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
Personal website - Currículum Vitae


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 TheoryJournal of Time Series AnalysisJournal of Time Series EconometricsTEST and Spanish Economic Review and is Fellow of the Journal of Econometrics since 2010.

Publicaciones Destacadas

Velasco, C. "Estimation of time series models using residuals dependence meaures". Annals of Statistics, 50, 3039-3063, 2022.

Robinson, P.M. and Velasco, C. "Inference on Trending Panel Data". Journal of Econometrics, 206, 282-304, 2018.

Velasco, C., and Lobato I.N. "Frequency Domain Minimum Distance Inference for Possibly Noninvertible and Noncausal ARMA models"Annals of Statistics, 46, 555-579, 2018.

Kim, S.H. Moon, S. and Velasco, C. "Delayed Overshooting: Is It an 80s Puzzle?"Journal of Political Economy, 125, 1570-1522, 2017.

ORCID: 0000-0001-5913-0107

SCOPUS: 56899987200

RESEARCH ID: K-7112-2014

Recent Research

Jin, W. and Velasco, C. "Directional Predictability Tests".

Lobato, I.N and Velasco, C. "Estimation of Non-fundamental ARMA models with Heteroskedastic Innovations".


Econometrics, Econometrics II (MSc Economic Analysis), Econometrics: Time Series (MSc in Economic Development)