Economist from the Universidad Autónoma de Madrid (Spain 1 & 2) (June 1991)

IV Master in Public Expenditure and Economic Programming, at the Spanish Institute for Fiscal Studies (June 1992)

PhD (April 1995) in Time Series Analysis from the Universidad Autónoma de Madrid, Cuantitative Economics Department

Former Research Associate in the Environmental Science Division at Lancaster University (September 1994 to October 1997). Former member of the Systems and Control group of CRES.

Member of staff at the Banco del Comercio (Bilbao Vizcaya Holding) and assistant lecturer at the Universidad Autónoma de Madrid (since October 1997).

• E-mail: d.pedregal@uam.es      d.pedregal@grupobbv.com 
• Phone: +34 (0) 91 3973940        +34 (0) 91 3743546
• Fax:                                             +34 (0) 91 3743585
• Contact address:

1. Departamento de Análisis Económico: Economía Cuantitativa, Universidad Autónoma de Madrid, 28049 Madrid.
2. Departamento I + D, Banco del Comercio, Alcalá 45, 28014 Madrid.

Research interests include:

• Econometrics and Statistics in general, especially
• Qualitative Response Models of any kind for the prediction of personal and corporate bankruptcy.
• Time Series analysis (virtually everything), but especially
• Classical linear modelling, from the simplest to the most complex approaches.
• Any type of univariate forecasting procedures (linear or non-linear). I like the univariate world, it is so simple and handable...
• Recursive approaches to Time Series Analysis.
• Identification and Estimation of non-linear dynamic systems.
• Signal extraction and Seasonal adjustment.
• Data-based modelling and forecasting of linear and nonlinear systems.
• Matlab, Matlab, Matlab ...

Personal interests (many, here I put only some):

• My family...
• Music (playing piano is a very relaxing experience...)
• Reading (History, novels, ...). Usually nice things with a happy ending, or real life things regardless of the ending (such is life!)
• Summer activities: walking, camping, cycling, ...
• Knowing places, meeting people...
• Matlab (believe it or not, it is kind of obsessive, I know),...
• ...

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Written by DJP (last update April 1999). 
All pages copyright University of Lancaster 1996. ALL RIGHTS RESERVED.