Carlos Velasco
Full Professor - Santander Chair of Economic Studies
Analysis of Temporary Economic Series, Dynamic Models, Persistence, Predictability and Causality
+34 91 624 9646 Office: 15.1.07
carlos.velasco@uc3m.es
Personal website - Currículum Vitae
Bio
Carlos Velasco is Professor of Economics at UC3M since 2007. He received his Ph.D. from the London School of Economics and has previously worked as Junior Lecturer at the Statistics Department of the University of Oxford, Associate Professor at the Statistics and Econometrics Department of UC3M and ICREA Research Professor at the Economics Department of UAB.
His research is developed in the fields of dynamic econometric models and economic time series analysis with applications in macroeconomics and finance. He has published more than 50 papers in international journals and advised 8 PhD theses.
He has directed several research projects and coordinated the MAD-ECO project. He has collaborated as Associate Editor for Econometric Theory, Journal of Time Series Analysis, Journal of Time Series Econometrics, TEST and Spanish Economic Review and is Fellow of the Journal of Econometrics since 2010.
Selectec Publications
C. Velasco and W. Jin (2025). "Directional predictability tests". Econometric Reviews, 44, 598-629.
I.N. Lobato and C. Velasco (2026)."Time domain estimation of non-fundamental ARMA models in the presence of heteroskedasticity of unknown form". Journal of Econometrics, forthcoming.
S. Moon and C. Velasco (2026)." Variance Ratio Tests for Panels with Cross-Section". Oxford Bulletin of Economics and Statistics, forthcoming.
Recent Research
C. Velasco and X. Wang (2026)."Estimation of time series models by auto-distance covariances. ".
C. Velasco and X. Wang (2026)."Estimation of IV models by a continuum of instruments. ".
Teaching
Econometrics, Econometrics II (MSc Economic Analysis), Econometrics: Time Series (MSc in Economic Development)