Details about Carlos Vladimir Rodriguez Caballero

Access statistics for papers by Carlos Vladimir Rodriguez Caballero.

Last updated 2024-07-08. Update your information in the RePEc Author Service.

Short-id: pro761

Working Papers

2024

1. Monopoly Unveiled: Telecom Breakups in the US and Mexico
   Papers, arXiv.org
2. Temperature in the Iberian Peninsula: Trend, seasonality, and heterogeneity
   Papers, arXiv.org

2023

3. Expecting the unexpected: Stressed scenarios for economic growth
   Working Papers, University of California at Riverside, Department of Economics
4. 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

2022

5. Economic activity and climate change
   Papers, arXiv.org View citations (1)
   Also in DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística (2022) View citations (1)

2021

6. Expecting the unexpected: economic growth under stress
   Working Papers, University of California at Riverside, Department of Economics View citations (1)
   Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2021) View citations (1)
   DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística (2021)

2020

7. 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 View citations (1)
8. Growth, War, and Pandemics: Europe in the Very Long-run
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
   Also in IFCS - Working Papers in Economic History.WH, Universidad Carlos III de Madrid. Instituto Figuerola (2020) View citations (3)
   Working Papers, European Historical Economics Society (EHES) (2020) View citations (3)

2019

9. Wavelet Estimation for Dynamic Factor Models with Time-Varying Loadings
   CREATES Research Papers, Department of Economics and Business Economics, Aarhus University

2018

10. A multilevel factor approach for the analysis of CDS commonality and risk contribution
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University
    See also Journal Article A multilevel factor approach for the analysis of CDS commonality and risk contribution, Journal of International Financial Markets, Institutions and Money, Elsevier (2019) View citations (7) (2019)

2017

11. 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 View citations (2)
    See also Journal Article Estimation of a dynamic multi-level factor model with possible long-range dependence, International Journal of Forecasting, Elsevier (2023) View citations (1) (2023)

2016

12. A Dynamic Multi-Level Factor Model with Long-Range Dependence
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (2)
13. Panel Data with Cross-Sectional Dependence Characterized by a Multi-Level Factor Structure
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University

2015

14. 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 View citations (2)
    See also Journal Article Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads, Energy Economics, Elsevier (2016) View citations (10) (2016)

2013

15. Polynomial Regressions and Nonsense Inference
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University
    See also Journal Article Polynomial Regressions and Nonsense Inference, Econometrics, MDPI (2013) (2013)

Journal Articles

2024

1. The factor structure of exchange rates volatility: global and intermittent factors
   Empirical Economics, 2024, 67, (1), 31-45

2023

2. Estimation of a dynamic multi-level factor model with possible long-range dependence
   International Journal of Forecasting, 2023, 39, (1), 405-430 View citations (1)
   See also Working Paper Estimation of a Dynamic Multilevel Factor Model with possible long-range dependence, DES - Working Papers. Statistics and Econometrics. WS (2017) View citations (2) (2017)

2022

3. Energy consumption and GDP: a panel data analysis with multi-level cross-sectional dependence
   Econometrics and Statistics, 2022, 23, (C), 128-146
4. Predicting cryptocurrency crash dates
   Empirical Economics, 2022, 63, (6), 2855-2873
5. War, pandemics, and modern economic growth in Europe
   Explorations in Economic History, 2022, 86, (C) View citations (1)

2021

6. Air Pollution and Mobility, What Carries COVID-19?
   Econometrics, 2021, 9, (4), 1-17 View citations (4)
7. Remittances at record highs in Latin America: Time to revisit the Dutch disease
   Economics Bulletin, 2021, 41, (3), 2133-2146 View citations (1)

2020

8. Long-Lasting Economic Effects of Pandemics:Evidence on Growth and Unemployment
   Econometrics, 2020, 8, (3), 1-16 View citations (5)

2019

9. A multilevel factor approach for the analysis of CDS commonality and risk contribution
   Journal of International Financial Markets, Institutions and Money, 2019, 63, (C) View citations (7)
   See also Working Paper A multilevel factor approach for the analysis of CDS commonality and risk contribution, CREATES Research Papers (2018) (2018)

2017

10. Energy-growth long-term relationship under structural breaks. Evidence from Canada, 17 Latin American economies and the USA
    Energy Economics, 2017, 61, (C), 121-134 View citations (13)

2016

11. Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads
    Energy Economics, 2016, 60, (C), 79-96 View citations (10)
    See also Working Paper Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads, CREATES Research Papers (2015) View citations (2) (2015)

2014

12. Bayesian log-periodic model for financial crashes
    The European Physical Journal B: Condensed Matter and Complex Systems, 2014, 87, (10), 1-14 View citations (2)
13. Granger Causality and Unit Roots
    Journal of Statistical and Econometric Methods, 2014, 3, (1), 7 View citations (3)

2013

14. Metodología para un scoring de clientes sin referencias crediticias
    Revista Cuadernos de Economia, 2013 View citations (2)
15. Polynomial Regressions and Nonsense Inference
    Econometrics, 2013, 1, (3), 1-13
    See also Working Paper Polynomial Regressions and Nonsense Inference, CREATES Research Papers (2013) (2013)