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

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

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

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


(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.
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 uploading my photos in Panoramio. These are the
personal memories of 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, histories, monuments, memorials and natural wonders.