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Antonio Martín Arroyo​

Associate Professor of Econometrics


Doctor cum laude, Economics, UAM (1988);

Ph.D. prelims in Econometrics, Finance, and Quantitative Economics, University of Chicago (1988);

MBA (Statistics), University of Chicago: Booth Graduate School of Business (1988);

Graduate in Law, UAM (1983); Graduate and Degree in Economics, UAM (1981);

Senior Technician in Marketing Direction, Higher School in Marketing and Administration Direction (1978). 


 Stochastic Calculus and Quantitative Finance

Research Interests

Bayesian, financial, and regional time series econometrics. Coincident and leading indicators.

Selected publications

Bujosa, M.; García-Ferrer, A.; de Juan Fernández, A.; Antonio Martín-Arroyo (2020):
Evaluating early warning and coincident indicators of business cycles using smooth trends, Journal of Forecasting, 39(1), 1-17. JCR: 0.934

Antonio S.M. Arroyo and A. de Juan Fernández (2013): Spanish regions catching-up to Europe: An analysis based on the IB-MPI unit root procedure, Empirical Economics 45(2), 715-733. JCR: 0.614.

Antonio S.M. Arroyo, A. García-Ferrer, and A. de Juan Fernández, R. Sánchez-Mangas (2013): Lower posterior death probabilities from a quick medical assistance in traffic accidents, Journal of Applied Statistics 40(1), 40-58. JCR: 0.699