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The Econometrics group at CEMFI is at the forefront of research in econometrics. The group’s research covers several fields, including panel data econometrics, time series, financial econometrics, among others. The group has made significant contributions to the literature on panel data models, Two-Way-Fixed-Effects models, Synthetic Control Methods, and Time Series applied to Asset prices.

Members of the group are affiliated with other research centers and networks, such as the Centre for Economic Policy Research (CEPR), have been recognized with several prizes and distinctions and they hold multiple grants from Spanish funding agencies and private institutions.We invite you to learn more about the Econometrics group at CEMFI below.

Researchers

Liyang Sun
Liyang Sun
Associate Professor
On leave
Enrique Sentana
Enrique Sentana
Professor
Dmitry Arkhangelsky
Dmitry Arkhangelsky
Associate Professor
Pedro Mira
Pedro Mira
Professor
Dante Amengual
Dante Amengual
Associate Professor with Tenure
Manuel Arellano
Manuel Arellano
Professor
Luigi Maria Briglia
Luigi Maria Briglia
PhD student
Aleksei Samkov
Aleksei Samkov
PhD student
Víctor Sancibrián
Víctor Sancibrián
PhD student
Adriano Pace
Adriano Pace
Pre-doc Researcher
Inés Torres
Inés Torres
Policy and Research Associate

Seminars series

Recent publications of this research line

Research grants

  • New panel data methods with empirical applications in impact evaluation and health economics (Ministerio de Ciencia e Innovación, 2023-2026)

    Researchers: Liyang Sun, Siqi Wei, Dmitry Arkhangelsky (PI).

  • Evaluating Interventions to Promote Social Inclusion (Fundación La Caixa, 2022-2024)

    Researchers: Samuel Bentolila (PI).

  • Contributions in Applied Microeconomics (CIAM) (Ministerio de Ciencia e Innovación, 2022-2025)

    Researchers: Gerard Llobet (Co-PI), Pedro Mira (Co-PI), Tom Zohar, Guillermo Caruana.

  • Inferences in models with hidden variables in macroeconomics and finance (HiddenVar) (Ministerio de Ciencia e Innovación, 2022-2025)

    Researchers: Enrique Sentana (Co-PI), Dante Amengual (Co-PI).

  • Non-intended health, economic and social effects of the COVID-19 epidemic control decisions: Lessons from SHARE (SHARE-COVID19) (European Research Council, Consortium Agreement, 2020-2023)

    Researchers: Pedro Mira (PI).