Curriculum Vitae
Download the CV in pdf format
Personal Information
· Born: February 24th, 1979, Córdoba, Argentina.
· Citizenship: Argentinean-Italian
· Status: Married
· e-mail:
santiago.pellegrini.[at].uc3m.es
· Office phone: +34 91-624-9777
· Fax: +34 91-624-9849
Education
· BA in Economics, Universidad Nacional de Córdoba (UNC), Argentina (2002)
· PhD candidate of Business Administration and Quantitative Methods, Universidad Carlos III de Madrid (UC3M).
Teaching Experience
· Teaching Assistant at the Department of Statistics, UNC. (2000-2003)
· Teaching Assistant at the Department of Statistics, UC3M. (2004-)
Courses dictated
· Summer course on time series, Escuela de Análisis Sociopolítico (EMAS), Universidad de Salamanca (2006, 2007 and 2008), 10 hours per course.
· Introductory course on MATLAB, Master of Business Administration and Quantitative Analysis, UC3M (2006, 2007 and 2008), 5 hours per course.
· Introductory course on E-Views and Stat-Graphics, Master in Statistical methods for business and economics, University of Skopje, Macedonia (2007), 20 hours.
· Course on financial econometrics and stochastic volatility, UNC, Argentina (2007), 6 hours.
Publications
· The equilibrium exchange rate of Argentina (2003), Series de Investigación, Instituto de Economía y Finanzas, UNC, Argentina (with Alejandro Gay). Download!
Working papers
· The relationship between ARIMA-GARCH and unobserved component models with GARCH disturbances (2007), WP 27-07, Universidad Carlos III de Madrid (with Esther Ruiz and Antoni Espasa). Download!
Contributions to Scientific Meetings
· Tipo de cambio real y crisis cambiarias en Argentina (with Alejandro Gay), Octavas Jornadas de Economía Monetaria e Internacional, Universidad Nacional de La Plata, Argentina, 2003.
· The relationship between ARIMA-GARCH and unobserved component models with GARCH disturbances (with Esther Ruiz and Antoni Espasa), at the 26th International Symposium on Forecasting, Santander, Spain (2006), at the Statistics Department of UC3M (2007) and at the 62nd European Meeting of the Econometric Society, Budapest, Hungary (2007).
· ARIMA-GARCH and unobserved component models with GARCH disturbances: Are their prediction intervals different? (with Esther Ruiz and Antoni Espasa), at 2nd International Workshop on Computational and Financial Econometrics, Neuchatel, Switzerland (2008).