PhD Emma María Iglesias Vázquez  

(CAT-UN)

Department Economy
Knowledgment area Applied Economics
Research  Research group Grupo Jean Monnet de Competencia y Desarrollo
Research lines Econometría teórica y aplicada
Keywords Econometría
Contacto UDC directory
Orcid id0000-0002-7750-8166 ResearcherIDC-6631-2015 Scopus7004404784

BSc in Economics (1997, University of A Coruña, Spain. Extraordinary Prize awarded by the University of A Coruña to the best student obtaining the undergraduate degree). MSc in Economics and Econometrics (1999, University of Exeter, UK. Jonathan Young Award. Funded by Fundación Caixa Galicia). PhD in Economics (2002, Cardiff University, UK. Funded by Fundación Caixa Galicia and ESRC (Economic and Social Research Council)

Professor

She is currently "Full Professor", Department of Economics, School of Economics and Business, University of A Coruña, Spain. 

Before joining the University of A Coruña as Full Professor, she has worked for twelve years at the Departments of Economics of the University of Exeter, Cardiff University, University of Alicante, Michigan State University and University of Essex as Teaching Assistant, ESRC-Post-doctoral Research Fellow, Assistant Professor and Reader in Economics.

She has a strong background in the field of theoretical and applied Econometrics. In special, her main area of research and teaching focuses on Financial Econometrics; Spatial Econometrics; Simultaneous Equations; Non-parametric and Semi-parametric Econometrics; Simulation Techniques; Panel Data; Statistical-Econometric Techniques applied to Regional Economics and Time series in general.

She has participated in several national and international projects (in some of them as the principal investigator) and she has been a Research Fellow in several Universities such as the London School of Economics, University of Montreal and CREATES (Center for Research in Econometric Analysis of Time Series) at Aarhus University. She has presented her work at numerous national and international conferences (such as those organized by the Econometric Society), and in seminars by invitation at many universities such as Harvard/MIT and financial institutions such as the Federal Reserve Bank of St. Louis. She has supervised many PhD thesis, Master thesis and undergraduate projects and she has been invited to teach several PhD and Master courses in Universities such as Carlos III in Madrid. Member of an experts panel for the ESRC, European Comission and the Danish Council for Independent Research | Social Sciences.

She is a member of the Editorial Board of Applied Econometrics and International Development  from 1999 and Associate Editor of Applied Economics, Applied Financial Economics and Applied Economics Letters from 2011 until nowadays. She has published in a variety of academic journals, including the Journal of Econometrics, Journal of Business and Economic Statistics, Journal of Applied Econometrics, Econometric Theory, Econometric Reviews and Journal of International Money and Finance. She has been awarded three "sexenios" of research 2000-2005, 2006-2011and 2012-2017 by CNEAI. She has also been awarded three "quinquenios" and one "quinquenio" for her teaching activity according to the "Docentia" programme (2003/2004-2011/2012) with an evaluation of "notable".

Teaching

Subjects taught

This section shows the teaching given in degrees, masters and other officers studies in last 6 years.

Subject and involved studies Total hours
Advanced Econometrics 21
Final Year Dissertation 3
Statistics I 46
Subject and involved studies Total hours
Advanced Econometrics
Master in Economics
21
Final Year Dissertation
Degree in Economics
4
Statistics I
Degree in Economics
46
Statistics I
Concurrent Programme of Studies for Degree in Technical Architecture and Degree in Business Studies
Concurrent Programme of Studies for Degree in Tourism and Degree in Business Science
Degree in Business Studies
Máster Universitario en Contabilidade Superior e Auditoría de Contas (Compulsory)
33
Subject and involved studies Total hours
Final Year Dissertation
Master's in Banking and Finance
12
Statistics I
Degree in Economics
46
Statistics I
Concurrent Programme of Studies for Degree in Technical Architecture and Degree in Business Studies
Concurrent Programme of Studies for Degree in Tourism and Degree in Business Science
Degree in Business Studies
Máster Universitario en Contabilidade Superior e Auditoría de Contas (Compulsory)
33
Subject and involved studies Total hours
Applied Econometrics and Statistical Methods
Master's in Banking and Finance
48
Statistics I
Concurrent Programme of Studies for Degree in Technical Architecture and Degree in Business Studies
Concurrent Programme of Studies for Degree in Tourism and Degree in Business Science
Degree in Business Studies
Máster Universitario en Contabilidade Superior e Auditoría de Contas (Compulsory)
83
Subject and involved studies Total hours
Applied Econometrics and Statistical Methods
Master's in Banking and Finance
48
Final Year Dissertation
Master's in Banking and Finance
6
Statistics I
Concurrent Programme of Studies for Degree in Technical Architecture and Degree in Business Studies
Concurrent Programme of Studies for Degree in Tourism and Degree in Business Science
Degree in Business Studies
Máster Universitario en Contabilidade Superior e Auditoría de Contas (Compulsory)
75
Subject and involved studies Total hours
Applied Econometrics and Statistical Methods
Master's in Banking and Finance
48
Statistics I
Concurrent Programme of Studies for Degree in Technical Architecture and Degree in Business Studies
Concurrent Programme of Studies for Degree in Tourism and Degree in Business Science
Degree in Business Studies
Máster Universitario en Contabilidade Superior e Auditoría de Contas (Compulsory)
100
Work Placement
Degree in Bussiness Administration
5

Defined tutoring by teacher for 2019/2020 academic course.

Faculty of Economics and Business

Quarter Day Site
1st quarter Tuesday
10:00 a 12:00
Despacho 323
2nd quarter Tuesday
11:30 a 12:00
Despacho 323
2nd quarter Tuesday
13:00 a 14:30
Despacho 323
2nd quarter Wednesday
09:30 a 11:30
Despacho 323
2nd quarter Thursday
13:00 a 14:30
Despacho 323
2nd quarter Friday
09:30 a 11:30
Despacho 323
2nd chance Tuesday
10:00 a 12:00
Despacho 323

EOG works and final master thesis directed

Directed or codirected by current teacher since 2013 year.

A study of stock-bond correlations and their determinants: the case of the European core and periphery
Empirical testing of the Fisher effect in 11 countries in the UE
Analysis of the inderdependence between Spanish stock market and its major trading partners
Financial activity and inequality: an overview and the european case (1995-2014)
Modeling Ibex35, DAX 30 and CAC40 Volatility with symmetric and asymmetric GARCH models
Trust, risk and uncertainty: measurement and role of these variables in the last crisis
Econometric analysis of prices of energy commodities

Research results

Select merit type and year to query research merits.

Nuevos modelos de volatilidad y análisis de los valores extremos y de su comportamiento en las colas

Funding entity Ministerio de Ciencia, Innovación y Universidades
Main researches Emma M. Iglesias Vázquez
Type Proyecto Programas Nacionales
Dates From 01/01/2019 to 31/12/2021

Ayudas para a consolidación e estruturación de unidades de investigación competitivas-GRC

Funding entity Consellería de Cultura, Educación e Ordenación Universitaria
Main researches Emma M. Iglesias Vazquez
Type Proyecto Programas Autonomicos
Dates From 01/01/2017 to 31/12/2019

Ayudas para Redes de investigación para la consolidacion y estructuración de unidades de investigacion competitiva

Funding entity Consellería de Cultura, Educación e Ordenación Universitaria
Main researches Carlos Hervés Beloso
Type Proyecto Programas Autonomicos
Dates From 01/01/2017 to 31/12/2018

Estimación y contrastes en modelos de difusión en tiempo continuo

Funding entity Ministerio de Economía y Competitividad (MINECO)
Main researches Emma Iglesias Vázquez
Type Proyecto Programas Nacionales
Dates From 01/01/2016 to 31/12/2018

Axuda para a creación, recoñecemento e estruturacións de agrupacións estratéxicas do Sistema Universitario de Galicia

Funding entity Consellería de Cultura, Educación e Ordenación Universitaria de la Xunta de Galicia
Main researches Jaime Rodríguez González
Type Proyecto Programas Autonomicos
Dates From 01/01/2015 to 31/12/2017

REDE DE INVESTIGACIÓN INTERUNIVERSITARIA (DOG.17/10/2014)

Funding entity Consellería de Cultura, Educación e Ordenación Universitaria
Main researches CARLOS HERVÉS BELOSO
Type Proyecto Programas Autonomicos
Dates From 08/10/2014 to 31/12/2017

VALOR EN RIESGO DE LOS PRINCIPALES INDICES BURSATILES DE LOS PAISES DE LA UNION EUROPEA EN RELACION A ESPAÑA DESDE EL AÑO 2000 HASTA HOY EN DIA

Funding entity Ministerio de Economía y Competitividad
Main researches Emma Iglesias Vazquez
Type Proyecto Programas Nacionales
Dates From 01/01/2013 to 31/12/2015

Ayuda para la consolidación y estructuración de unidades de investigación competitivas del sistema gallego de I+D+i del año 2013: Grupo de investigación Jean Monnet de competencia y desarrollo en la UE: C+D Group

Funding entity Consellería de Cultura, Educación e Ordenación Universitaria
Main researches Emma Iglesias Vazquez
Type Proyecto Programas Autonomicos
Dates From 01/01/2013 to 31/12/2015

La evolución del capital social en Galicia: determinantes e implicaciones para el desarrollo socioeconómico regional y local

Funding entity Xunta de Galicia. Consellería de Economía e Industria
Main researches JOSE MANUEL SANCHEZ SANTOS
Type Proyecto Programas Autonomicos
Dates From 14/12/2010 to 31/12/2013

Econometría: teoría y aplicaciones

Funding entity UNIVERSIDAD DE ALICANTE
Main researches Juan Mora López
Type Proyecto Otros Programas
Dates From 01/01/2002 to 31/12/2004

Análisis econométrico de modelos microeconómicos y financieros

Funding entity Plan Nacional I+D, Ministerio de Educación y Ciencia
Main researches Juan Mora López
Type Proyecto Programas Nacionales
Dates From 01/10/2002 to 30/09/2005

Asymptotic normality of the MLE in the level-effect ARCH model

Authors Christian M. Dahl, Iglesias, E
Journal STATISTICAL PAPERS

Further Results on Pseudo-Maximum Likelihood Estimation and Testing in the Constant Elasticity of Variance Continuous Time Model

Authors Emma M. Iglesias, Garry D.A. Phillips
Journal JOURNAL OF TIME SERIES ANALYSIS

Banking, currency, stock market and debt crises in Spain, 1850-1995

Authors J. Carles Maixé-Altés, Emma Iglesias
Journal APPLIED ECONOMICS Vol. 50 Num. 18 (pages 2056 to 2069)

Determinantes de la inversión privada en los países de la Alianza del Pacífico

Authors Luis Felipe Brito Gaona, Emma María Iglesias Vázquez
Journal Revista Espacios. Revista arbitrada de gestión tecnológica Vol. 39 Num. 3 (pages 1 to 24)

Inversión privada, gasto público e impuestos en la Unión Europea

Authors Luis Felipe Brito Gaona, Iglesias, Emma M.
Journal Revista de Métodos Cuantitativos para la Economía y la Empresa Vol. 26 (pages 3 to 24)

Exchange Rate Movements, Stock Prices and Volatility in the Caribbean and Latin America

Authors Andre Yone Haughton, E. M. Iglesias
Journal International Journal of Economics and Financial Issues Vol. 7 Num. 2 (pages 437 to 447)

Basel II And The Financing of R&D Investments in Malaysia

Authors Fathin Faizah Said, Emma M. Iglesias
Journal International Journal of Economics and Management Vol. 11 Num. 1 (pages 127 to 152)

The use of bias correction versus the Jackknife when testing the mean reversion and long term mean parameters in continuous time models

Authors E. M. Iglesias, Garry D.A. Phillips
Journal Monte Carlo Methods and Applications (pages 159 to 164)
DOI https://doi.org/10.1515/mcma-2017-0111

Inversión privada, gasto publico y presión tributaria en América Latina

Authors Luis Felipe Brito Gaona, Emma M. Iglesias
Journal ESTUDIOS DE ECONOMÍA Vol. 44 Num. 2 (pages 5 to 30)

Value at Risk of the main stock market indexes in the European Union (2000-2012)

Authors Emma M. Iglesias
Journal JOURNAL OF POLICY MODELING Vol. 37 (pages 1 to 13)

Value at Risk and expected shortfall of firms in the main European Union stock market indexes: A detailed analysis by economic sectors and geographical situation

Authors Emma M. Iglesias
Journal ECONOMIC MODELLING Vol. 50 (pages 1 to 8)

Recent Evolution of Long Term Interest Rates in Spain in relation to other European Union Countries

Authors Emma M. Iglesias, Angel M. Loureiro
Journal The Empirical Economics Letters Vol. 13 Num. 3 (pages 227 to 236)

Testing of the Mean Reversion Parameter in Continuous Time Models

Authors Emma M. Iglesias
Journal ECONOMICS LETTERS Vol. 122 Num. 2 (pages 187 to 189)

Assessing Long-Run Money Neutrality in Monetary Unions

Authors Andre Yone Haughton, Emma M. Iglesias
Journal INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS Vol. 18 (pages 25 to 50)
DOI https://doi.org/10.1002/ijfe.455

Bienestar Subjetivo, Renta y Bienes Relacionales: Los determinantes de la felicidad en España

Authors Emma Iglesias Vázquez, José Atilano Pena López, José Manuel Sánchez Santos
Journal REVISTA INTERNACIONAL DE SOCIOLOGÍA (RIS) Vol. 71 Num. 3 (pages 567 to 592)

Capital-energy relationships: An analysis when disaggregating by industry and different types of capital

Authors Miguel A. Tovar, Emma M. Iglesias
Journal ENERGY JOURNAL Vol. 34 Num. 4 (pages 129 to 150)

Effects of a Simulated Increase in Unemployment on the Income Distribution of Spanish Families

Authors María José Lodeiro, Matilde Arranz, Emma M. Iglesias
Journal The Empirical Economics Letters Vol. 12 Num. 4 (pages 363 to 372)

Evolution over Time of the Determinants of Preferences for Redistribution and the Support for the Welfare State

Authors Emma M. Iglesias, José Atilano Pena López, José Manuel Sánchez Santos
Journal APPLIED ECONOMICS Vol. 45 Num. 30 (pages 4260 to 4274)

Interaction between monetary policy and stock prices: A comparison between the Caribbean and the US

Authors Emma M. Iglesias, Andre Yone Haughton
Journal Applied Financial Economics Vol. 23 Num. 6 (pages 515 to 534)

Partial Maximum Likelihood Estimation of Spatial Probit Models

Authors Honglin Wang, Emma M. Iglesias, Jeffrey M. Wooldridge
Journal JOURNAL OF ECONOMETRICS Vol. 172 Num. 1 (pages 77 to 89)

Almost Unbiased Estimation in Simultaneous Equation Models with Strong and/or Weak Instruments

Authors Emma M. Iglesias, Garry D.A. Phillips
Journal JOURNAL OF BUSINESS & ECONOMIC STATISTICS Vol. 30 Num. 4 (pages 505 to 520)
DOI https://doi.org/10.1080/07350015.2012.715959

An Analysis of Extreme Movements of Exchange Rates of the Main Currencies Traded in the Foreign Exchange Market

Authors Emma M. Iglesias
Journal APPLIED ECONOMICS Vol. 44 Num. 35 (pages 4631 to 4637)
DOI https://doi.org/10.1080/00036846.2011.593501

Estimation, Testing and Finite Sample Properties of Quasi-Maximum Likelihood Estimators in GARCH-M Models

Authors Emma M. Iglesias, Garry D.A. Phillips
Journal Econometric Reviews Vol. 31 Num. 5 (pages 532 to 557)
DOI https://doi.org/10.1080/07474938.2011.608007

Extreme movements of the main stocks traded in the Eurozone: an analysis by sectors in the 2000's decade

Authors Emma M. Iglesias, María Dolores Lagoa Varela
Journal Applied Financial Economics Vol. 22 Num. 24 (pages 2085 to 2100)
DOI https://doi.org/10.1080/09603107.2012.697121

Improved Instrumental Variables Estimation of Simultaneous Equations under Conditionally Heteroskedastic Disturbances

Authors Emma M. Iglesias, Garry D.A. Phillips
Journal JOURNAL OF APPLIED ECONOMETRICS Vol. 27 (pages 474 to 499)
DOI https://doi.org/10.1002/jae.1203

Interest rate volatility, asymmetric interest rate pass through and the monetary transmission mechanism in the Caribbean compared to US and Asia

Authors Andre Yone Haughton, Emma M. Iglesias
Journal ECONOMIC MODELLING Vol. 29 Num. 6 (pages 2071 to 2089)
DOI https://doi.org/10.1016/j.econmod.2012.06.034

Semiparametric Inference in a GARCH-in-Mean Model

Authors Bent Jesper Christensen, Christian M. Dahl, Emma M. Iglesias
Journal JOURNAL OF ECONOMETRICS Vol. 167 Num. 2 (pages 458 to 472)

Voter Decisions on Eminent Domain and Police Power Reforms

Authors Adanu.K, Hoehn, JP, Norris,P, Iglesias, E
Journal JOURNAL OF HOUSING ECONOMICS Vol. 21 Num. 2 (pages 187 to 197)
DOI https://doi.org/10.1016/j.jhe.2012.04.005

Constrained k-class estimators in the presence of Weak instruments

Authors Emma M. Iglesias
Journal STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS Vol. 15 Num. 4 (pages 1 to 11)

Modelling the volatility-return trade-off when volatility may be nonstationary

Authors Christian M. Dahl, Emma Iglesias
Journal Journal of Time Series Econometrics Vol. 3 Num. 1 (pages 1 to 30)
DOI https://doi.org/10.2202/1941-1928.1093

Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation

Authors Emma M. Iglesias, Garry D.A. Phillips
Journal Econometric Reviews Vol. 30 Num. 3 (pages 303 to 336)
DOI https://doi.org/10.1080/0747930903562551

First and Second Order Asymptotic Bias Correction of Nonlinear Estimators in a Non-Parametric Setting and an Application to the Smoothed Maximum Score Estimator

Authors Emma María Iglesias Vázquez
Journal STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS Vol. 14 Num. 3 (pages 1 to 30)

The bias to order T-2 for the general k-class estimator in a simultaneous equation model

Authors Emma María Iglesias Vázquez, Garry D.A. Phillips
Journal ECONOMICS LETTERS Vol. 109 (pages 42 to 45)

Domestic monetary transfers and the inland bill of exchange markets in Spain, 1775-1885

Authors Joan Carles Maixe Altes, Emma María Iglesias Vázquez
Journal JOURNAL OF INTERNATIONAL MONEY AND FINANCE Vol. 28 Num. 3 (pages 496 to 521)

Finite Sample Theory of QMLEs in ARCH Models with an Exogenous Variable in the Conditional Variance Equation

Authors Emma María Iglesias Vázquez
Journal STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS Vol. 13 Num. 2 (pages 1 to 30)

Volatility Spill-overs in Commodity Spot Prices: New Empirical Results

Authors Emma María Iglesias Vázquez, Christian Dahl
Journal ECONOMIC MODELLING Vol. 26 Num. 2 (pages 601 to 607)

Asymptotic Bias of GMM and GEL under Possible Nonstationary Spatial Dependence

Authors Emma María Iglesias Vázquez, Garry D.A. Phillips
Journal ECONOMICS LETTERS Vol. 99 (pages 393 to 397)

Bootstrap Refinements for QML Estimators of the GARCH(1,1) Parameters

Authors Emma María Iglesias Vázquez, Valentina Corradi
Journal JOURNAL OF ECONOMETRICS Vol. 144 Num. 2 (pages 500 to 510)

Finite Sample Theory of QMLEs in ARCH Models with Dynamics in the Mean Equation

Authors Emma María Iglesias Vázquez, Garry Phillips
Journal JOURNAL OF TIME SERIES ANALYSIS Vol. 29 Num. 4 (pages 719 to 737)

Review of: The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis

Authors Emma María Iglesias Vázquez
Journal JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION Vol. 103 Num. 483 (pages 1329 to 1329)

A Switching Regime VAR Model for the Components of the Spanish GDP

Authors Matilde Arranz, Emma M. Iglesias
Journal The Empirical Economics Letters Vol. 6 Num. 3 (pages 205 to 216)

Higher-order Asymptotic Theory When a Parameter is on a Boundary with an Application to GARCH Models

Authors Emma M. Iglesias, Oliver B. Linton
Journal ECONOMETRIC THEORY Vol. 23 Num. 6 (pages 1136 to 1161)

Higher-order Asymptotic Properties of QML in ß-ARCH and ¿-ARCH Models

Authors Emma M. Iglesias
Journal ECONOMICS LETTERS Vol. 93 (pages 261 to 266)

Análisis de los tipos de cambio en la economía mexicana y comparación con otros países: un enfoque de volatilidad estocástica

Authors Matilde Arranz, Emma M. Iglesias
Journal INVESTIGACIÓN ECONÓMICA Vol. LXIV Num. 253 (pages 159 to 169)

Analysing 1-month Euro-market interest rates by fractionally integrated models

Authors Emma M. Iglesias, Garry D.A. Phillips
Journal Applied Financial Economics Vol. 15 Num. 2 (pages 95 to 106)

Bivariate ARCH models: finite-sample properties of QML estimators and an application to an LM-type test

Authors Emma M. Iglesias, Garry D.A. Phillips
Journal ECONOMETRIC THEORY Vol. 21 Num. 6 (pages 1058 to 1086)
DOI https://doi.org/10.1017/s026646660505053x

Another look about the evolution of the risk premium: a VAR-GARCH-M model

Authors Emma M. Iglesias, Garry D.A. Phillips
Journal ECONOMIC MODELLING Vol. 20 (pages 777 to 789)

Analisis de las relaciones entre el tipo de interés a corto plazo y su incertidumbre en Alemania, España y Suiza.

Authors Emma María Iglesias Vázquez, Matilde Arranz Pérez
Journal Estudios de Economía Aplicada Vol. 19 Num. - (pages 37 to 47)

Reconsidering the gains in efficiency from ML estimation versus OLS in ARCH models

Authors Emma M. Iglesias, Garry D.A. Phillips
Journal ECONOMICS LETTERS Vol. 74 (pages 21 to 24)

Inversión privada, gasto público y presión tributaria

Autor Luis Felipe Brito Gaona
Director/s Emma María Iglesias Vázquez
Scope Facultad de Economía y Empresa
Qualification Sobresaliente Cum Laude

Energy and Capital Relationships in the United Kingdom

Autor Miguel Angel Tovar
Director/s Emma Iglesias Vázquez
Scope University of Essex, Department of Economics
Qualification Apto Cum Laude

Effects of Currency Unions

Autor Andre Haughton
Director/s Emma Iglesias Vazquez
Scope University of Essex, Department of Economics
Qualification Apto Cum Laude

Basel II and Financial of Consumer or Corporate Loans

Autor Fathin Faizah Said
Director/s Emma Iglesias Vazquez
Scope University of Essex, Department of Economics
Qualification Apto Cum Laude

Three Essays on Econometrics

Autor Panutat Satchachai
Director/s Emma Iglesias Vazquez y Peter Schmidt
Scope Michigan State University
Qualification Apto Cum Laude

Three Essays in Econometrics

Autor Wei Siang Wang
Director/s Emma Iglesias Vazquez y Peter Schmidt
Scope Michigan State University
Qualification Apto Cum Laude

Essays In Econometrics and Agricultural Economics

Autor Honglin Wang
Director/s Emma Iglesias Vazquez y Jeffrey Wooldridge
Scope Michigan State University
Qualification Apto Cum Laude

Essays in Eminent Domain Takings, Compensations and Public Choice

Autor Dziwornu Adanu
Director/s John Hoehn y Emma Iglesias Vazquez
Scope Michigan State University
Qualification Apto Cum Laude

Estimating Panel Data Models with Endogeneity and Selection

Autor Anastasia Semykina
Director/s Emma Iglesias Vazquez y Jeffrey Wooldridge
Scope Michigan State University
Qualification Apto Cum Laude

Pseudo-maximum likelihood estimation and testing in the constant elasticity of variance continuous time model
3rd International Conference on Computational Finance
International

Authors Emma M. Iglesias, Garry D.A. Phillips
Place Coruña, A (España)

The Role of Human Capital in the Evolution of Inequality and Economic Growth in Latin-America
20th International Conference on Computational Economics, Statistics and Econometrics
International

Authors Luis Felipe Brito Gaona, Emma Iglesias Vázquez
Place New York (Estados Unidos)

Inversión Privada, Gasto Publico y Presión Tributaria en Ecuador
I Congreso Internacional de Economía
International

Authors Luis Felipe Brito Gaona, E. M. Iglesias
Place Guayaquil (Ecuador)

The Tail Behaviour due to the Presence of the Risk Premium in AR-GARCH-in-Mean, GARCH-AR and Double-Autoregressive-in-Mean Models
2017 European Meeting of the Econometric Society
International

Authors Christian M. Dahl, E. M. Iglesias
Place Lisboa (Portugal)

Inversión privada, gasto público y presión tributaria en países de la Alianza del Pacífico
VI CONGRESO INTERNACIONAL DE INVESTIGACIÓN E INNOVACIÓN CON ÉNFASIS EN: Educación, Ciencias de la Salud, Ciencias Administrativas y Ciencias Sociales
International

Authors Luis Felipe Brito Gaona, E. M. Iglesias
Place Panamá (Panamá)

The Tail Behaviour due to the Presence of the Risk Premium in AR-GARCH-in-Mean, GARCH-AR and Double-Autoregressive-in-Mean Models
The 11th International Conference on Computational and Financial Econometrics (CFE 2017)
International

Authors Christian M. Dahl, E. M. Iglesias
Place London (Reino Unido)

Exchange rate movements and stock prices in the Caribbean and Latin America: the importance of volatility
World Finance Conference
International

Authors Emma M. Iglesias, Andre Yone Haughton
Place New York (Estados Unidos)

Inversión privada, gasto público y presión tributaria en América Latina
2016 Congreso de la Asociación Peruana de Economía
National

Authors Luis Felipe Brito Gaona, E. M. Iglesias
Place Lima (Perú)

Presión tributaria, gasto público e inversión privada en Europa
XII Conferencia Científica Internacional UNICA
International

Authors Luis Felipe Brito Gaona, Emma M. Iglesias
Place Jardines del Rey (Cuba)

Value at Risk and Expected Shortfall of Firms in the Main European Union Stock Market Indexes: A Detailed Analysis by Economic Sectors and Geographical Situation
ICBEF 2015: 17th International Conference on Business, Economics and Finance
International

Authors Emma M. Iglesias
Place Paris (Francia)

Value at Risk and expected shortfall of firms in the main European Union stock market indexes from 2000 until nowadays: a detailed analysis by economic sectors adn geographical situation
XVII Encuentro de Economía Aplicada
National

Authors Emma M. Iglesias
Place Palmas de Gran Canaria, Las (España)

Extreme Movements of the main Stocks and Stock market Indexes traded in the Eurozone
75th International Atlantic Economic Conference
International

Authors Emma M. Iglesias
Place Viena (Austria)

Exchange Rate Movements, Stock Prices and Volatility in the Caribbean and Latin America
World Finance & Banking Symposium (Beijing)
International

Authors Andre Yone Haughton, Emma Iglesias Vázquez
Place Beijing (China)

Assessing Long Run Money Neutrality in Monetary Unions
2012 Caribbean Studies Association conference
International

Authors Emma María Iglesias Vázquez, Andre Yone Haughton
Place Le Gosier, Guadeloupe (Francia)

Assessing Long Run Money Neutrality in Monetary Unions
III World Finance Conference
International

Authors Emma Iglesias, Andre Yone Haughton
Place Rio de Janeiro (Brasil)

Evolution over Time of the Determinants of Preferences for Redistribution and the Support for the Welfare State
XV Encuentro de Economía Aplicada
National

Authors Emma María Iglesias Vázquez, José Atilano Pena López, José Manuel Sánchez Santos
Place Coruña, A (España)

Indirect estimation of AR-GARCH, GARCH-M and EGARCH models
Studies in Nonlinear Dynamics and Econometrics Conference
International

Authors Emma María Iglesias Vázquez, Christian M. Dahl, Bent Jesper Christensen
Place Washington DC (Estados Unidos)

Interest Rate Volatility, Asymmetric Interest Rate Pass Through and The Monetary Transmission in the CSME
XLIII (43rd) Annual Conference of Monetary Studies
International

Authors Emma María Iglesias Vázquez, Andre Yone Haughton
Place Barbados (Jamaica)

Indirect estimation of AR-GARCH, GARCH-M and EGARCH models
28th European Meeting of Statisticians
International

Authors Emma M. Iglesias, Christian M. Dahl, Bent Jesper Christensen
Place Piraeus (Grecia)

The limiting properties of the QMLE in a general class of asymmetric volatility models
Brunel Macroeconomic Research Centre¿-QASS Conference on Macro and Financial Economics
International

Authors E. M. Iglesias
Place London (Reino Unido)

Capital-Energy Relationships: An Analysis of Three Panel Data Estimation Methods
International Conference on Applied Business & Economics
International

Authors M. Tovar, E. M. Iglesias
Place Coruña, A (España)

Discussant of "Efficient Estimation of Risk Measures in a Semiparametric GARCH Model" by O. Linton and Dajin Shang
Semiparametric Time Series conference in London School of Economics, Financial Makets Group
International

Authors E. M. Iglesias
Place London (Reino Unido)

Testing for Breaks Using Alternating Observations
2009 Applied Econometrics and Forecasting in Macroeconomics and Finance Workshop, Federal Reserve of the Bank of St. Louis
International

Authors E. M. Iglesias
Place St. Louis (Estados Unidos)

Partial Maximum Likelihood Estimation of a Spatial Probit Model
European Meeting of the Econometric Society
International

Authors E. M. Iglesias, J. Wooldridge, H. Wang
Place Barcelona (España)

Partial Maximum Likelihood Estimation of a Spatial Probit Model
Essex Statistics Workshop
International

Authors E. M. Iglesias, J. Wooldridge, H. Wang
Place Colchester (Essex) (Reino Unido)

Partial Maximum Likelihood Estimation of a Spatial Probit Model
XXXIV Simposio de la Asociación Española de Economía (SAEe 2009)
International

Authors E. M. Iglesias, J. Wooldridge, H. Wang
Organization Asociación Española de Economía
Place Valencia (España)

Bootstrap Refinements for QML Estimators of the GARCH(1,1) Parameters
2008 European Meeting of the Econometric Society
International

Authors E. M. Iglesias, Valentina Corradi
Place Milan (Italia)

Bootstrap Refinements for QML Estimators of the GARCH(1,1) Parameters
2008 International Conference « Inference and Tests in Econometrics - A Tribute to Russell Davidson
International

Authors E. M. Iglesias, Valentina Corradi
Place Marseille (Francia)

The limiting properties of the QMLE in a general class of asymmetric volatility models
2nd Granger Centre Conference: Bootstrap and Numerical Methods in Time Series
International

Authors E. M. Iglesias, Christian M. Dahl
Place Nottingham (Reino Unido)

A Class of Semiparametric GARCH in Mean Models and its Semiparametric Efficiency Bound
¿Nonparametric and Semiparametric Inferences on Econometric Models¿, 2008 SETA (Symposium on Econometric Theory and Applications) Conference
International

Authors E. M. Iglesias, Christian M. Dahl, Bent Jesper Christensen
Place Seoul (Corea del Sur)

The limiting properties of the QMLE in a general class of asymmetric volatility models
2007 European Meeting of the Econometric Society
International

Authors E. M. Iglesias, Christian M. Dahl
Place Budapest (Hungría)

The limiting properties of the QMLE in a general class of asymmetric volatility models
2007 Midwest Econometrics Group
International

Authors E. M. Iglesias
Place St. Louis (Estados Unidos)

The limiting properties of the QMLE in a general class of asymmetric volatility models
North American Summer Meeting of the Econometric Society
International

Authors E. M. Iglesias, Christian M. Dahl
Place Durham (Estados Unidos)

The limiting properties of the QMLE in a general class of asymmetric volatility models
24th Canadian Econometrics Study Group
International

Authors E. M. Iglesias, Christian M. Dahl
Place Montreal (Canadá)

Asymptotic Normality of the QMLE for Nonstationary GARCH with Serially Dependent Innovations
Canadian Econometrics Group
International

Authors E. M. Iglesias, Christian M. Dahl
Place Niagara Falls (Canadá)

Finite Sample and Optimal Adaptive Inference in Possibly Nonstationary general volatility models with Gaussian or Heavy-Tailed Errors
Conference on Financial Econometrics
International

Authors E. M. Iglesias
Place Montreal (Canadá)

Asymptotic Normality of the QMLE for Nonstationary GARCH with Serially Dependent Innovations
2006 Meeting of the Econometric Society
International

Authors E. M. Iglesias, Christian M. Dahl
Place Vienna (Austria)

An Almost Unbiased Estimator in Simultaneous Equations Models both with strong and / or weak instruments
2006 Midwest Econometric Group
International

Authors E. M. Iglesias, Garry D.A. Phillips
Place Cincinnati (Estados Unidos)

Asymptotic Normality of the QMLE for Nonstationary GARCH with Serially Dependent Innovations
Summer Meeting of the North-American Econometric Society
International

Authors E. M. Iglesias, Christian M. Dahl
Place Minnesota (Estados Unidos)

Asymptotic Normality of the QMLE for Nonstationary GARCH with Serially Dependent Innovations
IMS (Institute of Mathematical Statistics) Annual Meeting in Mathematical Statistics
International

Authors E. M. Iglesias, Christian M. Dahl
Place Rio de Janeiro (Brasil)

Finite Sample and Optimal Adaptive Inference in Possibly Nonstationary general volatility models with Gaussian or Heavy-Tailed Errors
Midwest Econometrics Group
International

Authors E. M. Iglesias
Place Carbondale (Estados Unidos)

Finite Sample and Optimal Adaptive Inference in Possibly Nonstationary general volatility models with Gaussian or Heavy-Tailed Errors
2005 MITACS (Mathematics of Information Technology and Complex Systems) conference
International

Authors E. M. Iglesias
Place Calgary (Canadá)

Finite Sample and Optimal Adaptive Inference in Possibly Nonstationary general volatility models with Gaussian or Heavy-Tailed Errors
NSF/NBER time series conference
International

Authors E. M. Iglesias
Place Heidelberg (Alemania)

Simultaneous Equations and Weak Instruments under Conditionally Heteroscedastic Disturbances
2005 World Meeting of the Econometric Society
International

Authors E. M. Iglesias, Garry D.A. Phillips
Place London (Reino Unido)

Finite Sample and Optimal Adaptive Inference in Possibly Nonstationary general volatility models with Gaussian or Heavy-Tailed Errors
Journal of Applied Econometrics Conference on Changing Structures in International and Financial Markets and the Effects on Financial Decision Making
International

Authors E. M. Iglesias
Place Venice (Italia)

Simultaneous Equations and Weak Instruments under Conditionally Heteroscedastic Disturbances
2004 European Meeting of the Econometric Society
International

Authors E. M. Iglesias, Garry D.A. Phillips
Place Madrid (España)

Simultaneous Equations and Weak Instruments under Conditionally Heteroscedastic Disturbances
2004 Far Eastern Meeting of the Econometric Society
International

Authors E. M. Iglesias, Garry D.A. Phillips
Place Seoul (Corea del Sur)

Simultaneous Equations and Weak Instruments under Conditionally Heteroscedastic Disturbances
2004 Latin American Meeting of the Econometric Society
International

Authors E. M. Iglesias, Garry D.A. Phillips
Place Santiago (Chile)

Simultaneous Equations and Weak Instruments under Conditionally Heteroscedastic Disturbances
2004 Midwest Econometrics Group
International

Authors E. M. Iglesias, Garry D.A. Phillips
Place Chicago (Estados Unidos)

Multivariate ARCH Models: Finite Sample Properties of ML Estimators and an Application to an LM-Type Test
Financial Econometrics Conference
International

Authors E. M. Iglesias, Garry D.A. Phillips
Place Montreal (Canadá)

Finite Sample and Optimal Inference in Possibly Nonstationary ARCH Models with Gaussian and Heavy-Tailed Errors
2004 North-American Summer Meeting of the Econometric Society
International

Authors E. M. Iglesias
Place Providence (Estados Unidos)

Simultaneous Equations and Weak Instruments under Conditionally Heteroscedastic Disturbances
XXIX Symposium of Economic Analysis
International

Authors E. M. Iglesias, Garry D.A. Phillips
Place Pamplona/Iruña (España)

Finite Sample Theory of MLEs in ARCH-(M) Models with Dynamics in the Mean Equation, and Exogenous Variables in the Conditional Variance Equation
2003 Canadian Econometrics Group
International

Authors E. M. Iglesias, Garry D.A. Phillips
Place Hamilton (Canadá)

Multivariate ARCH Models: Finite Sample Properties of ML Estimators and an Application to an LM-Type Test
Econometric Study Group annual conference
International

Authors E. M. Iglesias, Garry D.A. Phillips
Place Bristol (Reino Unido)

Finite Sample Theory of MLEs in ARCH-(M) Models with Dynamics in the Mean Equation, and Exogenous Variables in the Conditional Variance Equation
2003 European Meeting of the Econometric Society
International

Authors E. M. Iglesias, Garry D.A. Phillips
Place Stockholm (Suecia)

Finite Sample Theory of MLEs in ARCH-(M) Models with Dynamics in the Mean Equation, and Exogenous Variables in the Conditional Variance Equation
2003 Latin-American meeting of the Econometric Society
International

Authors E. M. Iglesias, Garry D.A. Phillips
Place Panama city (Panamá)

Multivariate ARCH Models: Finite Sample Properties of ML Estimators and an Application to an LM-Type Test
20th Annual Meeting of the Midwest Econometrics Group
International

Authors E. M. Iglesias, Garry D.A. Phillips
Place Missouri (Estados Unidos)

Multivariate ARCH Models: Finite Sample Properties of ML Estimators and an Application to an LM-Type Test
XXVIII Simposio de Análisis Económico
National

Authors E. M. Iglesias, Garry D.A. Phillips
Place Sevilla (España)

Multivariate-ARCH: Bias Evaluation for the ML Estimator
2002 Latin-American meeting of the Econometric Society
International

Authors E. M. Iglesias, Garry D.A. Phillips
Place Sao Paulo (Brasil)

Multivariate-ARCH: Bias Evaluation for the ML Estimator
2002 North-American Summer Meeting of the Econometric Society
International

Authors E. M. Iglesias, Garry D.A. Phillips
Place Los Angeles (Estados Unidos)

Multivariate-ARCH: Bias Evaluation for the ML Estimator
Econometric Study Group annual conference
International

Authors E. M. Iglesias, Garry D.A. Phillips
Place Bristol (Reino Unido)

Multivariate-ARCH: Bias Evaluation for the ML Estimator
erc-METU International Conference in Economics VI
International

Authors E. M. Iglesias, Garry D.A. Phillips
Place Ankara (Turquía)

Multivariate-ARCH: Bias Evaluation for the ML Estimator
XXVII Simposio de Análisis Económico
National

Authors E. M. Iglesias, Garry D.A. Phillips
Organization Universidad de Salamanca
Place Salamanca (España)

El impacto del desempleo y la inflación sobre el reparto del ingreso monetario de los hogares españoles. Un análisis trimestral.
XV Reunión de ASEPELT-ESPAÑA
International

Authors María José Lodeiro Hermida, Matilde Arranz Pérez, Emma María Iglesias Vázquez
Place Coruña, A (España)

Small Sample Estimation Bias in ARCH Models
2001 Far Eastern Meeting of the Econometric Society
International

Authors E. M. Iglesias, Garry D.A. Phillips
Place Kobe (Japón)

Small Sample Properties of ML Estimators in AR-ARCH Models
XVIII Latin American Meeting of the Econometric Society
International

Authors E. M. Iglesias, Garry D.A. Phillips
Place Buenos Aires (Argentina)

Multivariate-ARCH: Bias Evaluation for the ML Estimator
XXVI Simposio de Análisis Económico
National

Authors E. M. Iglesias, Garry D.A. Phillips
Place Alicante/Alacant (España)

Small Sample Estimation Bias in ARCH Models
erc-METU International Conference in Economics IV
International

Authors E. M. Iglesias, Garry D.A. Phillips
Place Ankara (Turquía)

Asymptotic Expansions and Bias Correction in ARCH Models
HSSS Workshop on ¿Bias Reduction and Confidence Estimation in Complex Models
International

Authors E. M. Iglesias, Garry D.A. Phillips
Place Lillesand (Noruega)

Analysing Economic Growth in the Components of Spanish GDP using Switching Regime Models
First International Meeting on Economic Cycles
International

Authors E. M. Iglesias, Matilde Arranz Pérez
Place Ourense (España)

The Short-Term Interest Rate and its Uncertainty
International Symposium on Economic Modelling
International

Authors E. M. Iglesias, Matilde Arranz Pérez
Place Pamplona/Iruña (España)

The Short-Term Interest Rate and its Uncertainty
The 20th Symposium on Forecasting
International

Authors E. M. Iglesias, Matilde Arranz Pérez
Place Lisboa (Portugal)

Analysing 1-Month Euro-market Interest Rates by Fractionally Integrated Models
Euroconference Series in Quantitative Economics and Econometrics (10th (EC)2 Meeting). Theme: Financial Econometrics
International

Authors E. M. Iglesias, Garry D.A. Phillips
Place Madrid (España)

Indicadores de Actividad Industrial de Galicia
XXIV Reunión de Estudios Regionales.
National

Authors Matilde Arranz Pérez, Emma María Iglesias Vázquez
Place Zaragoza (España)

Positions

Academic or management positions held by teacher.

Comisión Académica Programa Oficial de Doctorado en Análisis Económico y Empresarial

Coordinador/a

From 01/11/2017.

Departamento de Economía

Director/a

From 06/04/2017.

Comité de Dirección de la EIDUDC

Coordinador/a

From 01/09/2014.

Comisión Académica Programa Oficial de Doctorado en Análisis económico y estrategia empresarial

Coordinador/a

From 01/09/2014.

Comisión Académica Programa Oficial de Doctorado en Análisis Económico y Empresarial

Secretario/a