Education
Centre for Research in Econometrics and Time Series Analysis (CREATES) | Aarhus, Denmark | PhD in Econometrics | 2013-2016
Centre for Research and Teaching in Economics (CIDE) | Mexico City, Mexico | MSc in Economics | 2008-2010
Centre for Research in Mathematics (CIMAT) | Guanajuato, Mexico | BSc in Mathematics | 2002-2007
Experience
Associate Professor | Aalborg University | Sep 2020 - present
- Research Group Leader for the Time Series Analysis and Econometrics Group | 2025 - present
Assistant Professor | Aalborg University | Sep 2017 - Aug 2020
Research Assistant | Aalborg University | Jul - Aug 2017
Research Assistant | Aarhus University and CREATES | Sep - Nov 2016, Jan - Mar 2017
Assistant Professor | University of Guanajuato | Aug 2012 - Jul 2013
Economist | Mexico’s Central Bank | Aug 2010 - Jul 2012
Publications
Working Papers
Software
- LongMemory.jl A Julia package to generate, estimate, and forecast long memory time series models.
Talks
| Date | Title | Forum | Host |
|---|---|---|---|
| 22/04/2025 | Breaching 1.5°C: Give me the odds (Invited Talk) | Climate Econometrics Virtual Seminar | University of Oxford |
| 01/08/2024 | The Story of 1.5°C: Obtaining the Probability of Breaching the Goals of the Paris Agreement Using Long Memory Models | Econometric Models of Climate Change 2024 Conference | University of Cambridge, United Kingdom |
| 01/08/2023 | The effect of the Paris Agreement and the COVID-19 pandemic on the volatility persistence of brown and green stocks | Econometric Models of Climate Change | Vrije Universiteit Amsterdam |
| 01/06/2023 | The effect of the Paris Agreement and the COVID-19 pandemic on the volatility persistence of brown and green stocks | International Association for Applied Econometrics Annual Conference | BI Norwegian Business School |
| 01/05/2022 | The Difference-in-Variance Test for Asymmetry (Invited Talk) | Statistics Department Seminar Series | Mexico Autonomous Institute of Technology, ITAM |
| 01/12/2021 | The Economic and Financial Repercussions of COVID-19 | World Pandemic Network 2021 Conference | |
| 01/05/2019 | Nonfractional Memory: Filtering, Antipersistence, and Estimation | 10th Nordic Econometric Meeting | Stockholm University |
| 01/06/2018 | Nonfractional Memory: Filtering, Antipersistence, and Forecasting | International Association for Applied Econometrics Annual Conference | Université du Québec à Montréal |
| 01/06/2018 | Nonfractional Memory: Filtering, Antipersistence, and Forecasting | Long Memory Conference | Aalborg University |
| 01/12/2017 | Long Horizon Forecasts | 11th Computational and Financial Econometrics Conference | University of London |
| 01/02/2017 | Forecasting Long Memory Processes with the ARFIMA Model | Applied Economics Department Seminar | University of the Balearic Islands |
| 01/01/2017 | Forecasting Long Memory Processes with the ARFIMA Model | Statistics Department Seminar | Carlos III University of Madrid |
| 01/06/2016 | Long Memory, Fractional Integration, and Cross-Sectional Aggregation | International Association for Applied Econometrics Annual Conference | University of Milano-Bicocca |
| 01/04/2016 | Unbalanced Regressions and the Predictive Equation | Royal Economic Society Annual Conference | University of Sussex |
| 01/03/2016 | Unbalanced Regressions and the Predictive Equation | Econometric Institute Research Meeting | Erasmus University Rotterdam and Tinbergen Institute |
| 01/03/2016 | Long Memory and Cross-Sectional Aggregation | PhD Lunch Seminar Rotterdam | Erasmus University Rotterdam and Tinbergen Institute |
| 01/11/2015 | Long Memory and Cross-Sectional Aggregation | DGPE Workshop | Sandbjerg Gods |
| 01/10/2015 | Long Memory and Cross-Sectional Aggregation | 4th Long Memory Symposium | Aarhus University and CREATES |
| 01/10/2015 | Long Memory and Cross-Sectional Aggregation | CREATES Lunch Seminar | Aarhus University and CREATES |
| 01/05/2015 | Unbalanced Regressions and the Predictive Equation | 8th Nordic Econometric Meeting | University of Helsinki |
| 01/12/2014 | Unbalanced Regressions and the Predictive Equation | CREATES Lunch Seminar | Aarhus University and CREATES |
| 01/10/2009 | Spurious Forecasts? | XLII Congress of the Mexican Mathematical Society | |
| 01/10/2008 | Granger-Causality in the Presence of Structural Breaks | Mexican Colloquium of Mathematical Economics and Econometrics | |
| 01/05/2008 | Granger-Causality in the Presence of Structural Breaks | XLI Congress of the Mexican Mathematical Society |
Teaching
Aalborg University
Graduate and Undergraduate Courses, PhD in the Faculty of Engineering, MSc and BSc in Mathematics-Economics, BSc in Business Economics, MSc in Operations Management
- PhD Supervision
- Master’s Thesis Supervision
- Bachelor’s Thesis Supervision
- Missing Data and Imputation Methods [PhD] (Lecturer, 2023)
- Do’s and Don’ts of Statistics in Research [PhD] (Lecturer, 2024-)
- Computational Statistics [MSc] (Lecturer, 2025-)
- Econometrics [MSc] (Lecturer, 2019-)
- Time Series Analysis [MSc] (Lecturer, 2024-)
- Data Mining [MSc] (Lecturer, 2018-2022)
- Financial Markets [BSc] (Lecturer, 2023-2024)
- Advanced Operations Management [MSc] (Lecturer, 2017-2023)
- Applied Quantitative Methods [MSc] (Lecturer, 2021)
- Data-Driven Business Development [MSc] (Lecturer, 2020)
- Financial Econometrics [MSc] (Lecturer, 2018)
- Topics in Statistical Sciences I [MSc] (Lecturer, 2018)
Aarhus University Undergraduate Courses, BSc in Economics
- Econometrics I [BSc] (Teaching Assistant, 2014-2015)
- Programming in Quantitative Economics [BSc] (Teaching Assistant, 2015)
University of Guanajuato
Graduate and Undergraduate Courses, MSc and BSc in Economics
- Econometrics I [BSc] (Lecturer, 2013)
- Econometrics II [BSc] (Lecturer, 2013)
- Time Series [BSc] (Lecturer, 2012)
- Microeconometrics [MSc] (Lecturer, 2012)
- Dynamic Optimization [BSc] (Teaching Assistant, 2006)
Centre for Research and Teaching in Economics (CIDE)
Undergraduate Courses, BSc in Economics
- Econometrics I [BSc] (Teaching Assistant, 2012)
- Mathematics IV [BSc] (Teaching Assistant, 2009).
Grants and Awards
Danish Data Science Academy (DDSA) Small Events Grant to the organization of Earth Day 2025
Danish Data Science Academy (DDSA) Small Events Grant to the organization of Earth Day 2024
Danish Data Science Academy (DDSA) Events Course Grant for the formation of JUGA: Julia Users Group Aalborg
Danish Data Science Academy (DDSA) Small Events Grant to the organization of Earth Day 2023: The Use of Data Science to Combat Global Heating
The Carlsberg Foundation Grant for the Long Memory Conference
Independent Research Fund Denmark (IRFD) International Postdoctoral Grant
National Council of Science and Technology (CONACYT) Fellowship for Graduate Studies
Center for Mathematical Research (CIMAT) Fellowship for Undergraduate Studies