PUBLISHED

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. 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.

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. Submitted

Arango-Castillo, L. and Solórzano, D. Price Duration Using Daily Online Data: Time- or State-Dependent? Submitted

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

Arango-Castillo, L., Briseño, R., and Orraca, M. J. Inflation Volatility Across Countries During the COVID-19 Pandemic. Submitted

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.

Arango-Castillo, L., Neri-Hernández, K., and Orraca, M. J. Global Inflation Persistence and Inflation Forecasting During the Covid-19 Pandemic.

Arango-Castillo, L. and Takahara, G. Long-Range Dependence Parameter Estimation for Mixed Spectra Gaussian Processes: An Application to Particulate Matter Data.

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

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

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

PRESENTATIONS

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.

CONTRIBUTED PRESENTATIONS (Presenter in bold font)

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.