Department of Economics and Business Economics

Carlos Vladimir Rodríguez-Caballero

  1. 2022
  2. Published

    Energy consumption and gdp: a panel data analysis with multi-level cross-sectional dependence. / Rodríguez-Caballero, Carlos Vladimir.

    In: Econometrics and Statistics, Vol. 23, No. 1, 01.07.2022, p. 128-146.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  3. Published

    Predicting cryptocurrency crash dates. / Rodríguez-Caballero, C. Vladimir; Villanueva-Domínguez, Mauricio.

    In: Empirical Economics, 30.03.2022.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  4. E-pub ahead of print

    Estimation of a Dynamic Multi-Level Factor Model with Possible Long-Range Dependence. / Ergemen, Yunus Emre; Rodríguez-Caballero, Carlos Vladimir.

    In: International Journal of Forecasting, 01.2022.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  5. Published

    Wavelet estimation for factor models with time-varying loadings. / Cataño, Duván Humberto; Rodríguez-Caballero, Carlos Vladimir; Peña, Daniel et al.

    In: International Journal of Wavelets, Multiresolution and Information Processing, Vol. 20, No. 1, 2150033, 2022.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  6. 2021
  7. Published

    Air pollution and mobility, what carries covid-19? / Rodríguez-Caballero, Carlos Vladimir; Vera-Valdés, J. Eduardo.

    In: Econometrics, Vol. 9, No. 4, 37, 12.2021.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  8. Published

    Expecting the unexpected: economic growth under stress. / Gonzalez-Rivera, Gloria; Rodríguez-Caballero, Carlos Vladimir; Ortega, Esther Ruiz.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2021.

    Research output: Working paper/Preprint Working paper

  9. Published

    Remittances at record highs in Latin America : Time to revisit the Dutch disease. / López-Marmolejo, Arnoldo; Rodríguez-Caballero, Carlos Vladimir; Ventosa-Santaulària, Daniel.

    In: Economics Bulletin, Vol. 41, No. 3, 2021, p. 2003-2011.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  10. 2020
  11. Published

    Air pollution and mobility in the Mexico City Metropolitan Area, what drives the COVID-19 death toll? / Rodríguez-Caballero, Carlos Vladimir; Vera-Valdés, J. Eduardo.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2020.

    Research output: Working paper/Preprint Working paper

  12. Published

    Long-lasting economic effects of pandemics : Evidence on growth and unemployment. / Vladimir Rodríguez-Caballero, C.; Eduardo Vera-Valdés, J.

    In: Econometrics, Vol. 8, No. 3, 37, 2020.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  13. 2019
  14. Published

    Wavelet Estimation for Dynamic Factor Models with Time-Varying Loadings. / Humberto Cataño, Duván; Rodríguez-Caballero, Carlos Vladimir; Peña, Daniel.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2019.

    Research output: Working paper/Preprint Working paper

  15. Published

    A multilevel factor approach for the analysis of CDS commonality and risk contribution. / Rodríguez-Caballero, Carlos Vladimir; Caporin, Massimiliano.

    In: Journal of International Financial Markets, Institutions and Money, Vol. 63, 101144, 11.2019.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  16. 2018
  17. Published

    A multilevel factor approach for the analysis of CDS commonality and risk contribution. / Rodríguez-Caballero, Carlos Vladimir; Caporin, Massimiliano.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2018.

    Research output: Working paper/Preprint Working paper

  18. 2017
  19. Published

    Energy-growth long-term relationship under structural breaks. Evidence from Canada, 17 Latin American economies and the USA. / Rodríguez-Caballero, Carlos Vladimir; Ventosa-Santaulària, Daniel.

    In: Energy Economics, Vol. 61, 01.01.2017, p. 121-134.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  20. 2016
  21. Published

    Panel Data with Cross-Sectional Dependence Characterized by a Multi-Level Factor Structure. / Rodríguez-Caballero, Carlos Vladimir.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2016.

    Research output: Working paper/Preprint Working paper

  22. Published

    On Factor Analysis with Long-Range Dependence. / Rodríguez-Caballero, Carlos Vladimir.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2016. 120 p. (ECON PhD Dissertations; No. 2016-17).

    Research output: Book/anthology/dissertation/reportPh.D. thesisResearch

  23. Published

    A Dynamic Multi-Level Factor Model with Long-Range Dependence. / Ergemen, Yunus Emre; Rodríguez-Caballero, Carlos Vladimir.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2016.

    Research output: Working paper/Preprint Working paper

  24. Published

    Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads. / Ergemen, Yunus Emre; Haldrup, Niels; Rodríguez-Caballero, Carlos Vladimir.

    In: Energy Economics, Vol. 60, No. November, 2016, p. 79-96.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  25. 2014
  26. Published

    Bayesian log-periodic model for financial crashes. / Rodríguez-Caballero, Carlos Vladimir; Knapik, Oskar.

    In: European Physical Journal B. Condensed Matter and Complex Systems, Vol. 87, No. 10, b131085, 01.01.2014.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  27. Published

    Granger Causality and Unit Roots. / Rodríguez-Caballero, Carlos Vladimir; Ventosa-Santaulària, Daniel.

    In: Journal of Statistical and Econometric Methods, Vol. 3, No. 1, 2014, p. 97-114.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  28. 2013
  29. Published

    Polynomial Regressions and Nonsense Inference. / Ventosa-Santaulària, Daniel; Rodríguez-Caballero, Carlos Vladimir.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2013.

    Research output: Working paper/Preprint Working paper

  30. Published

    Polynomial Regressions and Nonsense Inference. / Ventosa-Santaulària, Daniel; Rodríguez-Caballero, Carlos Vladimir.

    In: Econometrics, Vol. 1, No. 3, 2013, p. 236-248.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  31. 2012
  32. Published

    Metodología para un scoring de clientes sin referencias crediticias. / Rodríguez-Caballero, Carlos Vladimir.

    In: Cuadernos de Economia, Vol. 32, No. 59, 2012, p. 139-165.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review