Econometrics at CEMFI
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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
Dmitry Arkhangelsky
Associate Professor
Enrique Sentana
Professor
Pedro Mira
Professor
Dante Amengual
Associate Professor with Tenure
Manuel Arellano
Professor
Liyang Sun
Associate Professor
On leave
Luigi Maria Briglia
PhD student
Aleksei Samkov
PhD student
Víctor Sancibrián
PhD student
Adriano Pace
Pre-doc Researcher
Inés Torres
Policy and Research Associate
Seminars series
DEC
Econometrics Seminar
Elena Manresa (New York University) presents "Adversarial Method of Moments" (joint with Ignacio Cigliutti)
DEC
Econometrics Seminar
Guillaume Pouliot (University of Chicago) presents "An Exact t-Test"
MAY
Econometrics Seminar
José R. Zubizarreta (Harvard University) presents "Anatomy of Event Studies: Hypothetical Experiments, Exact Decomposition, and Robust Estimation"
FEB
Econometrics Seminar
Francesca Molinari (Cornell University) presents "Information Based Inference in Models with Set-Valued Predictions and Misspecification"
MAY
Econometrics Seminar
Tatiana Komarova (University of Manchester) presents "TBA"
Recent publications of this research line
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Martin Almuzara, Dante Amengual, Gabriele Fiorentini and Enrique Sentana,
GDP Solera: The Ideal Vintage Mix,
Journal of Business and Economic Statistics, forthcoming. -
Martin Almuzara, Dante Amengual, Gabriele Fiorentini and Enrique Sentana,
GDP Solera: The Ideal Vintage Mix,
Journal of Business and Economic Statistics, forthcoming. -
Dmitry Arkhangelsky and Guido W. Imbens,
Fixed effects and the Generalized Mundlak Estimator,
The Review of Economic Studies, forthcoming. - Yarine Fawaz, Anne Laferrere, Pedro Mira and Elizaveta Pronkina
Housing, living arregement, and contagion among Europeans aged 50
in in Börsh-Supan, A. et. all (eds.), Social, Health, and Economic Impacts of the COVID-19 Pandemic and the Epidemiological Control Measures, , Gruyter (2023), 319-330.
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).