I am Assistant Professor of Statistics and Econometrics in the Applied Economics (Statistics and Econometrics) department at the University of Malaga. I obtained my Ph.D. in Business Economics and Quantitative Methods at Carlos III University of Madrid, Spain, in December 2020, under the supervision of Daniel Peña and Maximo Camacho. During my doctorate I had the opportunity to visit two internationally renowned universities: first, the Econometrics and Data Science department at the Vrije Universiteit of Amsterdam with the invitation of Professor Siem Jan Koopman (2017). Second, the Statistics department at the London School of Economics and Political Sciences with the invitation of Professor Qiwei Yao (2019).
My research interests include econometrics and time series econometrics, especially the estimation and application of Dynamic Factor Models (DFM) as dimension reduction techniques. My current research focuses on DFMs together with clustering techniques.
I am also interested in various topics of applied economics such as education and public health.
Work
Universidad Carlos III de Madrid
Spain
Universidad de Málaga
Spain
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Publications
Is Public‐Private Partnership a Significant Factor when Achieving Horizontal Equity in Public Healthcare Resources in Spain?
The International Journal of Health Planning and Management
journal-article
Selecting the number of factors in multi‐variate time series
Journal of Time Series Analysis
journal-article
The waiting times distribution of public hospitals using a GAMLSS approach: the case of Andalusia (Spain)
Investigaciones Regionales - Journal of Regional Research
journal-article
What drives industrial energy prices?
Economic Modelling
journal-article
The two-speed Europe in business cycle synchronization