Esther Ruiz

Esther Ruiz is Full Professor of Econometrics at Universidad Carlos III de Madrid. She holds a PhD from the London School of Economics and is one of the Senior Editors of the International Journal of Forecasting. Her research interests fall along the intersection between time series econometrics, financial econometrics, economic forecasting and large multivariate time series models. Her main contributions are related with methodological developments and empirical applications in the context of stochastic volatility models and the measurement of the forecasting uncertainty. Recently, she has published several articles related with the implementation of dynamic factor models to extract unobserved common factors from large sets of macroeconomic variables.