Aránzazu de Juan Fernández is an Associate Professor of Econometrics at the Universidad Autónoma de Madrid since 2017. She studied Economics and obtain her PhD. in Economics from the Universidad Autónoma de Madrid. Her main research fields are centered in Econometrics and Time Series analysis, fields in which she has developed methods that have been published in leading academic journals such as Health Economics, International Journal of Forecasting, Accident Analysis and Prevention, Journal of Forecasting, Empirical Economics, among others. Currently, her research focuses on applying econometric techniques to analyze the effects of climate change on the economy, constructing Composite Leading and Coincident Indicators (CLI and CCI) for the Spanish Economy and for the Spanish Autonomous Communities, (see http://uam-ucm-economic-indicators.es/ for the CLI and CCI for the Spanish Economy), analyzing the convergence of European Countries by constructing convergence clubs and developing strategies to obtain better economic forecasts by combining forecasts.