PDF Spanish version

 

Education

·         Ph.D., Business Administration and Quantitative Methods, 2010 Universidad Carlos III de Madrid, Getafe, Madrid Dissertation: "Bootstrapping Unobserved Components Models".

·         MSc. in Business Administration and Quantitative Methods, 2006 Universidad Carlos III de Madrid, Getafe, Madrid.

·         BSc in Economics, 2001 Universidad Nacional de Cordoba (UNC), Córdoba, Argentina.


Publications

·        "Kalman filter estimation for a regression model with locally stationary errors" (2013). Computational Statistics and Data Analysis, Vol 62, 52-69. (With Guillermo Ferreira y Bernardo Lagos).

·         "Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters" (2012). Computational Statistics and Data Analysis, Vol 56, 62-74. (With Esther Ruiz).

·         "Bootstrap Prediction Intervals in State Space Models" (2009). Journal of Time Series Analysis, Vol 30, 167-178. (With E. Ruiz).

·         “A Parametric Estimation of Personal Income Distribution in Argentina Using the Dagum Model” (2003). Special Issue of the Journal of the Inter-American Statistical Institute (IASI), “EstadísticaVol 55, Numbers 164-165. (With H. Gertel, R. Giuliodori, P. Auerbach).
 

Article in edited books

·         Analysis of the Short Term Impact of the Argentine Social Assistance Program `Plan Jefes y Jefas' on Income Inequality Applying the Dagum Decomposition Analysis of the Gini Ratio (Working Paper), (2008), with H. Gertel and R. Giuliodori, in Gianni Betti and Achille Lemmi (eds.), Advances on Income Inequality and Concentration Measures, Routledge, UK.

 

 

Working papers

 

·       "Testing The Presence Of Heteroscedasticity In Unobserved Component Models" (2013). Submitted to the Journal of Time series Analysis. (With Guillermo Ferreira).  

·         "La contribución de la educación y la diferenciación por sexo en las medidas de desigualdad del ingreso" (2003). Publications of the Universidad de Belgrano, working paper Nº 111, Buenos Aires, Argentina. (With H. Gertel and R. Giuliodori)

·         "Un ejercicio de descomposición del Coeficiente de Gini para la distribución del ingreso entre poblaciones con diferente nivel de escolaridad de Argentina. Año 2002" (2002). (With H. Gertel and R. Giuliodori)

·         "Does Schooling Contribute to Increase Individuals´ Chances to Access The More Affluent Income Groups?" (2002). (With H. Gertel and R. Giuliodori)

·         "Unemployment and income distribution analysis. New evidences using a Dagum parametric income distribution model". 2001. (With H. Gertel, R. Giuliodori and P. Auerbach)

·         "Evaluating equality using parametric income Distribution models. An exploration of alternative effects using a Dagun Parametric income distribution model" (2001). (With H. Gertel, R. Giuliodori and P. Auerbach).
 

Participation in projects or research programs

·         FONDECYT (Iniciación)
Title:
Incorporating the Parameter Uncertainty Into the Prediction Mean Square Error in Unobserved Component Models
Role: Principal Researcher
Begin year: 2010
End year: 2013
Specification: Principal Researcher: Alejandro Rodriguez, Universidad de Concepción,
e-mail:aleferodriguez@udec.clProject N11100100.

·         Title: Non-Parametric technics and intensive computing statistics
Role: Otro
Begin year: 2006
End year: 2006
Specification: Principal Researcher: Professor Juan Romo, Universidad Carlos III de Madrid, email:
juan.romo@uc3m.es. Project N2006/03565/001.

·         Title: Uncertainty in developing of econometric models and Methodology for constructing prediction in macroeconomic and financial time series.
Role: Collaborator
Begin year: 2006
End year: 2009
Specification: Principal Researcher: Professor Esther Ruiz, Universidad Carlos III de Madrid,
ortega@est-econ.uc3m.es. Project N2006/03958/001.

·         Title: Uncertainty in predictions: Application to macroeconomic and financial time series of the State of Madrid
Role: Collaborator
Begin year: 2007
End year: 2007
Specification: Principal Researcher: Professor Antoni Espasa, Universidad
Carlos III de Madrid,
espasa@est-econ.uc3m.esProject N2007/04124/001.

·         Title: Uncertainty in macroeconomic and financial predictions: Bootstrap and multivariate models
Role: Collaborator
Begin year: 2010
End year: 2010
Specification: Principal Researcher: Professor Esther Ruiz, Universidad Carlos III de Madrid,
ortega@est-econ.uc3m.esProject N2006/03958/001.

 

Professional experience

·         2004-2010: Teaching Assistant. Department of Statistic. Universidad Carlos III de Madrid. Madrid, Spain.
Graduate Courses: Financial Econometrics (2007-2008-2009). Econometrics (Microeconometrics) (2009).
Undergraduate Courses: Econometrics II (2006-2007, 2007-2008 and 2008-2009). Statistics for Business
(2005-2006). Statistics III (2005-2006). Statistics Applied to Social Sciences (2004).
Design of Experiment
(2004).

·         2009: Econometric Consultant. e-konomica Consultant. Project: Demand Estimation.

·         2009: Instructor. Course on time series, Escuela de metodolog´ıa y análisis sociopolítico (EMAS), Universidad de Salamanca, (10 hours). (with Prof. Ana Perez)

·         2006-2008: Instructor. Training course on statistics and business using MatLab (9 hours). Master in Business Management and Quantitative Methods, Universidad Carlos III de Madrid. (With Prof. Santiago Pellegrini).

·         2008: Econometric Consultant. e-konomica Consultant. Project: Market analysis, vertical integration.

·         2007: Instructor. Training course on Financial times series using MatLab (6 hours). Master in Statistics, Universidad Nacional de Córdoba, Argentina. (With Prof. Santiago Pellegrini).

·         2005: Econometric Consultant. Acciona Energía. Project: Developing a programming for forecasting values of the production of electricity in a river-electric power station.

·         2002-2004: Coordinator-Analyst of the Permanent Household Survey (Encuesta Permanente de Hogares-EPH). Bureau of Statistics and Censuses, Government of the Province of Cordoba, Argentina. Assignment: Manage 20 persons and in charge of calculate the unemployment rate, poverty indicator, education indicators, among others.

·         2002: Instructor. National Institute of Statistics and Censuses (INDEC). Córdoba (Argentina). Training course, Permanent Household Survey.

·         2000-2004: Research Assistant. Institute of Economy and Finances at the Universidad Nacional de Córdoba, Argentina.