Department of Economics
Faculty of Economics and Business
Campus de Elviña s/n
15071, A Coruña, Spain
Phone: (+34) 981 167 000 ext: 4421
Fax: (+34) 981 167 070
Date of Birth: October 11, 1974
Field: Theoretical and Applied Econometrics
September 1992 - June 1997: BSc in Economics, University of A Coruña. Speciality: Financial Economics. "Premio Extraordinario de Licenciatura" (Extraordinary Prize) awarded by the University of A Coruña to be best student obtaining the undergraduate degree.
October 1994 - June 1997: All completed courses of the first year of the BSc in Physics, Spanish Open University (UNED).
September 1997 - June 1999: 2 years-doctoral programme in "Quantitative Economics: Instruments and Economic Analysis", University of A Coruña with Sobresaliente (Highest mark). Sectoral Econometrics from the Master in International Sectoral Economics, University of Santiago de Compostela.
October 1998 - September 1999: MSc (Master of Science) in Economics and Econometrics, University of Exeter (UK), with Merit. Core classes: Macroeconomics, Microeconomics, Quantitative and Research Techniques, Advanced Econometrics, Quantitative Methods in Finance. Master Thesis: "Analysing 1-Month Euro-market Interest Rates by Fractionally Integrated Models" supervised by Professor Garry Phillips.
June 2000: Grado de Licenciada in Economics, University of A Coruña with a mark of Sobresaliente (Highest mark), for an undergraduate project entitled "Econometric Analysis of the Relationships between Three-Month Interest Rates and their Uncertainty". Supervisor: Matilde Arranz Pérez.
April 2001: Royal Economic Society (RES) Easter School in Econometrics on Financial Econometrics. Nuffield College, University of Oxford (UK) (RES Scholarship to attend).
October 1999 - September 2002: PhD in Economics, Cardiff University (UK), for a PhD Thesis entitled “Small Sample Characteristics of Estimators in Conditionally Heteroscedastic Models in Econometrics”. Supervisor: Professor Garry Phillips; Internal Examiner: Professor James Davidson; External Examiner: Professor Kaddour Hadri. "Jonathan Young Award" to the best PhD student. Officially approved to the Spanish title of Doctor by the Spanish Ministry of Education and Science.
Professional appointments and teaching
September 2018 - onwards: Full Professor, University of A Coruña, Department of Economics, teaching "Statistics I" and "Advanced Econometrics".
December 2012: declared suitable (acreditada) by the National Agency for Accreditation and Evaluation of Quality (ANECA) of the Spanish Ministry of Education as Professor.
April 2011 - September 2018: Associate Professor (Profesora Titular de Universidad), University of A Coruña, Departament of Economics, teaching "Statistics I" (undergrad course) and "Statistical and Economic Techniques applied to Financial Data" (Master course). Member of the Academic Teaching Committee from 2011 onwards and External Examiner of the Economics Department at the University of Reading during 2010/11 and 2012/2015.
May 2009 - April 2011: Reader in Economics, University of Essex (UK), Department of Economics, teaching Ec965: "Time Series Econometrics" (Master course), Ec967: "Empirical Methods of Economics and Finance" (Master course) and Ec957-Ec958: "Special Topics: Seminar in Advanced Volatility Models" (PhD course). Organizer of the Economics Seminars from December 2010 to February 2011. Postgraduate Student Liaison Coordinator, Disability Liaison Officer, Member of the Teaching Advisory Committee and Chair of the Recruiting Committee in Econometrics during 2009/2011.
August 2004 – May 2009: Tenure-track Assistant Professor at Michigan State University (USA), Department of Economics, teaching “Introduction to Econometric Methods (EC420)” (undergrad course), “Time Series Econometrics (EC822)” (PhD course), “Econometrics I: Statistics and Probability Theory (EC820A)” (PhD course) and “Quantitative Methods in Public Policy II (PPL 802)” (Master course). Organizer of the Econometrics Seminars in Fall 2006 and Spring 2007. Member of the Methods Exam Committee, Methods Prelim Committee, Departmental Computer Committee, Advisory Committee and the Committee to evaluate the Advisory Committee.
October 2003 - August 2004: Tenure-track Assistant Professor (Profesor Visitante) at University of Alicante, Departamento de Fundamentos del Análisis Económico, teaching “Econometrics I” (undergrad course) and “Analysis of Financial Data” (undergrad course).
October 2002 - September 2003: Post-doctoral Research Fellow at the University of Exeter (UK), Department of Economics, on an ESRC (Economic and Social Research Council) Fellowship. Award Number: T026271238.
October 2000 - September 2002: Teaching Assistant at Cardiff University (UK), Economics Section at Cardiff Business School, teaching“Applied Statistics and Mathematics in Economics and Business” (undergrad course), “Empirical Economics” (undergrad course) and “Quantitative Methods” (Master course). ESRC (Economic and Social Reseach Council) Scholarship. Award Number: R2200024473. Cardiff Business School Scholarship.
October 1999 - September 2000: Teaching Assistant at University of Exeter (UK), Deparment of Economics, teaching “Economic Statistics” (undergrad course) and “Econometric Methods” (undergrad course).
October 1998 - September 2000: Scholarship from "Fundación Caixa Galicia" for post-graduate (Master and PhD) studies abroad.
October 1997 - September 1998: Scholaship from "Xunta de Galicia" for PhD studies at the University of A Coruña.
January 1997 - June 1997: Research Assistant at University of A Coruña, Departament of Applied Economics II (Econometrics section).
January 1996 - June 1996: Research Assistant at University of A Coruña, Departament of Applied Economics II (Economic Statistics section).
Seminars and conferences
I have presented my research in many workshops and conferences (such as those organized by the Econometric Society), and also in invited seminars at Birbeck College, Cambridge University, Cardiff University, Harvard/MIT, Hong-Kong University of Science and Technology, Indiana University, Iowa State University, London City University, London School of Economics, Michigan State University, Ohio State University, Pennsylvania State University, Purdue University, Queen Mary London University, Queen´s University of Belfast, The Hong-Kong Polytechnic University, Tilburg University, Tinbergen Institute/University of Amsterdam/Free University of Amsterdam, University Carlos III, University of A Coruña, University of Aarhus (CREATES Center), University of Alicante, University of British Columbia, University of Essex, University of Exeter, University of Leicester, University of Liverpool, University of Michigan, University of Montreal, University of Reading, University of Santiago de Compostela and Vanderbilt University.
I have acted as a referee for Advances in Econometrics, Annals of Operations Research, Applied Economics, B. E. Journal of Macroeconomics, Borsa Instanbul Review, British Journal of Applied Science and Technology, Bulletin of Economic Research, Computational Statistics and Data Analysis, Comunications in Statistics (Theory and Methods), Cuadernos de Economía, Econometric Theory, Econometrica, Econometrics Journal, Econometric Reviews, Economic Modelling, Economics Bulletin, Economics Letters, European Journal of Finance, European Journal of Government and Economics, European Review of Agricultural Economics, IVIE Working Papers, Journal of Applied Econometrics, Journal of Banking and Finance, Journal of Business and Economic Statistics, Journal of Development Economics, Journal of Econometrics, Journal of Empirical Finance, Journal of Financial Econometrics, Journal of Financial Economic Policy, Journal of Multivariate Analysis, Journal of Nonparametric Statistics, Journal of Probability and Statistics, Journal of the American Statistical Association, Journal of Time Series Analysis, Journal of Time Series Econometrics, Managerial Finance, Portuguese Economic Journal, Quantitative Economics, Review of Economics and Statistics, Review of Financial Economics, Test, The Energy Journal and The Social Science Journal. Also, I have refereed proposals at the Social Sciences and Humanities Research Council of Canada, MINECO, European Comission and the British Economic and Social Research Council. And also for several publishers such as Addison-Wesley, Elsevier and Worthpublishers and I have selected papers in several national and international conferences.
I have participated in research projects (some of them as the principal researcher) funded by the Economic and Social Research Council (ESRC), University of Alicante, University of A Coruña, Spanish Ministry of Science and Technology, Consellería de Educación y Deporte de la Generalitat Valenciana, Michigan State University Intramural Research Grants Program and Xunta de Galicia (Consellería de Economía e Industria). Nowadays I participate in the research project 0SEC100041PR funded by Xunta de Galicia (Consellería de Economía e Industria) that runs from 2010 until de end of 2012. I was awarded the project ECO2012-31459, ¨VALOR EN RIESGO DE LOS PRINCIPALES INDICES BURSATILES DE LOS PAISES DE LA UNION EUROPEA EN RELACION A ESPAÑA DESDE EL AÑO 2000 HASTA HOY EN DIA" funded by the Ministerio de Ciencia e Innovación¨ from January 2013 to December 2015 and "Estimación y contrastes en modelos de difusión en tiempo continuo" in the period 2016-2018. I am also de coordinator of the financial support from "Xunta de Galicia" to the Group C+D for "Grupos con Potencial de Crecimiento" in the period 2013-2015 and as "Grupo de Referencia Competitiva" in the period 2016-2019. And finally, I was and I am currently the coordinator at the University of A Coruña of the &ldquo