Antonio Martín Arroyo
Associate Professor of Econometrics
Bio
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).
Teaching
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
