PUBLISHED

Arango-Castillo, L. and Solórzano, D. 2024. Price Duration Using Daily Online Data: Time- or State-Dependent? Latin American Journal of Central Banking, pp. 00138.

Arango-Castillo, L. and Solórzano, D. 2024. Price Duration Using Daily Online Data: Time- or State-Dependent? Working Papers 2024-10, Banco de México.

Arango-Castillo, L., Orraca, M. J., and Molina, G. S. 2023. The Global Component of Headline and Core Inflation in Emerging Market Economies and its Ability to Improve Forecasting Performance. Economic Modelling, 120, pp. 106121.

Arango-Castillo L., Orraca M. J., and Molina G. S. 2022. The Influence of Global Inflation on Emerging Market Economies' Inflation, Working Papers 2022-15, Banco de México. 

Arango-Castillo, L. and Takahara, G. 2019. Long-Range Dependence Parameter Estimation for Mixed Spectra Gaussian Processes. 2019 IEEE Data Science Workshop (DSW), Minneapolis, MN, USA, 2019, pp. 120-124.

Arango-Castillo, L. and Takahara, G. 2018. Robust Estimation of the Sample Mean Variance for Gaussian Processes with Long-Range Dependence. 2017 IEEE Global Conference on Signal and Information Processing (GlobalSIP), Montreal, QC, CANADA, pp. 201-205.

Arango-Castillo, L. 2011. Tráfico de Drogas, Polı́ticas de Disuasión y Violencia en México. Estudios Económicos, pp. 157-185.

CITATIONS

Link to my Google Scholar profile here.

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WORK IN PROGRESS

Arango-Castilo, L., Ellwanger, R., and Snudden, S. Seize the Last Day: Period-End-Price Sampling for Forecasts of Temporally Aggregated Data. [Working paper] [Submitted]

Arango-Castillo, L. and Takahara, G. Long-Range Dependence Parameter Estimation for Mixed Spectra Processes. [Submitted][Data]

Arango-Castillo, L., Martínez-Ramírez, F. J., and Orraca, M. J. Univariate Measures of Persistence: A Comparative Analysis. [Working paper] [Submitted]

Arango-Castillo, L., Briseño, R., and Orraca, M. J. Inflation volatility across advanced and emerging economies during the COVID-19 pandemic. [Working paper][Submitted]

Arango-Castillo, L. and Martínez-Ramírez, F. J. The Effects of Temperature and Rainfall Anomalies on Mexican Inflation. [Submitted]

Arango-Castillo, L., Briseño, R., and Orraca, M. J. NAFTA Inflation Connectedness. [Submitted]

Arango-Castillo, L. and Takahara, G. Robust Estimation of the Hurst Parameter for Gaussian Processes with Long-Range Dependence.

Arango-Castillo, L. and  Martínez-Ramírez, F. J. Measuring Inflation Uncertainty and Volatility in Emerging Economies.

Arango-Castillo, L. and Takahara, G. Line Components in Trading Volume and Realized Volatility Time Series: Effects on the Estimation of the Long-Range Dependence Parameter.

PRESENTATIONS

CONTRIBUTED PRESENTATIONS (Presenter in bold font)

Arango-Castillo, L. and Martínez-Ramírez, F. J. 2025. Comparing Time and Frequency Domain Measures of Time Series Persistence: A Simulation Study. Oral presentation: 31st International Conference Computing in Economics and Finance at University of Chile, Santiago, CHILE, 7-9 July 2025.

Arango-Castillo, L., Orraca, M. J., and Quiroga-Treviño, M. 2025. On the Relationship between Inflation Expectations and Inflation Persistence. Oral presentation: 59th Annual Conference of the Canadian Economics Association at Université du Québec à Montréal, QC, CANADA. May 23, 2025.

Arango-Castillo, L., Martínez-Ramírez, F. J., and Orraca, M. J. 2024. Univariate Measures of Persistence: A Comparative Analysis. Oral presentation at the "Celebración 60 Aniversario del Centro de Estudios Económicos." El Colegio de México. Mexico City, MEXICO. From 22 to 24 August 2024.

Arango-Castillo, L. and Takahara, G. 2024. Long-Range Dependence Parameter Estimation for Mixed Spectra Gaussian Processes. Poster presentation: 2024 Econometric Models of Climate Change (EMCC-VIII). University of Cambridge, King's College (climaTRACES Lab). Cambridge, UNITED KINGDOM. From 16 to 17 August 2024.

Arango-Castillo, L., Briseño, R., and Orraca, M. J. 2024.  NAFTA Inflation Connectedness. (i) Oral presentation: 44th International Symposium on Forecasting in Dijon, FRANCE. From 29 June to 3 July 2024, (ii) Oral presentation: Banxico Seminars in CDMX, México 22 October 2024.

Arango-Castillo, L. and Marshall, F. 2024. Coherent Nationwide Variation in U.S. Air Pollution: A Novel Switching Model.  Oral presentation: 2024 SSC Annual Meeting at the Memorial University, St. John's, NL, CANADA.  From 2 to 5 June 2024.

Arango-Castillo, L.,  Martínez-Ramírez, F. J. , and Orraca, M. J. 2024. Mind the Differences: Inflation Volatility and Uncertainty across Advanced and Emerging Economies. Oral presentation: 58th Annual Conference of the Canadian Economics Association at Toronto Metropolitan University, Toronto, ON, CANADA. From 29 May to 1 June, 2024.

Arango-Castillo, L., Neri-Hernández, K., and Orraca, M. J. 2023. Global Inflation Persistence And Inflation Forecasting During the Covid-19 Pandemic. Oral presentation: 43rd International Symposium on Forecasting at the University of Virginia Darden School of Business, Charlottesville, VA, USA. From 25 to 28 June 2023.

Arango-Castillo, L., and Takahara, G. 2023. Line Components in Trading Volume and Realized Volatility Time Series: Effects on the Estimation of the Long-Range Dependence Parameter. Oral presentation: 43rd International Symposium on Forecasting at the University of Virginia Darden School of Business, Charlottesville, VA, USA. From 25 to 28 June 2023.

Arango-Castillo, L., Briseño, R., and Orraca, M. J. 2023. Understanding the Factors Underlying the Rise in Inflation Volatility Across Countries During the COVID-19 Pandemic. Oral presentation: 57th Annual Conference of the Canadian Economics Association at The University of Manitoba and The University of Winnipeg, Winnipeg, MB, CANADA. From 30 May to 2 June, 2023.

Arango-Castillo, L., Martínez-Ramírez, F. J., and Orraca, M. J. 2023. Univariate Measures of Persistence: A Comparative Analysis. Oral presentation: 2023 SSC Annual Meeting in Ottawa, Ottawa, ON, CANADA. From 27 to 28 May, 2023.

Arango-Castillo, L. and Solórzano, D. 2023. Price Duration Using Online Data: The Case of Mexico. Poster: AEA Poster Session. New Orleans, LA, USA. From 6 to 8 January, 2023.

Arango-Castillo, L., Neri-Hernández, K., and Orraca, M. J. 2022. Global Inflation Persistence and Inflation Forecasting During The Covid-19 Pandemic. Oral presentation: 27th Annual LACEA Meeting 2022 at the Universidad del Pacífico, Lima, PERU. From 3 to 5 November, 2022.

Arango-Castillo, L., Neri-Hernández, K., and Orraca, M. J. 2022. Inflation Volatility and Persistence: The Effects of the COVID-19 Pandemic. Oral presentation: 56th Annual Conference of the Canadian Economics Association at Carleton University, Ottawa, ON, CANADA. From 31 May to 4 June, 2022.

Arango-Castillo, L. and Solórzano, D. 2023. Price Duration Using Online Data: The Case of Mexico. Oral presentation: 56th Annual Conference of the Canadian Economics Association at Carleton University, Ottawa, ON, CANADA. From 31 May to 4 June, 2022.

Arango-Castillo, L., Orraca, M. J., and Molina, G. S. 2021. The Influence of Global Inflation in Mexico. Oral presentation: 55th Annual Conference of the Canadian Economics Association at Simon Fraser University, Vancouver, BC, CANADA. From 3 to 5 June, 2021.

Arango-Castillo, L., Atherton, J., and Froda, S. 2018. Unemployment Durations in Fixed Panels: A Comparison Using Complex Survey Data in the Presence of Missing Information. Oral presentation: 6th Annual Doctoral Workshop in Applied Econometrics. Ryerson University in Toronto, ON, CANADA. 14 June, 2018.

Arango-Castillo, L. and Takahara, G. 2017. Robust Estimation of the Sample Mean Variance for Gaussian Processes with Long-Range Dependence. Oral presentation: Statistical Society of Canada Conference. University of Manitoba. Winnipeg, MB, CANADA, From 10 to 13 June, 2017.

INVITED TALKS

Summer 2023. Price Duration Using Online Data: The Case of Mexico. 2023 Joint Research Program CEMLA Workshop on Inflation, Expectations, and Forecasts. Price Duration Using Online Data. August 17-18, 2023. Mexico City, MEXICO.

Spring 2019. Durée en chômage pendant la récession de 2008: Une analyse statistique de l’expérience canadienne. Invited talk: Bank of Mexico, Mexico City, MEXICO.

Spring 2015. Durée en chômage pendant la récession de 2008: Une analyse statistique de l’expérience canadienne. Invited talk: Matin aléatoire, Université du Québec à Montréal, Montréal, QC, CANADA.