Visiting Professor at Departamento de Economía Aplicada, Universitat de les Illes Balears
Office hours: Wednesdays 11:00-12:30 DB210 (please send an email before coming!)
Research interests: 
    - Bayesian econometrics
    - Sequential Monte Carlo Methods, particle filters
    - Bayesian non-parametrics
    - State-space models, Dynamic linear models (DLMs)
    - Financial econometrics, time-varying volatility models
    - Copulas 

References:
    - Prof.Dr. M.C.Ausín (Thesis advisor), UC3M
    - Prof.Dr. P.Galeano (Thesis advisor), UC3M
    - Prof.Dr. R.Lillo, UC3M
    - Prof.Dr. H.F.Lopes, Insper, Sao Paulo
    - Prof.Dr. W.Pohlmeier, University of Konstanz